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Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016

This paper investigates whether the RMB is in the process of replacing the US dollar as the anchor currency in nine ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional integration) model allowing for endogenously determined...

Persistent link: https://www.econbiz.de/10011497170

Exchange rate linkages between the ASEAN currencies, the US Dollar and the Chinese RMB

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016

This paper investigates whether the RMB is in the process of replacing the US dollar as the anchor currency in nine ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional integration) model allowing for endogenously determined...

Persistent link: https://www.econbiz.de/10011502929

Exchange rate linkages between the ASEAN currencies, the US Dollar and the Chinese RMB

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016

Persistent link: https://www.econbiz.de/10011524350

Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - In: Research in international business and finance 44 (2018), pp. 227-238

Persistent link: https://www.econbiz.de/10011983039

Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016

Persistent link: https://www.econbiz.de/10011536781

Evidence of persistence in U.S. short and long-term interest rates

Gil-Alaña, Luis A.; Cuñado Eizaguirre, Juncal; Gupta, … - In: Journal of policy modeling : JPMOD ; a social science … 39 (2017) 5, pp. 775-789

Persistent link: https://www.econbiz.de/10011792860

A mean shift break in the US interest rate

Gil-Alaña, Luis A. - In: Economics letters 77 (2002) 3, pp. 357-363

Persistent link: https://www.econbiz.de/10001711501

Structural breaks and fractional integration in the US output and unemployment rate

Gil-Alaña, Luis A. - In: Economics letters 77 (2002) 1, pp. 79-84

Persistent link: https://www.econbiz.de/10001698642

Long memory in the U.S. interest rate

Gil-Alaña, Luis A. - In: International review of financial analysis 13 (2004) 3, pp. 265-276

Persistent link: https://www.econbiz.de/10002115098

Modelling the US interest rate in terms of I(d) statistical models

Gil-Alaña, Luis A. - In: The quarterly review of economics and finance : journal … 44 (2004) 4, pp. 475-486

Persistent link: https://www.econbiz.de/10002375547

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