On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets

We examine the Economic Policy Uncertainty (EPU) transmission over the Exchange Rate Volatility (ERV) for 8 Emerging Market Economies (EME) using the recent panel VAR methodology of Abrigo and Love (Stata Journal 16:778–804, 2016). The econometric investigation reveals that: (a) both domestic and US...

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Bibliographic Details
Published in:Journal of quantitative economics : journal of the Indian Econometric Society 2021-09, Vol.19 (3), p.403-425
Main Authors: Abid, Abir, Rault, Christophe
Format: Article
Language:English
Subjects:
Econometrics
Economics
Economics and Finance
Finance
Game Theory
Humanities and Social Sciences
Insurance
Law
Management
Original Article
Political science
Social and Behav. Sciences
Statistics for Business
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