Co-movement of exchange rates with interest rate differential, risk premium and FED policy in "fragile economies"
Year of publication: |
December 2017
|
---|---|
Authors: | Özmen, M. Utku ; Yılmaz, Erdal |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 33.2017, p. 173-188
|
Subject: | Exchange rate | FED policy | Uncertainty | Country risk | Fragile emerging economies | Wavelet coherency | Geldpolitik | Monetary policy | Risikoprämie | Risk premium | Schwellenländer | Emerging economies | Länderrisiko | Zinsstruktur | Yield curve | Wechselkurs | Wechselkurspolitik | Exchange rate policy |
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