Browsing Τμήμα Οικονομικών / Department of Economics by Author "Suleman, Tahir"
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Article
The role of economic uncertainty in forecasting exchange rate returns and realized volatility: Evidence from quantile predictive regressions
Christou, Christina; Gupta, Rangan; Hassapis, Christis; Suleman, Tahir (2018)In this paper, we investigate whether the news-based measure of economic policy uncertainty (EPU) can be used to forecast exchange rate returns and volatility using a quantile regression approach, which accounts for ...