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The role of domestic and foreign economic uncertainties in determining the foreign exchange rates: an extended monetary approach

This study extends the monetary model of the exchange rate by incorporating news-based domestic and US economic policy uncertainties (EPUs). We consider 12 developed and developing economies and use monthly data covering 2000:M1 to 2017:M2. The extended monetary model is estimated by the panel quant...

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Detalles Bibliográficos
Autor principal: Murad, S. M. Woahid
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9261239/
http://dx.doi.org/10.1007/s12197-022-09589-5