Asymmetric causality between exchange rate and interest rate differentials : a test of international capital mobility
Year of publication: |
2017
|
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Authors: | Jauhari Dahalan ; Mohammed, Umar |
Published in: |
International journal of globalisation and small business : IJGSB. - Milton Keynes : Inderscience, ISSN 1479-3059, ZDB-ID 2170485-5. - Vol. 9.2017, 1, p. 70-79
|
Subject: | ARCH effect | asymmetric causality | bad times | exchange rate | good times | interest rate differential | international capital mobility | leverage bootstrap | structural break | Toda-Yamamoto | Wechselkurs | Exchange rate | Kapitalmobilität | Capital mobility | Kausalanalyse | Causality analysis | Zinsstruktur | Yield curve | Schätzung | Estimation | Theorie | Theory | Zinsparität | Interest rate parity | Zins | Interest rate | Deutschland | Germany | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis |
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