The Relationship between Exchange Rates and Interest Rate Differentials: A Wavelet Approach

R. Scott Hacker; Hyunjoo Kim Karlsson; Kristofer Månsson

doi:10.1111/j.1467-9701.2012.01466.x

The Relationship between Exchange Rates and Interest Rate Differentials: A Wavelet Approach

World Economy ◽

10.1111/j.1467-9701.2012.01466.x ◽

2012 ◽

Vol 35 (9) ◽

pp. 1162-1185 ◽

Cited By ~ 21

Author(s):

R. Scott Hacker ◽

Hyunjoo Kim Karlsson ◽

Kristofer Månsson

Keyword(s):

Interest Rate ◽

Exchange Rates ◽

The Relationship ◽

Interest Rate Differentials

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The Relationship between Interest Rate Differentials and Macroeconomic Variables: A Panel Data Study for European Countries

CFA Digest ◽

10.2469/dig.v31.n1.806 ◽

2001 ◽

Vol 31 (1) ◽

pp. 13-15

Author(s):

William A. Barker

Keyword(s):

Panel Data ◽

Interest Rate ◽

European Countries ◽

Macroeconomic Variables ◽

The Relationship ◽

Interest Rate Differentials

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The effects of permanent monetary shocks on exchange rates and uncovered interest rate differentials

Journal of International Economics ◽

10.1016/j.jinteco.2021.103560 ◽

2021 ◽

pp. 103560

Author(s):

Stephanie Schmitt-Grohé ◽

Martín Uribe

Keyword(s):

Interest Rate ◽

Exchange Rates ◽

Monetary Shocks ◽

Interest Rate Differentials

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Real Exchange Rates and Real Interest Rate Differentials: A Present Value Interpretation

SSRN Electronic Journal ◽

10.2139/ssrn.1365251 ◽

2009 ◽

Cited By ~ 1

Author(s):

Mathias Hoffmann ◽

Ronald R. MacDonald

Keyword(s):

Interest Rate ◽

Exchange Rates ◽

Real Interest Rate ◽

Real Exchange Rates ◽

Present Value ◽

Interest Rate Differentials

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International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates: the resolution of a conundrum

International Journal of Finance & Economics ◽

10.1002/ijfe.232 ◽

2004 ◽

Vol 9 (1) ◽

pp. 15-23 ◽

Cited By ~ 20

Author(s):

Mark P. Taylor ◽

Lucio Sarno

Keyword(s):

Interest Rate ◽

Exchange Rates ◽

Purchasing Power Parity ◽

Real Interest Rate ◽

Real Exchange Rates ◽

Purchasing Power ◽

Power Parity ◽

Interest Rate Differentials

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On the link between the exchange rates and interest rate differentials in China: evidence from an asymmetric wavelet analysis

Empirical Economics ◽

10.1007/s00181-019-01803-4 ◽

2019 ◽

Vol 59 (6) ◽

pp. 2925-2946

Author(s):

Deng-Kui Si ◽

Xiao-Lin Li ◽

Xinyu Ge

Keyword(s):

Interest Rate ◽

Wavelet Analysis ◽

Exchange Rates ◽

Interest Rate Differentials

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The Long-Run Relationship between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study

SSRN Electronic Journal ◽

10.2139/ssrn.880564 ◽

1999 ◽

Author(s):

Ronald R. MacDonald ◽

Jun Nagayasu

Keyword(s):

Interest Rate ◽

Exchange Rates ◽

Real Interest Rate ◽

Real Exchange Rates ◽

Panel Study ◽

Long Run ◽

Interest Rate Differentials

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Nominal Exchange Rates and Nominal Interest Rate Differentials

SSRN Electronic Journal ◽

10.2139/ssrn.880668 ◽

1999 ◽

Author(s):

Francisco Nadal-De Simone ◽

W.A. Razzak

Keyword(s):

Interest Rate ◽

Exchange Rates ◽

Nominal Interest Rate ◽

Nominal Exchange Rates ◽

Interest Rate Differentials

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Constructing an Empirical Model for Swiss Franc Exchange Rates and Interest Rate Differentials

Econometric Analysis of Financial Markets ◽

10.1007/978-3-642-48666-1_6 ◽

1994 ◽

pp. 79-88 ◽

Cited By ~ 1

Author(s):

Hermann Garbers

Keyword(s):

Interest Rate ◽

Exchange Rates ◽

Empirical Model ◽

Swiss Franc ◽

Interest Rate Differentials

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FORWARD EXCHANGE RATES AND INTEREST-RATE DIFFERENTIALS

The Journal of Finance ◽

10.1111/j.1540-6261.1963.tb01618.x ◽

1963 ◽

Vol 18 (1) ◽

pp. 11-19 ◽

Cited By ~ 2

Author(s):

John H. Auten

Keyword(s):

Interest Rate ◽

Exchange Rates ◽

Interest Rate Differentials

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The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study

IMF Working Papers ◽

10.5089/9781451845556.001 ◽

1999 ◽

Vol 99 (37) ◽

pp. 1 ◽

Cited By ~ 7

Author(s):

Jun Nagayasu ◽

Ronald MacDonald ◽

◽

Keyword(s):

Interest Rate ◽

Exchange Rates ◽

Real Interest Rate ◽

Real Exchange Rates ◽

Panel Study ◽

Long Run ◽

Interest Rate Differentials

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