Beyond the purchasing power parity: testing for cointegration and causality between exchange rates, prices, and interest rates
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of International Money and Finance.
Volume (Year): 18 (1999)
Issue (Month): 6 (December)
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Web page: http://www.elsevier.com/locate/inca/30443
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- Hacker, R. Scott & Karlsson, Hyunjoo Kim & Månsson, Kristofer, 2014. "An investigation of the causal relations between exchange rates and interest rate differentials using wavelets," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 321-329.
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