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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...

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Detalles Bibliográficos
Autores principales:	Luo, Hang (Robin), Luo, Xiaoyu, Gu, Shuhao
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Springer Netherlands 2023
Materias:	Research Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9959962/ http://dx.doi.org/10.1007/s44196-023-00194-w

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