Title of article
The exchange rate–interest differential relationship in six East Asian countries
Author/Authors
Carlos C. Bautista، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
6
From page
137
To page
142
Abstract
This study shows that the real exchange rate–real interest differential relation in six East Asian economies changes with the nominal regime. Positive time-varying correlations characterize the relation during pegged regimes. Correlations are negative during freely falling regimes.
Keywords
Dynamic conditional correlation , East Asia , Real exchange rate , Real interest differential
Journal title
Economics Letters
Serial Year
2006
Journal title
Economics Letters
Record number
435984
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