The Relationship between Exchange Rates and Interest Rate Differentials: A Wavelet Approach
| Autor: | R. Scott Hacker, Kristofer Månsson, Hyunjoo Kim Karlsson |
|---|---|
| Rok vydání: | 2012 |
| Předmět: |
Economics and Econometrics
Financial economics media_common.quotation_subject International Fisher effect Interest rate Nominal interest rate Interest rate parity Exchange rate Accounting Covered interest arbitrage Political Science and International Relations Statistics Economics Fisher hypothesis Finance Rendleman–Bartter model media_common |
| Zdroj: | The World Economy. 35:1162-1185 |
| ISSN: | 0378-5920 |
| DOI: | 10.1111/j.1467-9701.2012.01466.x |
| Popis: | This paper uses wavelet analysis to investigate the relationship between the spot exchange rate and interest rate differential for seven pairs of countries, with a small country, Sweden, included ... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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