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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Detalles Bibliográficos
Main Authors: Syed Mohamed, Mohamed Ariff, Zarei, Alireza
Formato: Artigo
Idioma:English
Publicado: Springer 2016
Acceso en liña: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