The Empirical Relationship Between Exchange Rates and Interest Rates in Post-Crisis Asia
Year of publication: |
2004-08-11
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Authors: | CHOW, Hwee Kwan ; KIM, Yoonbai |
Institutions: | Econometric Society |
Subject: | exchange rate | interest rate | bivariate VAR-GARCH | causation in volatilities |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Econometric Society Far Eastern Meetings 2004 Number 575 |
Classification: | F33 - International Monetary Arrangements and Institutions ; F41 - Open Economy Macroeconomics |
Source: |
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The Empirical Relationship Between Exchange Rates and Interest Rates in Post-Crisis Asia
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