A nonlinear adjustment in real exchange rates under transaction costs hypothesis in developed and emerging countries
Year of publication: |
2020
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---|---|
Authors: | Drissi, Ramzi ; Boukhatem, Jamel |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 4.2020, 2, p. 220-235
|
Subject: | real exchange Rates | STAR models | purchasing power parity | nonlinear adjustments | Kaufkraftparität | Purchasing power parity | Transaktionskosten | Transaction costs | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression | Einheitswurzeltest | Unit root test | Theorie | Theory | Schwellenländer | Emerging economies | Entwicklungsländer | Developing countries |
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