Modelling foreign exchange rate co-movement and its spatial dependence in emerging markets : a spatial econometrics approach
Charles Raoul Tchuinkam Djemo, Joel Hinaunye Eita
| Year of publication: |
2024
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|---|---|
| Authors: | Djemo, Charles Raoul Tchuinkam ; Eita, Joel Hinaunye |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 66.2024, 3, p. 979-1011
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| Subject: | Co-movement | Emerging markets | Foreign exchange rates | Macroeconomic fundamentals | Spatial dependence | Spatial panel | Regionalökonomik | Regional economics | Schwellenländer | Emerging economies | Wechselkurs | Exchange rate | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-023-02482-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014519725