Showing 131 - 140 of 51,093
Persistent link: https://www.econbiz.de/10012695397
Persistent link: https://www.econbiz.de/10012814610
Persistent link: https://www.econbiz.de/10012293564
fundamentals, the empirical debate has not stopped. Studies employ various methods to explain the presence of the exchange rate … determinants in some countries. To revisit this puzzle in an emerging market currency, we analyzed the cointegration of the … exchange rate of the Indonesian Rupiah vis-á-vis currencies of primary trade partners and its macroeconomic fundamentals. The …
Persistent link: https://www.econbiz.de/10012022085
Persistent link: https://www.econbiz.de/10011761349
Persistent link: https://www.econbiz.de/10011617095
This paper analyses the main statistical properties of the Emerging Market Bond Index (EMBI), namely long-range dependence or persistence, non-linearities, and structural breaks, in four Latin American countries (Argentina, Brazil, Mexico, Venezuela). For this purpose it uses a fractional...
Persistent link: https://www.econbiz.de/10011392612
Persistent link: https://www.econbiz.de/10011437629
Persistent link: https://www.econbiz.de/10011559380
Persistent link: https://www.econbiz.de/10010413324