Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB
Author
Abstract
Suggested Citation
DOI: 10.1016/j.ribaf.2017.07.091
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016. "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," Discussion Papers of DIW Berlin 1590, DIW Berlin, German Institute for Economic Research.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei, 2016. "Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB," Bank of Finland Research Discussion Papers 20/2016, Bank of Finland.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016. "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," CESifo Working Paper Series 5995, CESifo.
References listed on IDEAS
- Sowell, Fallaw, 1992. "Maximum likelihood estimation of stationary univariate fractionally integrated time series models," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 165-188.
- Hernandez, Leonardo & Montiel, Peter J., 2003.
"Post-crisis exchange rate policy in five Asian countries: Filling in the "hollow middle"?,"
Journal of the Japanese and International Economies, Elsevier, vol. 17(3), pages 336-369, September.
- Leonardo Hernandez & Peter Montiel, 2002. "Post-crisis exchange rate policy in five Asian countries: filling in the 'hollow middle'?," Proceedings, Federal Reserve Bank of San Francisco, issue Sep.
- Mr. Leonardo Hernández & Mr. Peter J Montiel, 2001. "Post-Crisis Exchange Rate Policy in Five Asian Countries: Filling in the "Hollow Middle"?," IMF Working Papers 2001/170, International Monetary Fund.
- Leonardo Hernandez & Peter Montiel, 2002. "Post-crisis exchange rate policy in five Asian countries: filling in the "hollow middle"?," Pacific Basin Working Paper Series 2002-07, Federal Reserve Bank of San Francisco.
- Leonardo Hernández & Peter Montiel, 2001. "Post-Crisis Exchange Rate Policy in Five Asian Countries: Filling in the "Hollow Middle"?," Center for Development Economics 167, Department of Economics, Williams College.
- Leonardo Hernández & Peter Montiel, 2001. "Post-Crisis Exchange Rate Policy in Five Asian Countries: Filling in the "Hollow Middle"?," Department of Economics Working Papers 2001-05, Department of Economics, Williams College.
- John Geweke & Susan Porter‐Hudak, 1983. "The Estimation And Application Of Long Memory Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 4(4), pages 221-238, July.
- Jeffrey Frankel & Daniel Xie, 2010.
"Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes,"
American Economic Review, American Economic Association, vol. 100(2), pages 568-572, May.
- Jeffrey A. Frankel & Daniel Xie, 2009. "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," NBER Working Papers 15620, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey A. & Xie, Daniel, 2010. "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," Scholarly Articles 4454158, Harvard Kennedy School of Government.
- Jeffrey Frankel & Daniel, 2010. "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," Working Paper Series WP10-1, Peterson Institute for International Economics.
- Frankel, Jeffrey & Xie, Daniel, 2010. "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," Working Paper Series rwp10-003, Harvard University, John F. Kennedy School of Government.
- Eiji Ogawa & Junko Shimizu, 2005. "A Deviation Measurement for Coordinated Exchange Rate Policies in East Asia," Discussion papers 05017, Research Institute of Economy, Trade and Industry (RIETI).
- Pontines, Victor & Siregar, Reza Y., 2012.
"Fear of appreciation in East and Southeast Asia: The role of the Chinese renminbi,"
Journal of Asian Economics, Elsevier, vol. 23(4), pages 324-334.
- Victor Pontines & Reza Y. Siregar, 2010. "Fear of Appreciation in East and Southeast Asia: The Role of the Chinese Renminbi," Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number sp78, April.
- Pontines, Victor & Siregar, Reza Y., 2010. "Fear of Appreciation in East and Southeast Asia: The Role of the Chinese Renminbi," MPRA Paper 25408, University Library of Munich, Germany.
- Jeffrey Frankel & Shang-Jin Wei, 2008.
"Estimation of De Facto Exchange Rate Regimes: Synthesis of the Techniques for Inferring Flexibility and Basket Weights,"
IMF Staff Papers, Palgrave Macmillan, vol. 55(3), pages 384-416, July.
