Narrow search
Showing 1 - 5 of 5
Cover Image
A simple model that generates stylized facts of returns
Yoon, Gawon - 2003
Persistent link: https://www.econbiz.de/10001753302
Cover Image
Hidden cointegration
Granger, C. W. J.; Yoon, Gawon - 2002
Persistent link: https://www.econbiz.de/10001659322
Cover Image
Self-generating variables in a cointegrated VAR framework
Granger, C. W. J.; Yoon, Gawon - 2001
Persistent link: https://www.econbiz.de/10001574554
Cover Image
Does purchasing power parity hold sometimes? : regime switching in real exchange rates
Lee, Hwa-Taek (contributor); Yoon, Gawon (contributor) - 2007
Real exchange rates are quite persistent. Standard unit root tests are not very powerful in drawing a conclusion regarding the validity of purchasing power parity [PPP]. Rather than asking if PPP holds throughout the whole sample period, we examine if PPP holds sometimes by employing...
Persistent link: https://www.econbiz.de/10003527504
Cover Image
Does Purchasing Power Parity Hold Sometimes? Regime Switching in Real Exchange Rates
Lee, Hwa-Taek; Yoon, Gawon - 2007
Real exchange rates are quite persistent. Standard unit root tests are not very powerful in drawing a conclusion regarding the validity of purchasing power parity [PPP]. Rather than asking if PPP holds throughout the whole sample period, we examine if PPP holds sometimes by employing...
Persistent link: https://www.econbiz.de/10010296288