Nonlinearity in the reaction of the foreign exchange market to interest rate differentials : evidence from a small open economy with a long-term peg
Mahalia Jackman, Roland Craigwell and Michelle Doyle-Lowe
| Year of publication: |
2013
|
|---|---|
| Authors: | Jackman, Mahalia ; Craigwell, Roland C. ; Doyle-Lowe, Michelle |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 23.2013, 4/6, p. 287-296
|
| Subject: | Kleine offene Volkswirtschaft | Small open economy | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | Theorie | Theory | Zinsstruktur | Yield curve | Schätzung | Estimation | Zins | Interest rate | Zinsparität | Interest rate parity |
| Extent: | graph. Darst. |
|---|---|
| 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/10009718935