Effects of monetary policy on the exchange rates : a time-varying analysis
Year of publication: |
2021
|
---|---|
Authors: | Yang, Yang ; Zhang, Jiqiang |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 43.2021, p. 1-8
|
Subject: | Exchange rate | Monetary policy | High frequency identification | Time-varying parameter VAR | Geldpolitik | Wechselkurs | VAR-Modell | VAR model | Schätzung | Estimation | Schock | Shock | Theorie | Theory |
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