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An investigation of the causal relations between exchange rates and interest rate differentials using wavelets
16 references·16 citing·29 second hopsampled
An investigation of the causal relations between exchange rates and interest rate differentials using wavelets (2013)An investigation of the causal relations …Exchange Rates and Fundamentals (2005)Exchange Rates and Fundamenta…Exchange Rates and Fundamentals (2004)Exchange Rates and Fundamenta…The new open economy macroeconomics: a survey (2001)The new open economy macroeco…Exchange rate dynamics in a model of pricing-to-market (2000)Exchange rate dynamics in a m…Exchange Rate Dynamics Redux (1995)Exchange Rate Dynamics ReduxSources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks? (1994)Sources of Real Exchange Rate…Forecasting Economic Time Series (1986)Forecasting Economic Time Ser…Autoregressive modelling and money-income causality detection (1981)Autoregressive modelling and …On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)On the Mark: A Theory of Floa…Forecasting Economic Time Series (1979)Forecasting Economic Time Ser…A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…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…Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Capital Mobility and Stabiliz…Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)Domestic Financial Policies U…Domestic Financial Policies under Fixed and under Floating Exchange Rates (Politiques finacierieures interieures avec un systeme de taux de change fixe et avec un systeme de taux de change fluctuant) (Politica financiera interna bajo sistemas de tipos de cambio fijos o de tipos de cambio fluctuantes) (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…Testing for Causality among CDS, Interest, and Exchange Rates: New Evidence from the Granger Coherence Analysis (2021)Testing for Causality among C…Truth and domination of the visual image (2019)Truth and domination of the v…The long-run interrelationship between exchange rate and interest rate: the case of Mexico (2019)The long-run interrelationshi…EXCHANGE RATE AND INTEREST RATE DIFFERENTIAL IN G7 ECONOMIES (2019)EXCHANGE RATE AND INTEREST RA…Non-linear causality between exchange rates, inflation, interest rate differential and terms of trade in Tunisia (2018)Non-linear causality between …Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries (2018)Do Stock Markets Lead or Lag …The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania (2017)The relationship between exch…Retail city: the relationship between place attractiveness and accessibility to shops (2017)Retail city: the relationship…Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach (2017)Money supply and inflation dy…Co-movement of exchange rates with interest rate differential, risk premium and FED policy in “fragile economies” (2017)Co-movement of exchange rates…Interest rate changes and stock returns: A European multi-country study with wavelets (2016)Interest rate changes and sto…Investment horizon heterogeneity and wavelet: Overview and further research directions (2015)Investment horizon heterogene…Money growth and inflation in China: New evidence from a wavelet analysis (2014)Money growth and inflation in…Interest Rates and Exchange Rate Relationship in BRIC-T Countries (2013)Interest Rates and Exchange R…A Quasi-Bounded Target Zone Model – Theory and Application to Hong Kong Dollar (2012)A Quasi-Bounded Target Zone M…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Theoretical Notes on Trade Problems (1964)The Economics of Exchange Rates (2003)The Purchasing Power Parity Debate (2004)The Quarterly Journal of Economics (2024)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)Macroeconomics and Reality (1980)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Empirical exchange rate models of the nineties: Are any fit to survive? (2005)How do business and financial cycles interact? (2012)Exchange Rate Predictability (2013)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)It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Generalized autoregressive conditional heteroskedasticity (1986)A long memory property of stock market returns and a new model (1993)Introductory Econometrics for Finance (2008)Purchasing Power Parity in the Long Run (1990)The behavior of real exchange rates during the post-Bretton Woods period (1998)Global Capital and National Governments (2001)The Rebirth of the Liberal Creed: Paths to Neoliberalism in Four Countries (2002)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1963Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates2,697 cited
  • 1995Exchange Rate Dynamics Redux2,110 cited
  • 1962Domestic Financial Policies Under Fixed and Under Floating Exchange Rates1,412 cited
  • 1962Domestic Financial Policies under Fixed and under Floating Exchange Rates (Politiques finacierieures interieures avec un systeme de taux de change fixe et avec un systeme de taux de change fluctuant) (Politica financiera interna bajo sistemas de tipos de cambio fijos o de tipos de cambio fluctuantes)1,024 cited
  • 1979Forecasting Economic Time Series1,004 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 2005Exchange Rates and Fundamentals808 cited
  • 2000Exchange rate dynamics in a model of pricing-to-market753 cited
  • 2004Exchange Rates and Fundamentals723 cited
  • 1986Forecasting Economic Time Series714 cited
  • 1981Autoregressive modelling and money-income causality detection710 cited

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2001
The new open economy macroeconomics: a survey
675 cited
  • 1994Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?622 cited
  • Cited by

    • 2016Interest rate changes and stock returns: A European multi-country study with wavelets97 cited
    • 2015Investment horizon heterogeneity and wavelet: Overview and further research directions84 cited
    • 2014Money growth and inflation in China: New evidence from a wavelet analysis78 cited
    • 2017The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania69 cited
    • 2018Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries65 cited
    • 2017Retail city: the relationship between place attractiveness and accessibility to shops63 cited
    • 2021The nexus between the exchange rates and interest rates: evidence from BRIICS economies during the COVID-19 pandemic33 cited
    • 2017Co-movement of exchange rates with interest rate differential, risk premium and FED policy in “fragile economies”33 cited
    • 2013Interest Rates and Exchange Rate Relationship in BRIC-T Countries27 cited
    • 2019The long-run interrelationship between exchange rate and interest rate: the case of Mexico25 cited
    • 2012A Quasi-Bounded Target Zone Model – Theory and Application to Hong Kong Dollar25 cited
    • 2017Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach24 cited
    • 2019Truth and domination of the visual image18 cited
    • 2019EXCHANGE RATE AND INTEREST RATE DIFFERENTIAL IN G7 ECONOMIES18 cited
    • 2018Non-linear causality between exchange rates, inflation, interest rate differential and terms of trade in Tunisia12 cited
    • 2021Testing for Causality among CDS, Interest, and Exchange Rates: New Evidence from the Granger Coherence Analysis12 cited