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Can Monetary Policy Uncertainty Predict Exchange Rate Volatility? New Evidence from Hybrid Neural Network−GARCH Model

Parevee Maneejuk, Terdthiti Chitkasame, Chaiwat Klinlampu, Pichayakone Rakpho

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Parevee Maneejuk, Terdthiti Chitkasame, Chaiwat Klinlampu, Pichayakone Rakpho
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Parevee Maneejuk

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Journal
Studies in Systems Decision and Control
Published Date
01 Jan 2024
DOI
10.1007/978-3-031-67770-0_18
ISSN
2198-4182
Scopus EID
2-s2.0-85210153674
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