Modeling exchange rate -interest rate differential nexus in BRICS : the role asymmetry and structural breaks
Zainab Sani, Afees Salisu, Eucharia Onyia, Onyebuchi Anih, Lawrence Kanu
| Year of publication: |
2020
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|---|---|
| Authors: | Sani, Zainab ; Salisu, Afees A. ; Onyia, Eucharia ; Anih, Onyebuchi ; Kanu, Lawrence |
| Published in: |
Economics and Business Letters : EBL. - Oviedo : Univ., ISSN 2254-4380, ZDB-ID 2708683-5. - Vol. 9.2020, 2, p. 73-83
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| Subject: | interest rate differential | asymmetry | structural breaks | BRICS | Strukturbruch | Structural break | BRICS-Staaten | BRICS countries | Zinsstruktur | Yield curve | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | Zinsparität | Interest rate parity | Japan | Zins | Interest rate |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.17811/ebl.9.2.2020.73-83 [DOI] hdl:11159/5227 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012216768