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Exchange rates dynamics revisited: a panel data test of the fractional integration order

✍ Scribed by Andersson, Fredrik N. G.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The behavior of Turkish exchange rates:

✍ Adiguzel, Ugur; Sahbaz, Ahmet; Ozcan, Ceyhun Can; Nazlioglu, Saban 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 339 KB

Estimating the Fractional Order of Integ

✍ Tkacz, Greg 📂 Article 📅 2001 🏛 The Berkeley Electronic Press,Walter de Gruyter Gm 🌐 English ⚖ 271 KB

A PANEL DATA APPROACH TO THE BEHAVIOURAL

✍ Andrea Saayman 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 501 KB

Testing the monetary model of exchange r

✍ David E. Rapach; Mark E. Wohar 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 313 KB

SOURCES OF REAL EXCHANGE RATE VOLATILITY

✍ Guglielmo Maria Caporale; Thouraya Hadj Amor; Christophe Rault 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 100 KB

A revisit to the non-linear mean reversi

✍ Jyh-Lin Wu; Hsiu-Yun Lee 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 210 KB