Nonlinear dynamics in exchange rate deviations from the monetary fundamentals : an empirical study
Year of publication: |
2010
|
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Authors: | Kim, Bonghan ; Min, Hong-ghi ; Moh, Young-kyu |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 27.2010, 5, p. 1167-1177
|
Subject: | Monetäre Wechselkurstheorie | Monetary approach to exchange rates | Nichtlineare Dynamik | Nonlinear dynamics | Einheitswurzeltest | Unit root test | Deutschland | Germany | Japan | Schweiz | Switzerland | Großbritannien | United Kingdom | USA | United States | 1973-2004 |
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