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://psasir.upm.edu.my/id/eprint/43369/1/Exchange%20rate%20behavior%20of%20Canada%2C%20Japan%2C%20the%20United%20Kingdom%20and%20the%20United%20States.pdf http://psasir.upm.edu.my/id/eprint/43369/ http://link.springer.com/article/10.1007%2Fs11079-015-9372-x |
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