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Forecasting the real exchange rate using a long span of data : a rematch ; linear vs. nonlinear
Pavlidis, Efthymios G., (2009)
A non-linear model of the real US UK exchange rate
Creedy, John, (1996)
Carry funding and safe haven currencies : a threshold regression approach
Hossfeld, Oliver, (2014)
Real exchange rates and time-varying trade costs
Pavlidis, Efthymios G., (2011)
Nonlinear dynamics in economics and finance and unit root testing
Pavlidis, Efthymios G., (2013)
Nonlinear causality tests and multivariate conditional heteroskedasticity : a simulation study