Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics?
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Keywords
Exchange rates; Interest rates; Bond returns; Multi-country models;All these keywords.
JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
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