Accepted Manuscript

On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning

Gilles de Truchis, Cyril Dell’Eva, Benjamin Keddad

PII: S1042-4431(16)30243-8 DOI: http://dx.doi.org/10.1016/j.intfin.2016.12.006 Reference: INTFIN 919

To appear in: Journal of International Financial Markets, Institu- tions & Money

Received Date: 27 July 2015 Accepted Date: 28 December 2016

Please cite this article as: G. de Truchis, C. Dell’Eva, B. Keddad, On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning, Journal of International Financial Markets, Institutions & Money (2016), doi: http://dx.doi.org/10.1016/j.intfin.2016.12.006

This is a PDF file of an unedited manuscript that has been accepted for publication. As a service to our customers we are providing this early version of the manuscript. The manuscript will undergo copyediting, typesetting, and review of the resulting proof before it is published in its final form. Please note that during the production process errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal pertain. Title Page

On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning

Gilles de Truchis1, Cyril Dell’Eva∗,2, Benjamin Keddad3 EconomiX, University of Paris Ouest Nanterre la D´efense Aix-Marseille University (Aix-Marseille School of Economics), CNRS & EHESS Paris School of Business

∗Corresponding author Email addresses: [email protected] (Gilles de Truchis), [email protected] (Cyril Dell’Eva∗,), [email protected] (Benjamin Keddad) 1University of Paris Ouest Nanterre la Defense,´ EconomiX. Building G, 200 av. de la Republique,´ 92001 Nanterre cedex, France 2Aix-Marseille School of Economics, Aix-Marseille University, Chateauˆ Lafarge, Route des Milles 13290 Aix-en-Provence, France. Tel.: 00 33 (0)4 42 93 59 60. 3PSB - Paris School of Business, 59 rue Nationale, 75013 Paris, France. Tel.: 00 33 (0)1 55 25 69 48. Download English Version: https://daneshyari.com/en/article/5100999

Download Persian Version:

https://daneshyari.com/article/5100999

Daneshyari.com