Modeling exchange rate -interest rate differential nexus in BRICS : the role asymmetry and structural breaks
Year of publication: |
2020
|
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Authors: | Sani, Zainab ; Salisu, Afees A. ; Onyia, Eucharia ; Anih, Onyebuchi ; Kanu, Lawrence |
Published in: |
Economics and Business Letters : EBL. - Oviedo : Univ., ISSN 2254-4380, ZDB-ID 2708683-5. - Vol. 9.2020, 2, p. 73-83
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Subject: | interest rate differential | asymmetry | structural breaks | BRICS | Strukturbruch | Structural break | BRICS-Staaten | BRICS countries | Wechselkurs | Exchange rate | Zinsstruktur | Yield curve | Zinsparität | Interest rate parity | Schätzung | Estimation | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.17811/ebl.9.2.2020.73-83 [DOI] hdl:11159/5227 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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