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Does the Australian dollar real exchange rate really display mean reversion?
Henry, Ólan Thomas John - 1998
Persistent link: https://www.econbiz.de/10000981814
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Identifying a currency crisis using treshold [threshold] autoregressions : Australia and the East Asian "meltdown"
Henry, Ólan Thomas John; Olekalns, Nilss; Summers, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000995386
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The volatility of real exchange rates : the Australian case
Henry, Ólan Thomas John; Summers, Peter M. - In: Australian economic papers 38 (1999) 2, pp. 79-90
Persistent link: https://www.econbiz.de/10001393982
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Does the Australian dollar real exchange rate display mean reversion
Henry, Ólan Thomas John; Olekalns, Nilss - In: Journal of international money and finance 21 (2002) 5, pp. 651-666
Persistent link: https://www.econbiz.de/10001703885
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Exchange rate instability : a threshold autoregressive approach
Henry, Ólan Thomas John; Olekalns, Nilss; Summers, Peter M. - In: The economic record : er 77 (2001), pp. 160-166
Persistent link: https://www.econbiz.de/10001601863