The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics
Year of publication: |
2007-02-02
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Authors: | Juvenal, Luciana ; Taylor, Mark P. |
Institutions: | Money Macro and Finance Research Group |
Subject: | Law of One Price | mean reversion | nonlinearities | thresholds |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series 2006 MMF Conference Papers Number 80 |
Classification: | F31 - Foreign Exchange ; F41 - Open Economy Macroeconomics ; C22 - Time-Series Models |
Source: |
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Threshold Adjustment of Deviations from the Law of One Price
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Threshold adjustment in deviations from the law of one price
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