The Empirical Relationship Between Exchange Rates and Interest Rates in Post-Crisis Asia
Year of publication: |
2004-03
|
---|---|
Authors: | Chow, Hwee Kwan ; Kim, Yoonbai |
Institutions: | School of Economics, Singapore Management University |
Subject: | Exchange rate | interest rate | bivariate VAR-GARCH model | causation in volatilities |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in SMU Economics and Statistics Working Paper Series Number 11-2004 20 pages |
Classification: | F33 - International Monetary Arrangements and Institutions ; F41 - Open Economy Macroeconomics |
Source: |
-
The Empirical Relationship Between Exchange Rates and Interest Rates in Post-Crisis Asia
CHOW, Hwee Kwan, (2004)
-
The "uncovered inflation rate parity" condition in a monetary union
Acocella, Nicola, (2018)
-
The "uncovered inflation rate parity" condition in a monetary union
Acocella, Nicola, (2018)
- More ...
-
Chow, Hwee Kwan, (2009)
-
Need Singapore Fear Floating? A DSGE-VAR Approach
Chow, Hwee Kwan, (2010)
-
Financial Liberalization and Monetary Policy Cooperation in East Asia
Chow, Hwee Kwan, (2007)
- More ...