Co-movement and causality between nominal exchange rates and interest rate differentials in BRICS countries : a wavelet analysis
Deng-Kui Si, Xiao-Lin Li, Tsangyao Chang, Lu Bai
| Year of publication: |
2018
|
|---|---|
| Authors: | Si, Dengkui ; Li, Xiao-Lin ; Chang, Tsangyao ; Bai, Lu |
| Subject: | interest rate differential | exchange rate | BRICS | wavelet analysis | Wechselkurs | Exchange rate | Zinsstruktur | Yield curve | BRICS-Staaten | BRICS countries | Zustandsraummodell | State space model | Zins | Interest rate | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Japan |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012019810