Exchange rates and fundamentals: Further evidence based on asymmetric causality test
This article uses an approach developed by Hatemi-J (2012) which is based on country-specific bootstrap critical values to disclose the nexus between the US dollar-based real exchange rates and observed macroeconomic fundamentals—relative price and interest rate differential. The Granger non-causali...
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| Main Authors: | , |
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| Format: | Article |
| Published: |
Elsevier
2021
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/35665/ |
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