Does greater exchange rate flexibility affect interest rates in post-crisis Asia?

Journal of Asian Economics

Volumn 17, Issue 3, 2006, Pages 478-493

  Chow, Hwee Kwan ^a   Kim, Yoonbai ^b  

^a SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

^b UNIVERSITY OF KENTUCKY   (United States)

Author keywords

Bivariate VAR GARCH model; Causation in volatilities; Exchange rate; Interest rate

Indexed keywords

EID: 33745488588     PISSN: 10490078     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.asieco.2006.04.005     Document Type: Article

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