Exchange rates and fundamentals: A bootstrap panel data analysis
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DOI: 10.1016/j.econmod.2018.09.021
Abstract: Abstract This study attempts to re-examine the Granger non-causality from exchange rates to observed fundamentals based on the present value model of Engel and West (2005). To this end, we employ the bootstrap panel Granger… read more here.
Keywords: exchange; non causality; exchange rates; granger non ... See more keywords