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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| Format: | Thesis |
| Language: | English |
| Published: |
2017
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| Online Access: | http://eprints.usm.my/45400/ http://eprints.usm.my/45400/1/LALITHA%20DHAMOTHARAN.pdf |
| _version_ | 1848880320623935488 |
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| author | DHAMOTHARAN, LALITHA |
| author_facet | DHAMOTHARAN, LALITHA |
| author_sort | DHAMOTHARAN, LALITHA |
| building | USM Institutional Repository |
| collection | Online Access |
| description | 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. |
| first_indexed | 2025-11-15T18:01:15Z |
| format | Thesis |
| id | usm-45400 |
| institution | Universiti Sains Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T18:01:15Z |
| publishDate | 2017 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | usm-454002019-09-12T01:45:56Z http://eprints.usm.my/45400/ A Wavelet Approach For Analysing The Relationship Between Exchange Rate And Interest Rate Differential 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 NonPeerReviewed application/pdf en http://eprints.usm.my/45400/1/LALITHA%20DHAMOTHARAN.pdf DHAMOTHARAN, LALITHA (2017) A Wavelet Approach For Analysing The Relationship Between Exchange Rate And Interest Rate Differential. PhD thesis, Universiti Sains Malaysia. |
| spellingShingle | QA1-939 Mathematics DHAMOTHARAN, LALITHA A Wavelet Approach For Analysing The Relationship Between Exchange Rate And Interest Rate Differential |
| title | 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_short | 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 |
| topic | QA1-939 Mathematics |
| url | http://eprints.usm.my/45400/ http://eprints.usm.my/45400/1/LALITHA%20DHAMOTHARAN.pdf |