Time-varying character for short-term capital flow from the interest rate aspect in China
This study investigates the causal link between short-term capital flow and interest rate differential with the bootstrap Granger full-sample causality and sub-sample rolling-window methods. The empirical results indicate that there is a unidirectional link from interest rate differential to short-t...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2019-01-01
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| Series: | Ekonomska Istraživanja |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/1331677X.2019.1655657 |