Do size effect and value effect of currency return hold during the Covid Pandemic?

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Keywords	Factor model, Covid-19, Currency market, Value effect, Size effect, Time series regression, Dynamic case regression
Thesis Advisor	Ma, Yifan, Madertoner, Florian
Persistent URL	hdl.handle.net/2105/64156
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Wu, Jingyi. (2022, July 26). Do size effect and value effect of currency return hold during the Covid Pandemic?. Finance & Investments. Retrieved from http://hdl.handle.net/2105/64156

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