Nonlinear dependence in exchange rate returns : how do emerging Asian currencies compare with major currencies?
Muammer Wali, Felix Chan, Meher Manzur
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Wali, Muammer ; Chan, Felix ; Manzur, Meher |
| Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 50.2017, p. 62-72
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| Subject: | Purchasing power parity | Nonlinear adjustment | Structural change | Outliers | Kaufkraftparität | Wechselkurs | Exchange rate | Japan | Großbritannien | United Kingdom | Deutschland | Germany | Vergleich | Comparison | Nichtlineare Regression | Nonlinear regression | Strukturwandel | Asien | Asia | US-Dollar | US dollar | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.asieco.2017.04.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011928130