Exchange rates and fundamentals : further evidence based on asymmetric causality test
Year of publication: |
2021
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Authors: | Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi |
Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 2110-7017, ZDB-ID 1232628-8. - Vol. 165.2021, p. 67-84
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Subject: | Bilateral exchange rate | Interest rate differential | Asian countries | Asymmetry Granger causality | Wechselkurs | Exchange rate | Kausalanalyse | Causality analysis | Zins | Interest rate | Asien | Asia | Japan | Schätzung | Estimation | Zinsparität | Interest rate parity | Wirkungsanalyse | Impact assessment | G7-Staaten | G7 countries | US-Dollar | US dollar |
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