The euro to dollar exchange rate in the Covid‐19 era: Evidence from spectral causality and Markov‐sw...
The euro to dollar exchange rate in the Covid‐19 era: Evidence from spectral causality and Markov‐switching estimation
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Publisher
Chichester, UK: John Wiley & Sons, Ltd
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Language
English
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Publisher
Chichester, UK: John Wiley & Sons, Ltd
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In this paper, we analyse how the Covid‐19 pandemic changed the dynamics of the euro to dollar exchange rate. To do so, we make use of spectral non‐causality tests to uncover the determinants of the euro to dollar exchange rate, using data that cover the pre‐Covid‐19 and the actual Covid‐19 era, by considering the exchange rate movements of other c...
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Full title
The euro to dollar exchange rate in the Covid‐19 era: Evidence from spectral causality and Markov‐switching estimation
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TN_cdi_pubmedcentral_primary_oai_pubmedcentral_nih_gov_8014208
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_pubmedcentral_primary_oai_pubmedcentral_nih_gov_8014208
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ISSN
1076-9307
E-ISSN
1099-1158
DOI
10.1002/ijfe.2524
