Mohammed Umar,
Jauhari Dahalan
An Application of Asymmetric Toda-Yamamoto Causality on Exchange Rate-Inflation Differentials in Emerging Economies
An Application of Asymmetric Toda-Yamamoto Causality on Exchange Rate-Inflation Differentials in Emerging Economies
International Journal of Economics and Financial Issues
2016-Cilt: 6 Sayı: 2
420-426
Asymmetric causality,
Leverage bootstrap,
Toda-Yamamoto,
exchange rate,
structural break
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