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A Macro-Finance Approach to Exchange Rate Determination
Chen, Yu-Chin - 2010
the cross-country yield curves. Using monthly data between 1985 and 2005 for Canada, Japan, the UK and the US, we employ a …
Persistent link: https://www.econbiz.de/10013142957
Cover Image
A Macro-Finance Approach to Exchange Rate Determination
Chen, Yu-Chin - 2011
the cross-country yield curves. Using monthly data between 1985 and 2005 for Canada, Japan, the UK and the US, we employ a …
Persistent link: https://www.econbiz.de/10013131033
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What Does the Yield Curve Tell Us About Exchange Rate Predictability?
Chen, Yu-Chin - 2010
Kingdom, Canada, Japan and the US, we show that the yield curve factors predict bilateral exchange rate movements and excess …
Persistent link: https://www.econbiz.de/10013134797