An investigation of the causal relations between exchange rates and interest rate differentials using wavelets
R. Scott Hacker; Hyunjoo Kim Karlsson; Kristofer Månsson
| Year of publication: |
2014
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|---|---|
| Authors: | Hacker, R. Scott ; Karlsson, Hyunjoo Kim ; Månsson, Kristofer |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 29.2014, p. 321-329
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| Subject: | Exchange rate | Interest rate differential | Granger causality | Wavelet analysis | Uncovered interest rate parity | Zinsparität | Interest rate parity | Wechselkurs | Kausalanalyse | Causality analysis | Zinsstruktur | Yield curve | Zins | Interest rate | Deutschland | Germany | Schätzung | Estimation | Zustandsraummodell | State space model |
| 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/10010432350