An investigation of the causal relations between exchange rates and interest rate differentials using wavelets

International Review of Economics and Finance

Volumn 29, Issue , 2014, Pages 321-329

  Hacker, R Scott ^a   Karlsson, Hyunjoo Kim ^a   Månsson, Kristofer ^a  

^a JÖNKÖPING INTERNATIONAL BUSINESS SCHOOL   (Sweden)

Author keywords

Exchange rate; Granger causality; Interest rate differential; Uncovered interest rate parity; Wavelet analysis

Indexed keywords

EID: 84888291357     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.iref.2013.06.004     Document Type: Article

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