Fredj Jawadi

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Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets

Xuất bản: 27 July, 2022

Mohamed El Hedi Arouri, Duc Khuong Nguyen, Mohamed El Hedi Arouri, Duc Khuong Nguyen, Fredj Jawadi, Fredj Jawadi

In this paper we examine the dynamic linkages of international monetary markets over the 2004 – 2009 period using daily short-term interbank interest rates of three of the most advanced countries (France, United Kingdom and United States). Empirical...

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