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 |
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 |
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