Three-regime asymmetric STAR modeling and exchange rate reversion
Year of publication: |
2010
|
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Authors: | Cerrato, Mario ; Kim, Hyunsok ; MacDonald, Ronald |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 42.2010, 7, p. 1447-1467
|
Subject: | Wechselkurstheorie | Exchange rate theory | Volatilität | Volatility | Flexibler Wechselkurs | Flexible exchange rate | Illegaler Handel | Illicit trade | Kaufkraftparität | Purchasing power parity | Entwicklungsländer | Developing countries | Schwellenländer | Emerging economies | OECD-Staaten | OECD countries | 1973-2007 |
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