Nonlinearity in the reaction of the foreign exchange market to interest rate differentials : evidence from a small open economy with a long-term peg
Year of publication: |
2013
|
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Authors: | Jackman, Mahalia ; Craigwell, Roland C. ; Doyle-Lowe, Michelle |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 23.2013, 4/6, p. 287-296
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Subject: | Kleine offene Volkswirtschaft | Small open economy | Devisenmarkt | Foreign exchange market | Schätzung | Estimation | Zinsstruktur | Yield curve | Theorie | Theory | Zinsparität | Interest rate parity | Wechselkurs | Exchange rate |
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