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The yen real exchange rate may be stationary after all : evidence from non-linear unit-root tests

Chortareas, Georgios E.; Kapetanios, George - In: Oxford bulletin of economics and statistics 66 (2004) 1, pp. 113-131

Persistent link: https://www.econbiz.de/10002069702

The Yen real exchange rate may be stationary after all : evidence from nonlinear unit-root tests

Chortareas, Georgios E. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001868157

Volatility and spillover effects of yen interventions

Chortareas, Georgios E.; Jiang, Ying; Nankervis, John C. - In: Review of international economics 21 (2013) 4, pp. 671-689

Persistent link: https://www.econbiz.de/10010211778

The yen real exchange rate may be stationary after all : evidence from non-linear unit root tests

Chortareas, Georgios E. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003378760

FEERs : a sensitivity analysis

Driver, Rebecca L.; Wren-Lewis, Simon - In: Equilibrium exchange rates, (pp. 135-162). 1999

Persistent link: https://www.econbiz.de/10001409297

The Yen Real Exchange Rate May Be Stationary after All : Evidence from Non-Linear Unit-Root Tests

Chortareas, Georgios E.; Kapetanios, George - 2004

The empirical literature that tests for purchasing power parity (PPP) by focusing on the stationarity of real exchange rates has so far provided, at best, mixed results. The behaviour of the yen real exchange rate has most stubbornly challenged the PPP hypothesis and deepened this puzzle. This...

Persistent link: https://www.econbiz.de/10014072900

The Yen Real Exchange Rate May Be Stationary After All : Evidence from Nonlinear Unit-Root Tests

Chortareas, Georgios E.; Kapetanios, George - 2007

Persistent link: https://www.econbiz.de/10014093375

The Yen real exchange rate may be stationary after all: Evidence from nonlinear unit-root tests

Chortareas, Georgios; Kapetanios, George - 2003

The empirical literature that tests for purchasing power parity (PPP) by focusing on the stationarity of real exchange rates has so far provided, at best, mixed results. The yen real exchange rate behavior, as compared to other major currencies, has most stubornly challenged the PPP hypothesis...

Persistent link: https://www.econbiz.de/10010284216

The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests

Chortareas, Georgios; Kapetanios, George - School of Economics and Finance, Queen Mary - 2003

Persistent link: https://www.econbiz.de/10005106476