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...
| প্রধান লেখক: | |
|---|---|
| অন্যান্য লেখক: | , |
| বিন্যাস: | গবেষণাপত্র |
| ভাষা: | English |
| বিষয়গুলি: |