Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data

Title
Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data
Authors
Keywords
Time-varying Granger causality, GARCH, DCC-MGARCH, Unemployment, Exchange rates
Journal
Journal of Multinational Financial Management
Volume 61, Issue -, Pages 100679
Publisher
Elsevier BV
Online
2021-02-06
DOI
10.1016/j.mulfin.2021.100679

Ask authors/readers for more resources

Reprint

Contact the author

Find Funding. Review Successful Grants.

Explore over 25,000 new funding opportunities and over 6,000,000 successful grants.

Explore

Add your recorded webinar

Do you already have a recorded webinar? Grow your audience and get more views by easily listing your recording on Peeref.

Upload Now