Original paper

Impact of economic policy uncertainty on exchange rate volatility of China

Volume: 32, Pages: 101266 - 101266
Published: Jan 1, 2020
Abstract
This study investigates the impact of economic policy uncertainty (EPU) on China's exchange rate volatility from December 2001 to November 2018. Using the quantile regression, our results show that the impact of EPU on exchange rate volatility in China exhibits asymmetry as well as heterogeneity in different markets. The EPU for China impacts positively and significantly on all quantiles volatilities of exchange rates. Furthermore, we observe...
Paper Details
Title
Impact of economic policy uncertainty on exchange rate volatility of China
Published Date
Jan 1, 2020
Volume
32
Pages
101266 - 101266
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