How do exchange rates co-move? A study on the currencies of five inflation-targeting countries

Journal of Banking and Finance

Volumn 35, Issue 2, 2011, Pages 418-429

  Li, Xiao Ming ^a  

^a MASSEY UNIVERSITY   (New Zealand)

Author keywords

ADCCE model; Exchange rate correlation; Inflation targeting countries; Interest rate differentials

Indexed keywords

EID: 77956280042     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2010.08.019     Document Type: Article

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