On the link between the exchange rates and interest rate differentials in China : evidence from an asymmetric wavelet analysis
Deng-Kui Si, Xiao-Lin Li, Xinyu Ge
| Year of publication: |
2020
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| Authors: | Si, Dengkui ; Li, Xiao-Lin ; Ge, Xinyu |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 59.2020, 6, p. 2925-2946
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| Subject: | Exchange rate | Interest rate differential | Wavelet analysis | Monetary policy | Asymmetry | Wechselkurs | Zinsstruktur | Yield curve | China | Schätzung | Estimation | Geldpolitik | Zins | Interest rate | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-019-01803-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012500877