Exchange rates and interest rates: can term structure models explain currency movements?
DOI10.1016/S0165-1889(03)00081-2zbMATH Open1200.91294OpenAlexW2027531303MaRDI QIDQ953668FDOQ953668
Authors: Ahmet Can Inci, Biao Lü 
Publication date: 6 November 2008
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1889(03)00081-2
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Cites Work
Cited In (6)
- A tale of two yield curves: modeling the joint term structure of dollar and euro interest rates
- Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics?
- A quadratic Kalman filter
- Are international fund flows related to exchange rate dynamics?
- A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
- A Quantity-Driven Theory of Term Premia and Exchange Rates
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