Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach
Year of publication: |
2003-03-06
|
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Authors: | Chen, Shiu-Sheng |
Institutions: | EconWPA |
Subject: | Exchange rates | Interest rates | Markov switching model |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - ; pages: 50 ; figures: included. Preliminary. Comments welcome. 50 pages |
Classification: | F30 - International Finance. General ; F31 - Foreign Exchange ; F41 - Open Economy Macroeconomics ; G15 - International Financial Markets |
Source: |
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