Parity and non-parity determinants of exchange rates in Latin American economies

• 主要な著者: Ho, Catherine Soke Fun, Syed Mohamed, Mohamed Ariff
• フォーマット: 論文
• 言語: English
• 出版事項: Taylor's Business School, Taylor's University 2014
• オンライン･アクセス: http://psasir.upm.edu.my/id/eprint/34408/1/Parity%20and%20non-parity%20determinants%20of%20exchange%20rates%20in%20Latin%20American%20economies.pdf; http://psasir.upm.edu.my/id/eprint/34408/; http://www.taylors.edu.my/tbr/archive/

This paper reports how non-parity fundamental factors together with parity factors are correlated with exchange rate movements. Seven Latin American countries were included in this study using a selection criterion that for a pair of countries to be included, the pair must have more than 50 per cent...