Co-movement and causality between nominal exchange rates and interest rate differentials in BRICS countries : a wavelet analysis
Year of publication: |
2018
|
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Authors: | Si, Dengkui ; Li, Xiao-Lin ; Chang, Tsangyao ; Bai, Lu |
Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 21.2018, 1, p. 5-19
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Subject: | interest rate differential | exchange rate | BRICS | wavelet analysis | Wechselkurs | Exchange rate | BRICS-Staaten | BRICS countries | Zinsstruktur | Yield curve | Zins | Interest rate | Zustandsraummodell | State space model | Schätzung | Estimation | Deutschland | Germany | Zinsparität | Interest rate parity | Zeitreihenanalyse | Time series analysis |
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