NZFC - Political Risk, Exchange Rate Return and Volatility

ARX Administrator    Tahir Suleman, Martin Berka
13 Mar 2018
Category: Currency

Country or region: Asia Pacific (Overall)

We examine the impact of political risk variables on the nominal exchange rate return and its volatility. We used the political risk spread between the country of interest and the USA. Overall results reveal that emerging markets are more exposed to political risk compared to developed. Further, the impact of ......

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