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

7176