Nonlinear dependence in exchange rate returns : how do emerging Asian currencies compare with major currencies?
Year of publication: |
June 2017
|
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Authors: | Wali, Muammer ; Chan, Felix ; Manzur, Meher |
Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 50.2017, p. 62-72
|
Subject: | Purchasing power parity | Nonlinear adjustment | Structural change | Outliers | Kaufkraftparität | Wechselkurs | Exchange rate | Nichtlineare Regression | Nonlinear regression | Japan | Asien | Asia | Großbritannien | United Kingdom | Deutschland | Germany | Schätzung | Estimation | Vergleich | Comparison | US-Dollar | US dollar | Strukturwandel |
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