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Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test

Econometric ModelEconomicsVolatility ModelingFinancial EconomicsInternational FinanceAsset PricingExchange Rate MovementBusinessEconomic AnalysisEconometricsExchange RateEconometric MethodStatisticsFinanceNonparametric Causality-in-quantiles Test