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Detecting mean reversion in real exchange rates from a multiple regime STAR model
Bec, Frédérique; BenSalem, Mélika; Carrasco, Marine - In: Annals of economics and statistics 99/100 (2010), pp. 395-427
Persistent link: https://www.econbiz.de/10009241795
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Are Southeast Asian real exchange rates mean reverting?
Bec, Frédérique; Zeng, Songlin - In: Journal of international financial markets, … 23 (2013), pp. 265-282
Persistent link: https://www.econbiz.de/10009707500
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Detecting mean reversion in real exchange rates from a multiple regime STAR model
Bec, Frédérique (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002574193
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Tests for unit-root versus threshold specification with an application to the purchasing power parity relationship
Bec, Frédérique; BenSalem, Mélika; Carrasco, Marine - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 382-395
Persistent link: https://www.econbiz.de/10002372870
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Real exchange rates and real interest rates : a nonlinear perspective
Bec, Frédérique; BenSalem, Mélika; MacDonald, Ronald - In: Recherches économiques de Louvain 72 (2006) 2, pp. 177-194
Persistent link: https://www.econbiz.de/10003362541
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Dornsbush revisited from an asymmetrical perspective : evidence from G20 nominal effective exchange rates
Bec, Frédérique; BenSalem, Mélika - 2019
Persistent link: https://www.econbiz.de/10012211878