The effects of major events on the volatility of currency exchange rate: an empirical evidence of the European market

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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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Bibliographic Details
Main Author:	Fu, Jiayi
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2019
Online Access:	https://eprints.nottingham.ac.uk/58196/

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