F Wang, C Pan, W Wang - Finance Research Letters, 2023 - Elsevier
This study investigates the impact of US monetary policy uncertainty on the volatility of the Chinese RMB exchange rate using a counterfactual SVAR model. Additionally, we examine …
Y Gong, Z He, W Xue - International Review of Financial Analysis, 2025 - Elsevier
This paper examines the spillover effect of economic policy uncertainty (EPU) on real effective exchange rate volatility in a sample of 23 countries. We use a multivariate quantile …
H Ding, X Zhao, Z Jiang, SN Abdullah… - arXiv preprint arXiv …, 2024 - arxiv.org
Accurate forecasting of the EUR/USD exchange rate is crucial for investors, businesses, and policymakers. This paper proposes a novel framework, IUS, that integrates unstructured …
X Wang - International Review of Economics & Finance, 2024 - Elsevier
Extreme risk fluctuations of one exchange rate can spill over to other exchange rates, and exploring the impact of economic policy uncertainty (EPU) on the spillover effect remains a …
HT Aziz, HA Wali, AA Abbas - Koya University Journal of …, 2023 - jhss.koyauniversity.org
This research article investigates the profound and multifaceted impact of oil price volatility on Iraq's economy. As a nation heavily reliant on oil exports, Iraq's economic stability is …
To ascertain the risk premium of commercial banks in Ghana, a multifaceted evaluation of market conditions and risk factors are required. Using univariate ARCH and GARCH …
M Kutlu - Uluslararası İktisadi ve İdari İncelemeler Dergisi, 2024 - dergipark.org.tr
Ekonomik politikasında belirsizliklerin arttığı dönemlerde döviz kurları daha istikrarsız hale gelmektedir. Bu çalışmanın amacı, gelişmekte olan ülkelerde Küresel Ekonomik Politik …