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Non-linear mean reversion in real exchange rates : towards a solution to the purchasing power parity puzzles
Taylor, Mark P.
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2001
Persistent link: https://www.econbiz.de/10013423283
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Non-linear dynamics in deviations from the law of one price : a broad-based empirical study
Sarno, Lucio
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2002
Persistent link: https://www.econbiz.de/10013423980
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