Sustainable exchange rates in China: Is there the heterogeneous effect of economic policy uncertainty?

This study is to investigate the heterogeneous effect of economic policy uncertainty (EPU) on the exchange rate volatility of China using quantile regression for the period Jan 2003–Jan 2019. This paper significantly contributes to the empirical literature by taking into account the effect in indivi...

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Bibliographic Details
Main Authors: Liming Chen, Ziqing Du, Yong Tan
Format: Article
Language:English
Published: AIMS Press 2019-08-01
Series:Green Finance
Subjects:
Online Access:https://www.aimspress.com/article/10.3934/GF.2019.4.346/fulltext.html