Exchange rate behavior of Canada, Japan, the United Kingdom and the United States

We revisit a significant research topic on exchange rate behavior by restating the test procedures with an appropriate econometric methodology to re-examine three aspects. (i) Does the inflation (price) factor affect nominal exchange rate? (ii) Do relative interest rates affect a country’s exchange...

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Bibliographic Details
Main Authors: Ariff, Mohamed *, Zarei, Alireza *
Format: Article
Language:English
Published: Springer 2016
Subjects:
Online Access:http://eprints.sunway.edu.my/458/1/Ariff%20%2B%20Zarei%20Exchange%20rate%20behavior%20of%20Canada.pdf
http://eprints.sunway.edu.my/458/
http://dx.doi.org/10.1007/s11079-015-9372-x
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