Mozambique metical exchange rate dynamics : evidence of fractional co-integration in the USA and South African rates
Year of publication: |
Dezember 2015
|
---|---|
Authors: | Barros, Carlos P. ; Gil-Alaña, Luis A. ; Faria, João Ricardo |
Published in: |
The South African journal of economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0038-2280, ZDB-ID 281249-6. - Vol. 83.2015, 4, p. 569-575
|
Subject: | Exchange rates | long memory fractional co-integration | Wechselkurs | Exchange rate | Südafrika | South Africa | USA | United States | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Mosambik | Mozambique | Schätzung | Estimation |
-
Impact of exchange rate fluctuations on US stock market returns
Bhargava, Vivek, (2023)
-
Stock prices and ZAR/USD exchange rates : a quantile autoregressive distributed lag approach
Hsu, Tzu-Kuang, (2018)
-
South Africa and United States stock prices and the rand/dollar exchange rate
Ocran, Matthew Kofi, (2010)
- More ...
-
Terrorism against American citizens in Africa : related to poverty?
Barros, Carlos Pestana, (2008)
-
Are USA citizens at risk of terrorism in Europe?
Barros, Carlos Pestana, (2007)
-
The macroeconomy of Angola : breaks and persistence in Angolan macro data
Barros, Carlos Pestana, (2015)
- More ...