Revisiting the interest rate-exchange rate nexus: A Markov-switching approach

Journal of Development Economics

Volumn 79, Issue 1, 2006, Pages 208-224

  Chen, Shiu Sheng ^a  

^a NATIONAL TAIWAN UNIVERSITY   (Taiwan)

Author keywords

Exchange rates; Interest rates; Markov switching model

Indexed keywords

ECONOMIC POLICY; EXCHANGE RATE; INTEREST RATE; MODEL;

EID: 28944455368     PISSN: 03043878     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jdeveco.2004.11.003     Document Type: Article

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