Exchange-rate and news: evidence from the COVID pandemic

DOI10.1016/J.ECONLET.2022.110390MaRDI QIDQ2127328zbMATH OpenOpenAlexFDO

Authors Tommaso Aquilante, F. Di Pace, Riccardo M. Masolo

Publication date 20 April 2022

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2022.110390

zbMATH Keywords

COVID-19exchange ratenewspanel VAR

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• New ``News for the news model of the spot exchange rate
• The determinants of output losses during the Covid-19 pandemic

Cited in

(7)

• Information dissemination in currency crises
• News shocks at the local level: evidence from a conditional Covid-19 containment measure
• Commodity currencies and causality: some high-frequency evidence
• Public news announcements and quoting activity in the Euro/Dollar foreign exchange market
• Can news help measure economic sentiment? An application in COVID-19 times
• New ``News for the news model of the spot exchange rate
• Rare disasters, exchange rates, and macroeconomic policy: evidence from COVID-19

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