Google Search in Exchange Rate Models: Hype or Hope?
This paper studies the power of online search intensity metrics, measured by Google, for examining and forecasting exchange rates. We use panel data consisting of quarterly time series from 2004 to 2018 and ten international countries with the highest currency trading volume. Newly, we include vario...
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Autores principales: | Bodo Herzog, Lana dos Santos |
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Formato: | article |
Lenguaje: | EN |
Publicado: |
MDPI AG
2021
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Materias: | |
Acceso en línea: | https://doaj.org/article/0f89b3554b6a482e9f7ebc2d1cf48816 |
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