Nonlinearities and real exchange rate dynamics
Year of publication: |
2003
|
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Authors: | Imbs, Jean ; Mumtaz, Haroon ; Ravn, Morten O. ; Rey, Hélène |
Published in: |
Journal of the European Economic Association. - Oxford : Oxford University Press, ISSN 1542-4766, ZDB-ID 2114709-7. - Vol. 1.2003, 2/3, p. 639-649
|
Subject: | Kaufkraftparität | Purchasing power parity | Arbitrage | Transaktionskosten | Transaction costs | Mean Reversion | Mean reversion | Nichtlineare Regression | Nonlinear regression |
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