Article ID Journal Published Year Pages File Type
5062546 Economics Letters 2006 6 Pages PDF
Abstract

This study shows that the real exchange rate-real interest differential relation in six East Asian economies changes with the nominal regime. Positive time-varying correlations characterize the relation during pegged regimes. Correlations are negative during freely falling regimes.

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Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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The exchange rate-interest differential relationship in six East Asian countries
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