Exchange rates and fundamentals : co-movement, long-run relationships and short-run dynamics
Year of publication: |
2014
|
---|---|
Authors: | Bekiros, Stelios D. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 39.2014, p. 117-134
|
Subject: | Asset-pricing | Nonlinear causality | Random walk | Filtering | Simulation | Cointegration | Wechselkurs | Exchange rate | Kointegration | Random Walk | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Schätztheorie | Estimation theory | Geldmenge | Money supply | Bruttoinlandsprodukt | Gross domestic product | G7-Staaten | G7 countries | Schätzung | Estimation |
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