Non-linearities in the relation between the exchange rate and its fundamentals

Carlo Altavilla and Paul De Grauwe

Year of publication:	2010
Authors:	Altavilla, Carlo ; De Grauwe, Paul
Published in:	International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 15.2010, 1, p. 1-21
Subject:	Non-linearity \| Markov-switching model \| fundamentals \| Wechselkurs \| Exchange rate \| Schätzung \| Estimation \| Markov-Kette \| Markov chain \| Theorie \| Theory \| Nichtlineare Regression \| Nonlinear regression \| EU-Staaten \| EU countries \| Zeitreihenanalyse \| Time series analysis \| Devisenmarkt \| Foreign exchange market \| Nichtlineare Dynamik \| Nonlinear dynamics \| Marktmikrostruktur \| Market microstructure

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10008702373

A service of the