The dynamic relationship between exchange rates and macroeconomic fundamentals : evidence from Pacific Rim countries
Year of publication: |
2014
|
---|---|
Authors: | Chang, Ming-Jen ; Su, Che-Yi |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 30.2014, p. 220-246
|
Subject: | Exchange rate | Macroeconomic fundamentals | Pacific Rim countries | Structural break | Time-varying | Asiatisch-pazifischer Raum | Asia-Pacific region | Wechselkurs | Strukturbruch | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Wirtschaftswachstum | Economic growth |
-
Dynamics of volatility spillovers with structural breaks in Indian foreign exchange market
Kashyap, Suresh, (2020)
-
Testing structural break in the relationship between exchange rate and macroeconomic variables
Jeelani, Saidia, (2019)
-
Jauhari Dahalan, (2017)
- More ...
-
Chang, Ming-Jen, (2014)
-
Chang, Ming-Jen, (2014)
-
Chang, Ming-Jen, (2014)
- More ...