On the link between the exchange rates and interest rate differentials in China: evidence from an asymmetric wavelet analysis-Reference-Cited by-同舟云学术

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On the link between the exchange rates and interest rate differentials in China: evidence from an asymmetric wavelet analysis

Published:2019-11-11 Issue:6 Volume:59 Page:2925-2946
ISSN:0377-7332
Container-title:Empirical Economics
language:en
Short-container-title:Empir Econ

Author:

Si Deng-Kui,Li Xiao-Lin,Ge Xinyu

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s00181-019-01803-4.pdf

Reference35 articles.

1. Aguiar-Conraria L, Soares MJ (2014) The continuous wavelet transform: moving beyond uni- and bivariate analysis. J Econ Surv 28(2):344–375. https://doi.org/10.1111/joes.12012

2. Aguiar-Conraria L, Azevedo N, Soares MJ (2008) Using wavelets to decompose the time-frequency effects of monetary policy. Phys A 387:2863–2878. https://doi.org/10.1016/j.physa.2008.01.063

3. Andrieș AM, Ihnatov I, Căpraru B, Tiwari AK (2017) The relationship between exchange rates and interest rates in a small open emerging economy: the case of Romania. Econ Model 67:261–274. https://doi.org/10.2139/ssrn.2747064

4. Bilson JFO (1978) The monetary approach to the exchange rate: some empirical evidence. Staff Pap 25(1):48–75. https://doi.org/10.2307/3866655

5. Bloomfield D, McAteer R, Lites B, Judge P, Mathioudakis M, Keena F (2004) Wavelet phase coherence analysis: application to a quiet-sun magnetic element. Astrophys J 617:623–632. https://doi.org/10.1086/425300

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