New “News” for the news model of the spot exchange rate
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DOI: 10.1016/j.econlet.2021.109770
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References listed on IDEAS
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Cited by:
- Aquilante, Tommaso & Di Pace, Federico & Masolo, Riccardo M., 2022. "Exchange-rate and news: Evidence from the COVID pandemic," Economics Letters, Elsevier, vol. 213(C).
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More about this item
Keywords
Big data; Market sentiment; Policy uncertainty; The “News” model of the exchange rate;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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