Our currency, your attention : contagion spillovers of investor attention on currency returns
Year of publication: |
2019
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Authors: | Wu, You ; Han, Liyan ; Yin, Libo |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 80.2019, p. 49-61
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Subject: | Asymmetric effect | Contagion | Currency returns | Investor attention | Predictability | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Wechselkurs | Exchange rate | Währungskrise | Currency crisis |
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