A New Interpretation of the Exchange Rate - Yield Differential Nexus

Andrew Wood (), Jerry Coakley and Ana-Maria Fuertes

No 160, Computing in Economics and Finance 2003 from Society for Computational Economics

Keywords: Nonstationary panels; bootstrap; financial market integration; permanent shocks (search for similar items in EconPapers)
JEL-codes: C23 F31 (search for similar items in EconPapers)
Date: 2003-08-01
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Journal Article: A new interpretation of the exchange rate-yield differential nexus (2004)
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