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(Journal Article) |
Economics Letters 144: 49-52 (2016)
On the link between the US economic policy uncertainty and exchange rates ☆
Y Kido
ABSTRACT
61This paper investigates the spillover effects of US economic policy uncertainty on real effective exchange rates.61High-yielding currencies are negatively correlated with the US economic policy uncertainty.61By contrast, Japanese yen is positively correlated with the US economic policy uncertainty.61Those correlations tend to be intensified during the US recessions.