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Southeast Asian monetary integration : new evidences from fractional cointegration of real exchange rates
Truchis, Gilles de; Keddad, Benjamin - In: Journal of international financial markets, … 26 (2013), pp. 394-412
Persistent link: https://www.econbiz.de/10010234832
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South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates
Truchis, Gilles De; Keddad, Benjamin - HAL - 2012
We study the long-run relationship of real exchanges rates (RERs) among the ASEAN-5 countries by testing the theory of Generalized Purchasing Power Parity (G-PPP) from the new perspective of fractional cointegration. The long-run co-movements of the RERs are examined by applying a recent...
Persistent link: https://www.econbiz.de/10010933925
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South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates
Truchis, Gilles de; Keddad, Benjamin - 2012
We study the long-run relationship of real exchanges rates (RERs) among the ASEAN-5 countries by testing the theory of Generalized Purchasing Power Parity (G-PPP) from the new perspective of fractional cointegration. The long-run co-movements of the RERs are examined by applying a recent...
Persistent link: https://www.econbiz.de/10010692193
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South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates
Truchis, Gilles de; Keddad, Benjamin - William Davidson Institute, University of Michigan - 2012
We study the long-run relationship of real exchanges rates (RERs) among the ASEAN-5 countries by testing the theory of Generalized Purchasing Power Parity (G-PPP) from the new perspective of fractional cointegration. The long-run co-movements of the RERs are examined by applying a recent...
Persistent link: https://www.econbiz.de/10010604581