The nexus between the exchange rates and interest rates: evidence from BRIICS economies during the COVID-19 pandemic
作者： K.P. Prabheesh , Bhavesh Garg
关键词: Economics 、 Robustness (economics) 、 Granger causality 、 Predictability 、 Interest rate 、 Exchange rate 、 Economy 、 Interest rate parity 、 Nexus (standard) 、 Causality
摘要: Purpose This paper aims to investigate whether the interest rate differentials Granger cause expected change in the exchange rate during the COVID-19 period. The study examines if …
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