Asymmetric causality between exchange rate and interest rate differentials : a test of international capital mobility
Jauhari Dahalan, Umar Mohammed
| Year of publication: |
2017
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|---|---|
| Authors: | Jauhari Dahalan ; Mohammed, Umar |
| Published in: |
International journal of globalisation and small business : IJGSB. - Milton Keynes : Inderscience, ISSN 1479-3059, ZDB-ID 2170485-5. - Vol. 9.2017, 1, p. 70-79
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| Subject: | ARCH effect | asymmetric causality | bad times | exchange rate | good times | interest rate differential | international capital mobility | leverage bootstrap | structural break | Toda-Yamamoto | Wechselkurs | Exchange rate | Kapitalmobilität | Capital mobility | Zinsstruktur | Yield curve | Schätzung | Estimation | Kausalanalyse | Causality analysis | Zinsparität | Interest rate parity | Theorie | Theory | Zins | Interest rate | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011803124