Asymmetric and Time-Varying Behavior of Exchange Rate and Interest Rate Differential in Emerging Markets-Reference-Cited by-同舟云学术

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Asymmetric and Time-Varying Behavior of Exchange Rate and Interest Rate Differential in Emerging Markets

Published:2020-05-26 Issue:14 Volume:57 Page:3944-3959
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Salisu Afees A.¹²^ORCID,Adeleke Ibrahim³^ORCID,Akanni Lateef O.⁴⁵

Affiliation:

1. Department for Management of Science and Technology Development, Ton Duc Thang University, Ho Chi Minh City, Vietnam

2. Faculty of Business Administration, Ton Duc Thang University, Ho Chi Minh City, Vietnam

3. Monetary Policy Department, Central Bank of Nigeria

4. Centre for Econometric & Allied Research, University of Ibadan, Ibadan, Nigeria

5. Centre for the Study of the Economies of Africa, Abuja, Nigeria

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2020.1766444

Reference47 articles.

1. FORWARD EXCHANGE RATES AND INTEREST-RATE DIFFERENTIALS

2. The exchange rate–interest differential relationship in six East Asian countries

3. Taylor Rule in Emerging Countries. Romanian Case

4. Behavioural asymmetries in the G7 foreign exchange market

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2. Monetary policy responses to COVID-19 in emerging European economies: measuring the QE announcement effects on foreign exchange markets;Empirica;2023-05-14

3. The Asymmetric Effects of the Interest Rate on the Bitcoin Price;FINANC UVER;2023

4. Do economic policy uncertainty and its components predict China's housing returns?;Pacific-Basin Finance Journal;2021-09

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