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Exchange rate expectation, abnormal returns, and the COVID-19 pandemic
This study analyzes the impact of the COVID-19 pandemic on exchange rates based on a comprehensive set of survey forecasts for more than 50 currency pairs. At the first stage, we assess whether the policy to manage the COVID-19 pandemic affects the expected path of exchange rates over the medium and...
Autores principales: | Beckmann, Joscha, Czudaj, Robert L. |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier B.V.
2022
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8818382/ https://www.ncbi.nlm.nih.gov/pubmed/35153348 http://dx.doi.org/10.1016/j.jebo.2022.02.002 |
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