Asymmetric and time-varying behavior of exchange rate and interest rate differential in emerging markets
Afees A. Salisu, Ibrahim Adeleke, and Lateef O. Akanni
| Year of publication: |
2021
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|---|---|
| Authors: | Salisu, Afees A. ; Adeleke, Ibrahim Adegoke ; Akanni, Lateef O. |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 57.2021, 14, p. 3944-3959
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| Subject: | BRICS | Exchange rates | interest rate differentials | panel NARDL | panel Smooth Transition regression model | Wechselkurs | Exchange rate | Zinsstruktur | Yield curve | Zins | Interest rate | Schwellenländer | Emerging economies | Panel | Panel study | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2020.1766444 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012650068