Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates
Yin-Wong Cheung; Kon S. Lai
| Year of publication: |
2001
|
|---|---|
| Authors: | Cheung, Yin-Wong ; Lai, Kon-sun |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 20.2001, 1, p. 115-132
|
| Subject: | Kaufkraftparität | Purchasing power parity | Yen | Einheitswurzeltest | Unit root test | Welt | World | 1973-1997 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of international money and finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001546112