Explaining the European exchange rates deviations : long memory or non-linear adjustment?
Year of publication: |
2008
|
---|---|
Authors: | Dufrénot, Gilles ; Lardic, Sandrine ; Mathieu, Laurent ; Mignon, Valérie |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 18.2008, 3, p. 207-215
|
Subject: | Wechselkurs | Exchange rate | Kointegration | Cointegration | Frankreich | France | Deutschland | Germany | Großbritannien | United Kingdom | Niederlande | Netherlands | Portugal | 1979-1999 |
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