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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Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Springer
2016
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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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