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The Relationship between Exchange Rates and Interest Rate Differentials: A Wavelet Approach
16 references·9 citing·25 second hop
The Relationship between Exchange Rates and Interest Rate Differentials: A Wavelet Approach (2012)The Relationship between Exchange Rates a…Empirical exchange rate models of the nineties: Are any fit to survive? (2005)Empirical exchange rate model…Monetary Policy and Long-Horizon Uncovered Interest Parity (2004)Monetary Policy and Long-Hori…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…Exchange rate dynamics in a model of pricing-to-market (2000)Exchange rate dynamics in a m…Exchange rates and fundamentals: Evidence on long-horizon predictability (1995)Exchange rates and fundamenta…Exchange Rate Dynamics Redux (1995)Exchange Rate Dynamics ReduxAnomalies: Foreign Exchange (1990)Anomalies: Foreign ExchangeEmpirical exchange rate models of the seventies (1983)Empirical exchange rate model…On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)On the Mark: A Theory of Floa…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach to the Ex…Theoretical Notes on Trade Problems (1964)Theoretical Notes on Trade Pr…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Capital Mobility and Stabiliz…Política financiera interna bajo sistemas de tipos de cambio fijos o de tipos de cambio fluctuantes (1962)Política financiera interna b…Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)Domestic Financial Policies U…The nexus between the exchange rates and interest rates: evidence from BRIICS economies during the COVID-19 pandemic (2021)The nexus between the exchang…The Interaction Between Conventional Monetary Policy and Financial Stability: Chile, Colombia, Japan, Portugal and the UK (2020)The Interaction Between Conve…Truth and domination of the visual image (2019)Truth and domination of the v…The impacts of economic sanctions on exchange rate volatility (2019)The impacts of economic sanct…Non-linear causality between exchange rates, inflation, interest rate differential and terms of trade in Tunisia (2018)Non-linear causality between …Wavelet Multiresolution Analysis of the Liquidity Effect and Monetary Neutrality (2017)Wavelet Multiresolution Analy…The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania (2017)The relationship between exch…Frequency Domain Causality Analysis of Interactions between Financial Markets of Turkey (2015)Frequency Domain Causality An…Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet (2014)Analyzing time–frequency rela…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Comparing Predictive Accuracy (1994)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period (1988)The dynamics of exchange rate volatility: A multivariate latent factor ARCH model (1989)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)The Appropriate Use of Monetary and Fiscal Policy for Internal and External Stability (1962)Invested interests: the politics of national economic policies in a world of global finance (1991)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Was Weber Wrong? A Human Capital Theory of Protestant Economic History * (2009)The Next Generation of the Penn World Table (2015)It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)Convergence Across States and Regions (1991)Economic Growth in a Cross Section of Countries (1989)Order Flow and Exchange Rate Dynamics (1999)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Firm-Specific Assets and the Link Between Exchange Rates and Foreign Direct Investment (2019)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)
this work references cited by second hop

References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1963Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates2,697 cited
  • 1964Theoretical Notes on Trade Problems2,449 cited
  • 1995Exchange Rate Dynamics Redux2,110 cited
  • 1962Domestic Financial Policies Under Fixed and Under Floating Exchange Rates1,412 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 1990Anomalies: Foreign Exchange902 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 2000Exchange rate dynamics in a model of pricing-to-market753 cited
  • 2005Empirical exchange rate models of the nineties: Are any fit to survive?717 cited
  • 1962Política financiera interna bajo sistemas de tipos de cambio fijos o de tipos de cambio fluctuantes530 cited

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  • 2004Monetary Policy and Long-Horizon Uncovered Interest Parity403 cited
  • Cited by

    • 2014Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet85 cited
    • 2017The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania69 cited
    • 2019The impacts of economic sanctions on exchange rate volatility68 cited
    • 2015Frequency Domain Causality Analysis of Interactions between Financial Markets of Turkey34 cited
    • 2021The nexus between the exchange rates and interest rates: evidence from BRIICS economies during the COVID-19 pandemic33 cited
    • 2017Wavelet Multiresolution Analysis of the Liquidity Effect and Monetary Neutrality19 cited
    • 2019Truth and domination of the visual image18 cited
    • 2018Non-linear causality between exchange rates, inflation, interest rate differential and terms of trade in Tunisia12 cited
    • 2020The Interaction Between Conventional Monetary Policy and Financial Stability: Chile, Colombia, Japan, Portugal and the UK11 cited