The spillover effect of VIX and oil price on the exchange rate volatility among Belt and Road countries.

Xueqing Geng Kun Guo

Published in: ITQM (2021)

Keyphrases

exchange rate
foreign exchange
stock price
currency exchange
long run
financial time series
risk aversion
financial crisis
e government
road surface
financial markets
road network
financial data
vehicle detection
dynamic response
aerial images
long term