Causality between economic policy uncertainty and exchange rate in China with considering quantile differences
Under an existing theoretical framework regarding the relationship between investment decision and the size of economic policy uncertainty (EPU), this paper tests the causality between EPU and exchange rate (ER). Theoretically, the impact of EPU on ER should be treated asymmetrically since investors...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
General Association of Economists from Romania
2017-09-01
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| Series: | Theoretical and Applied Economics |
| Subjects: | |
| Online Access: |
http://store.ectap.ro/articole/1291.pdf
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