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Understanding exchange rate shocks during COVID-19.

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Exchange rate shock spillovers significantly increased during COVID-19, impacting market volatility. These findings suggest exchange rates largely predict their own movements, offering potential trading signals.

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Area of Science:

  • Economics
  • Financial Markets
  • Econometrics

Background:

  • Exchange rate dynamics are crucial for international trade and investment.
  • Understanding shock transmission mechanisms is vital for financial stability.
  • The COVID-19 pandemic introduced unprecedented volatility into global markets.

Purpose of the Study:

  • To analyze the evolution of spillover shocks among major exchange rates (EURO, Yen, CAD, GBP).
  • To compare shock spillover effects during the COVID-19 pandemic versus the pre-COVID-19 period.
  • To assess the predictive power of exchange rate shocks for future returns and trading signals.

Main Methods:

  • Utilized a dynamic Vector Autoregression (VAR) model.
  • Employed hourly data for robust analysis.
  • Conducted multiple robustness tests to validate findings.

Main Results:

  • Total exchange rate shock spillovers increased from 26.1% in the pre-COVID-19 period to 37.7% during the COVID-19 sample.
  • Exchange rate own shocks consistently explained a significant portion (56%–75%) of their own return movements.
  • Shock spillovers demonstrated economic significance in predicting exchange rate returns.

Conclusions:

  • Exchange rate markets experienced heightened spillover shock transmission during the COVID-19 pandemic.
  • Exchange rates exhibit strong self-predictive properties, with own shocks dominating movements.
  • The predictive capability of shock spillovers offers potential for developing effective trading strategies.