Analysis of 2025 US tariff announcements on GBP/USD volatility using event-study design and GARCH models, with GBP/EUR as a control to isolate UK-specific effects.
-
Updated
Feb 24, 2026 - Jupyter Notebook
Analysis of 2025 US tariff announcements on GBP/USD volatility using event-study design and GARCH models, with GBP/EUR as a control to isolate UK-specific effects.
Analyze cryptocurrency return dynamics, volatility, and risk from 2010–2025.
Add a description, image, and links to the rugarch topic page so that developers can more easily learn about it.
To associate your repository with the rugarch topic, visit your repo's landing page and select "manage topics."