COVID-19's Influence on US Dollar Exchange Rate
Modeling the Asymmetric Relationship between the COVID-19 and the U.S Dollar Exchange Rate
(Sprache: Englisch)
- We are the first to investigate the asymmetric relationship between COVID-19 pandemic and the US dollar against the EURO by applying a nonlinear Autoregressive Distributed Lag (NARDL) approach. - We confirm this asymmetric relationship, which means that...
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- We are the first to investigate the asymmetric relationship between COVID-19 pandemic and the US dollar against the EURO by applying a nonlinear Autoregressive Distributed Lag (NARDL) approach. - We confirm this asymmetric relationship, which means that the application of the linear modeling will not be suitable to highlight the hidden long-run asymmetric cointegration between COVID-19 and US dollar against EURO. In other words, linear responses will not keep pace with an exponentially growing pandemic.
Autoren-Porträt von Lamia Ben Zid, Sayef Bakari
Ben Zid, LamiaLamia Ben Zid: Holder of a doctorate in Economics obtained from the University of Sousse, Tunisia. Sayef Bakari: Holder of a doctorate in Economics obtained from the University of Tunis, Tunisia.
Bibliographische Angaben
- Autoren: Lamia Ben Zid , Sayef Bakari
- 2021, 52 Seiten, Maße: 22 cm, Kartoniert (TB), Englisch
- Verlag: LAP Lambert Academic Publishing
- ISBN-10: 6203847682
- ISBN-13: 9786203847680
Sprache:
Englisch
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