𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The dynamic relationship between real exchange rates, real interest rates and foreign exchange reserves: empirical evidence from China

✍ Scribed by Narayan, Paresh Kumar; Smyth, Russell

Book ID
120255889
Publisher
Taylor and Francis Group
Year
2006
Tongue
English
Weight
173 KB
Volume
16
Category
Article
ISSN
0960-3107

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

The real exchange rate–real interest rat
The real exchange rate–real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration
✍ Robert Sollis; Mark E. Wohar πŸ“‚ Article πŸ“… 2006 πŸ› John Wiley and Sons 🌐 English βš– 212 KB πŸ‘ 1 views

## Abstract This paper investigates the existence of threshold cointegration between real exchange rates and real interest rate differentials. Unlike previous work, which generally fails to find evidence of a long‐run relationship employing linear models, we employ tests of the null hypothesis of n