The effects of major events on the volatility of currency exchange rate: an empirical evidence of the European market
This paper investigates on the effects of two major events, namely the Brexit and the US-China trade war on the return and volatility of the pound against the dollar (GBP/USD), the euro against the dollar (EUR/USD) and the euro against the franc (EUR/CHF), and also the effects of critical dates duri...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2019
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| Online Access: | https://eprints.nottingham.ac.uk/58196/ |