Time-varying cointegration models and exchange rate predictability in Korea
by Sookyung Park and Cheolbeom Park
| Year of publication: |
2015
|
|---|---|
| Authors: | Park, Sookyung ; Park, Cheolbeom |
| Published in: |
Han gug gae bal yeon gu. - Sejong : KDI, ISSN 2586-2995, ZDB-ID 2665499-4. - Vol. 37.2015, 4, p. 1-20
|
| Subject: | Exchange rate | Monetary model | Predictability | Purchasing power parity | Time-varying cointegration | Wechselkurs | Kaufkraftparität | Kointegration | Cointegration | Prognoseverfahren | Forecasting model | Südkorea | South Korea | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011416686