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Testing the purchasing power parity theory : a case of the Taiwanese dollar exchange rate
Tsurumi, Hiroki - In: Journal of economic integration 13 (1998) 2, pp. 232-254
Persistent link: https://www.econbiz.de/10001337842
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Estimating unknown join points : determination of the Yen-Dollar exchange rate
Tsurumi, Hiroki - In: Financial engineering and the Japanese markets 1 (1994) 1, pp. 55-66
Persistent link: https://www.econbiz.de/10001187922
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Testing of purchasing power parity theory using the doubly truncated ARMA-GARCH model and MCMC algorithms
Kim, Suduk; Chen, Chyong-lin; Tsurumi, Hiroki - In: Journal of economic research 8 (2003) 2, pp. 111-138
Persistent link: https://www.econbiz.de/10001872373