Are Southeast Asian real exchange rates mean reverting?
Year of publication: |
2013
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Authors: | Bec, Frédérique ; Zeng, Songlin |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 23.2013, p. 265-282
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Subject: | Purchasing Power Parity | Nonlinear Threshold Models | Southeast Asian Real Exchange Rates | Kaufkraftparität | Purchasing power parity | Südostasien | Southeast Asia | Einheitswurzeltest | Unit root test | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation |
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