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How Have the COVID-19 Pandemic and Market Sentiment Affected the FX Market? Evidence from Statistical Models and Deep Learning Algorithms
This paper attempts to investigate the impact of the COVID-19 pandemic and market sentiment on the dynamics of USD/JPY, GBP/USD, and USD/CNY. We compose the market sentiment variable and incorporate the newly confirmed COVID-19 cases and sentiment variable into the traditional exchange rate forecast...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Netherlands
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9959962/ http://dx.doi.org/10.1007/s44196-023-00194-w |