Are exchange rates more volatile with greater uncertainty? evidence from the PHP/USD exchange rate using GARCH-MIDAS models
This study explores the relationship between policy-related economic uncertainty and the volatility of the PHP/USD exchange rate returns. The study uses data constructed from Google Trends to measure uncertainty and employs GARCH-MIDAS models to differentiate the short-run and long-run components of...
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| مؤلفون آخرون: | , |
| التنسيق: | أطروحة |
| اللغة: | English |
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