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Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration

Dufrénot, Gilles; Mathieu, Laurent; Mignon, Valérie; … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001724164

Persistent misalignments of the European exchange rates : some evidence from non-linear cointegration

Dufrénot, Gilles; Mathieu, Laurent; Mignon, Valérie; … - In: Applied economics 38 (2006) 2, pp. 203-229

Persistent link: https://www.econbiz.de/10003292360

Long-run relationships between international stock prices : further evidence from fractional cointegration tests

Aloy, Marcel; Boutahar, Mohamed; Gente, Karine; … - In: Applied economics 45 (2013) 7/9, pp. 817-828

Persistent link: https://www.econbiz.de/10009718502

Modelling the misalignments of the Dollar/Sterling real exchange rate : a nonlinear cointegration perspective

Chaouachi, Slim (contributor); Dufrénot, Gilles (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001760388

La cointégration non linéaire : une note méthodologique

Dufrénot, Gilles; Mignon, Valérie - In: Economie & prévision : EP (2002) 4, pp. 117-137

Persistent link: https://www.econbiz.de/10001739765

Recent developments in nonlinear cointegration with applications to macroeconomics and finance

Dufrénot, Gilles; Mignon, Valérie - 2002

Persistent link: https://www.econbiz.de/10001665206

Real exchange rates in Central and Eastern Europe : what scope for the underlying fundamentals?

Dufrénot, Gilles; Égert, Balázs - In: Emerging markets finance & trade : a journal of the … 41 (2005) 2, pp. 41-59

Persistent link: https://www.econbiz.de/10002968324

Modelling the misalignments of the Dollar-Sterling real exchange rate : a nonlinear cointegration perspective

Chaouachi, Slim (contributor); Dufrénot, Gilles (contributor) - In: Economics bulletin : EB (2004)

Persistent link: https://www.econbiz.de/10003072901

Explaining the European exchange rates deviations : long memory or non-linear adjustment?

Dufrénot, Gilles; Lardic, Sandrine; Mathieu, Laurent; … - In: Journal of international financial markets, … 18 (2008) 3, pp. 207-215

Persistent link: https://www.econbiz.de/10003710345

Real Exchange Rates in Central and Eastern Europe : What Scope for the Underlying Fundamentals?

Dufrénot, Gilles; Égert, Balázs - 2005

In this article we study the fundamental macroeconomic determinants of both the inflation-based (i.e., CPI) and the tradable price-based (i.e., PPI) real effective exchange rate in five acceding countries from Central and Eastern Europe, that is, the Czech Republic, Hungary, Poland, Slovakia,...

Persistent link: https://www.econbiz.de/10014065213