Effects of monetary policy on the exchange rates : a time-varying analysis
Yang Yang, Jiqiang Zhang
| Year of publication: |
2021
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|---|---|
| Authors: | Yang, Yang ; Zhang, Jiqiang |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 43.2021, p. 1-8
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| Subject: | Exchange rate | Monetary policy | High frequency identification | Time-varying parameter VAR | Geldpolitik | Wechselkurs | VAR-Modell | VAR model | Schock | Shock | Theorie | Theory | Wirkungsanalyse | Impact assessment | Schätzung | Estimation | Volatilität | Volatility | Wechselkurspolitik | Exchange rate policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102114 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014633592