Causality between economic policy uncertainty and exchange rate in China with considering quantile differences

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...

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Bibliographic Details
Main Authors: Yin DAI, Jing-wen ZHANG, Xiu-zhen YU, Xin LI
Format: Article
Language:English
Published: General Association of Economists from Romania 2017-09-01
Series:Theoretical and Applied Economics
Subjects:
economic policy uncertainty
exchange rate
quantile causality
Online Access: http://store.ectap.ro/articole/1291.pdf

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