Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case
| Year of publication: |
2014-03-28
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|---|---|
| Authors: | Jammazi, Rania ; Aloui, Chaker |
| Institutions: | Institut de Préparation à l'Administration et à la Gestion (IPAG) |
| Subject: | exchange rates | time series decomposition | HML test | dual long memory |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 2014-198 30 pages |
| Classification: | E30 - Prices, Business Fluctuations, and Cycles. General ; F31 - Foreign Exchange |
| Source: |
Persistent link: https://www.econbiz.de/10010754753