✦ LIBER ✦

Nonlinear mean reversion in real exchange rates

✍ Scribed by Georgios E. Chortareas; George Kapetanios; Yongcheol Shin

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Nonlinear Mean-Reversion in Real Exchang

✍ Mark P. Taylor; David A. Peel; Lucio Sarno 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 264 KB

Long memory and nonlinear mean reversion

✍ Yin-Wong Cheung; Kon S Lai 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 225 KB

Testing seasonal mean-reversion in the r

✍ Tsung-wu Ho 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 133 KB

Mean reversion in real exchange rates

✍ Yin-Wong Cheung; Kon S. Lai 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 442 KB

Mean reversion in the real exchange rate

✍ Luis A. Gil-Alana 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 40 KB

Mean reversion in real exchange rates: e

✍ Philippe Jorion; Richard J. Sweeney 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 973 KB