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

Additional Metadata
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 APA Style APA-ALL Style AAA 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). Do size effect and value effect of currency return hold during the Covid Pandemic?. In Finance & Investments.http://hdl.handle.net/2105/64156

Publication