Multifractal Cross-correlations between foreign exchange rates and interest rate spreads
Author:
Funder
Chinese National Funding of Social Sciences
Publisher
Elsevier BV
Subject
Condensed Matter Physics,Statistics and Probability
Reference49 articles.
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3. A monetary approach to the exchange rate: Doctrinal aspects and empirical evidence;Frenkel;The Scand. J. Econ.,1976
4. The monetary approach to the exchange rate: Some empirical evidence;Bilson;Int. Monet. Fund-Staff Pap.,1978
5. Was it real? the exchange rate-interest differential relation over the modern floating-rate period;Meese;J. Finance,1988
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