RETRACTED ARTICLE: How Have the COVID-19 Pandemic and Market Sentiment Affected the FX Market? Evidence from Statistical Models and Deep Learning Algorithms

Abstract This paper attempts to investigate the impact of the COVID-19 pandemic and market sentiment on the dynamics of USD/JPY, GBP/USD, and USD/CNY. We compose the market sentiment variable and incorporate the newly confirmed COVID-19 cases and sentiment variable into the traditional exchange rate...
Ausführliche Beschreibung

Gespeichert in:
Autor*in:

Luo, Hang (Robin) [verfasserIn]

Luo, Xiaoyu

Gu, Shuhao

Format:

E-Artikel

Sprache:

Englisch

Erschienen:

2023

Schlagwörter:

COVID-19

Deep learning

Ensemble model

Exchange rate

Sentiment

Anmerkung:

© The Author(s) 2023

Übergeordnetes Werk:

Enthalten in: International journal of computational intelligence systems - Springer Netherlands, 2008, 16(2023), 1 vom: 25. Feb.

Übergeordnetes Werk:

volume:16 ; year:2023 ; number:1 ; day:25 ; month:02

Links:

Volltext

DOI / URN:

10.1007/s44196-023-00194-w

Katalog-ID:

SPR049466585

Nicht das Richtige dabei?

Schreiben Sie uns!