Asymmetric and time-varying behavior of exchange rate and interest rate differential in emerging markets
Year of publication: |
2021
|
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Authors: | Salisu, Afees A. ; Adeleke, Ibrahim Adegoke ; Akanni, Lateef O. |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 57.2021, 14, p. 3944-3959
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Subject: | BRICS | Exchange rates | interest rate differentials | panel NARDL | panel Smooth Transition regression model | Wechselkurs | Exchange rate | Zinsstruktur | Yield curve | Zins | Interest rate | Panel | Panel study | Schwellenländer | Emerging economies | Zinsparität | Interest rate parity | Schätzung | Estimation |
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