Exchange rates and interest rates: Can term structure models explain currency movements?

Journal of Economic Dynamics and Control

Volumn 28, Issue 8, 2004, Pages 1595-1624

  Inci, Ahmet Can ^a   Lu, Biao ^b,c  

^a FLORIDA STATE UNIVERSITY   (United States)

^b UNIVERSITY OF MICHIGAN   (United States)

^c Quantit Financial Strategies Inc   (United States)

Author keywords

Exchange rates; Model selection; Term structure of interest rates

Indexed keywords

EID: 1342286265     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(03)00081-2     Document Type: Article

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