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Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016

This paper investigates whether the RMB is in the process of replacing the US dollar as the anchor currency in nine ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional integration) model allowing for endogenously determined...

Persistent link: https://www.econbiz.de/10011497170

Exchange rate linkages between the ASEAN currencies, the US Dollar and the Chinese RMB

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016

This paper investigates whether the RMB is in the process of replacing the US dollar as the anchor currency in nine ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional integration) model allowing for endogenously determined...

Persistent link: https://www.econbiz.de/10011502929

Exchange rate linkages between the ASEAN currencies, the US Dollar and the Chinese RMB

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016

Persistent link: https://www.econbiz.de/10011524350

Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - In: Research in international business and finance 44 (2018), pp. 227-238

Persistent link: https://www.econbiz.de/10011983039

Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016

Persistent link: https://www.econbiz.de/10011536781

A mean shift break in the US interest rate

Gil-Alaña, Luis A. - In: Economics letters 77 (2002) 3, pp. 357-363

Persistent link: https://www.econbiz.de/10001711501

Structural breaks and fractional integration in the US output and unemployment rate

Gil-Alaña, Luis A. - In: Economics letters 77 (2002) 1, pp. 79-84

Persistent link: https://www.econbiz.de/10001698642

Is the US fiscal deficit sustainable? : A fractionally integrated approach

Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Journal of economics & business 56 (2004) 6, pp. 501-526

Persistent link: https://www.econbiz.de/10002376023

The nature of occupational unemployment rates in the United States : hysteresis or structural?

Candelon, Bertrand; Dupuy, Arnaud; Gil-Alaña, Luis A. - In: Applied economics 41 (2009) 19/21, pp. 2483-2493

Persistent link: https://www.econbiz.de/10003886063

Is the US inflation rate a persistent variable?

Gil-Alaña, Luis A. - In: Inflation : roles, targeting, and dynamics, (pp. 151-162). 2008

Persistent link: https://www.econbiz.de/10003944693

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