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Cointegration 1 Currency rate 1 Exchange Rate 1 Granger Causality 1 Independent Float 1 Independent float 1 Managed float 1 Market efficiency 1 Multifractal detrended fluctuation analysis 1 Mundell-Fleming Model 1 VEC 1
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Article 2
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Maitra, Biswajit 1 Stanley, H. Eugene 1 Stošić, Darko 1 Stošić, Dusan 1 Stošić, Tatijana 1
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Physica A: Statistical Mechanics and its Applications 1 South Asia Economic Journal 1
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RePEc 2
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Multifractal analysis of managed and independent float exchange rates
Stošić, Darko; Stošić, Dusan; Stošić, Tatijana; … - In: Physica A: Statistical Mechanics and its Applications 428 (2015) C, pp. 13-18
independent float regime the changes in multifractal spectrum (position of maximum and width) indicate an increase in market … for managed float regime, while for independent float regime multifractality is in most cases caused by broad probability …
Persistent link: https://www.econbiz.de/10011209654
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Money Supply and Exchange Rate Variations in Sri Lanka in the Independent Float Regime—A Time Domain Study
Maitra, Biswajit - In: South Asia Economic Journal 11 (2010) 1, pp. 111-129
period of independent float regime in Sri Lanka had any link with the domestic money supply. The study of cointegration …
Persistent link: https://www.econbiz.de/10010784383
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