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. - Elsevier, ISSN 0378-4266. - Vol. 39.2014, C, p. 117-134
|
Publisher: |
Elsevier |
Subject: | Asset-pricing | Nonlinear causality | Random walk | Filtering | Simulation | Cointegration |
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