On the link between the exchange rates and interest rate differentials in China: evidence from an asymmetric wavelet analysis
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DOI: 10.1007/s00181-019-01803-4
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More about this item
Keywords
Exchange rate; Interest rate differential; Wavelet analysis; Monetary policy; Asymmetry;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
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