Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float?
Year of publication: |
1998-02-01
|
---|---|
Authors: | Baum, Christopher F. ; Barkoulas, John T. ; Caglayan, Mustafa |
Institutions: | Department of Economics, Boston College |
Subject: | purchasing power parity | long memory | structural breaks |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | published, Journal of International Financial Markets, Institutions, and Money, 1999, 9, 359-376. The text is part of a series Boston College Working Papers in Economics Number 380 27 pages |
Classification: | F31 - Foreign Exchange ; C22 - Time-Series Models |
Source: |
-
European Real Exchange Rates after Bretton Woods: A Re-examination
Rey, Serge, (2002)
-
Caporale, Guglielmo Maria, (2013)
-
Caporale, Guglielmo Maria, (2013)
- More ...
-
Persistent Dependence in Foreign Exchange Rates? A Reexamination
Barkoulas, John T., (1998)
-
Exchange Rate Uncertainty and Firm Profitability
Baum, Christopher, (1999)
-
Waves and Persistence in Merger and Acquisition Activity
Barkoulas, John T., (1997)
- More ...