A Wavelet Approach For Analysing The Relationship Between Exchange Rate And Interest Rate Differential
The relationship between exchange rate and interest rate differential remains one of the most debated areas in macroeconomics. The relationship is often derived from the purchasing price parity and uncovered interest rate parity theories. An evaluation of the empirical research reveals contradictory...
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my-usm-ep.454002019-09-12T01:45:56Z A Wavelet Approach For Analysing The Relationship Between Exchange Rate And Interest Rate Differential 2017-02 DHAMOTHARAN, LALITHA QA1-939 Mathematics The relationship between exchange rate and interest rate differential remains one of the most debated areas in macroeconomics. The relationship is often derived from the purchasing price parity and uncovered interest rate parity theories. An evaluation of the empirical research reveals contradictory findings with inconclusive results. First, most of the empirical studies posit a linear relationship between the variables. However, nonlinearities may exist due to market frictions. Second, most of such studies utilise the conventional econometric approach that is limited by its one-dimensional analysis. 2017-02 Thesis http://eprints.usm.my/45400/ http://eprints.usm.my/45400/1/LALITHA%20DHAMOTHARAN.pdf application/pdf en public phd doctoral Universiti Sains Malaysia Pusat Pengajian Sains Matematik |
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English |
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QA1-939 Mathematics |
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QA1-939 Mathematics DHAMOTHARAN, LALITHA A Wavelet Approach For Analysing The Relationship Between Exchange Rate And Interest Rate Differential |
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The relationship between exchange rate and interest rate differential remains one of the most debated areas in macroeconomics. The relationship is often derived from the purchasing price parity and uncovered interest rate parity theories. An evaluation of the empirical research reveals contradictory findings with inconclusive results. First, most of the empirical studies posit a linear relationship between the variables. However, nonlinearities may exist due to market frictions. Second, most of such studies utilise the conventional econometric approach that is limited by its one-dimensional analysis. |
format |
Thesis |
qualification_name |
Doctor of Philosophy (PhD.) |
qualification_level |
Doctorate |
author |
DHAMOTHARAN, LALITHA |
author_facet |
DHAMOTHARAN, LALITHA |
author_sort |
DHAMOTHARAN, LALITHA |
title |
A Wavelet Approach For Analysing The Relationship Between Exchange Rate And Interest Rate Differential |
title_short |
A Wavelet Approach For Analysing The Relationship Between Exchange Rate And Interest Rate Differential |
title_full |
A Wavelet Approach For Analysing The Relationship Between Exchange Rate And Interest Rate Differential |
title_fullStr |
A Wavelet Approach For Analysing The Relationship Between Exchange Rate And Interest Rate Differential |
title_full_unstemmed |
A Wavelet Approach For Analysing The Relationship Between Exchange Rate And Interest Rate Differential |
title_sort |
wavelet approach for analysing the relationship between exchange rate and interest rate differential |
granting_institution |
Universiti Sains Malaysia |
granting_department |
Pusat Pengajian Sains Matematik |
publishDate |
2017 |
url |
http://eprints.usm.my/45400/1/LALITHA%20DHAMOTHARAN.pdf |
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1747821502814748672 |