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New “News” for the news model of the spot exchange rate
The “News” model of the exchange rate, that received only weak support in the 1980s, is shown to be a verifiable model of the bilateral spot rate once the “news” is appropriately measured. Using market sentiment and policy uncertainty indices derived from big data for Japan, as “news” and survey dat...
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| Main Authors: | , |
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| Format: | Default Article |
| Published: |
2021
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| Subjects: | |
| Online Access: | https://hdl.handle.net/2134/17040344.v1 |
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