Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test

By M. Balcılar, Rangan Gupta, Clement Kyei, M. Wohar. Open Economies Review, 2015

184 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/5a427c30bdbd57f7f26694a4b126f548c0bb3509

Citations in the corpus

• Can volume predict Bitcoin returns and volatility? A quantiles-based approach (2017, unknown): “To address this research gap, we use the novel, nonparametric causalityin-quantiles test from Balcilar et al. (2016a) to examine the predictability of Bitcoin returns and volatility based on trading volume.”