- Jeffrey Frankel & Shang-Jin Wei, 2008. "Estimation of De Facto Exchange Rate Regimes: Synthesis of the Techniques for Inferring Flexibility and Basket Weights," CID Working Papers 157, Center for International Development at Harvard University.
- Jeffrey A. Frankel & Shang-Jin Wei, 2008. "Estimation of De Facto Exchange Rate Regimes: Synthesis of the Techniques for Inferring Flexibility and Basket Weights," NBER Working Papers 14016, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey & Wei, Shang-Jin, 2008. "Estimation of De Facto Exchange Rate Regimes: Synthesis of The Techniques for Inferring Flexibility and Basket Weights," Working Paper Series rwp08-026, Harvard University, John F. Kennedy School of Government.
- Guillermo A. Calvo & Carmen M. Reinhart, 2002.
"Fear of Floating,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 117(2), pages 379-408.
- Guillermo A. Calvo & Carmen M. Reinhart, 2000. "Fear of Floating," NBER Working Papers 7993, National Bureau of Economic Research, Inc.
- Reinhart, Carmen & Calvo, Guillermo, 2002. "Fear of floating," MPRA Paper 14000, University Library of Munich, Germany.
- Reinhart, Carmen, 2001. "Fear of Floating: Exchange Rate Flexibility Indices," MPRA Paper 13196, University Library of Munich, Germany.
- C. Randall Henning, 2012. "Choice and Coercion in East Asian Exchange Rate Regimes," Working Paper Series WP12-15, Peterson Institute for International Economics.
- Eduardo Levy-Yeyati & Federico Sturzenegger, 2003. "To Float or to Fix: Evidence on the Impact of Exchange Rate Regimes on Growth," American Economic Review, American Economic Association, vol. 93(4), pages 1173-1193, September.
- Granger, C. W. J., 1980. "Long memory relationships and the aggregation of dynamic models," Journal of Econometrics, Elsevier, vol. 14(2), pages 227-238, October.
- Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2004.
"Fractional cointegration and real exchange rates,"
Review of Financial Economics, John Wiley & Sons, vol. 13(4), pages 327-340.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Fractional cointegration and real exchange rates," Review of Financial Economics, Elsevier, vol. 13(4), pages 327-340.
- Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000. "Fractional cointegration and real exchange rates," SFB 373 Discussion Papers 2000,69, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Granger, Clive W. J. & Hyung, Namwon, 2004. "Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns," Journal of Empirical Finance, Elsevier, vol. 11(3), pages 399-421, June.
- Leonardo Rocha Souza, 2005.
"A Note On Chambers'S "Long Memory And Aggregation In Macroeconomic Time Series","
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(3), pages 1059-1062, August.
- Souza, Leonardo Rocha, 2003. "A note on Chambers's 'long memory and aggregation in macroeconomic time series'," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 503, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Gil-Alana, Luis A., 2000. "Mean reversion in the real exchange rates," Economics Letters, Elsevier, vol. 69(3), pages 285-288, December.
- repec:hal:journl:peer-00815563 is not listed on IDEAS
- Ulrich Volz, 2014.
"RMB Internationalisation and Currency Cooperation in East Asia,"
Financial and Monetary Policy Studies, in: Frank Rövekamp & Hanns Günther Hilpert (ed.), Currency Cooperation in East Asia, edition 127, pages 57-81,
Springer.
- Volz, Ulrich, 2013. "RMB internationalisation and currency co-operation in East Asia," Working Papers 125, University of Leipzig, Faculty of Economics and Management Science.
- Jushan Bai & Pierre Perron, 1998.
"Estimating and Testing Linear Models with Multiple Structural Changes,"
Econometrica, Econometric Society, vol. 66(1), pages 47-78, January.
- Perron, P. & Bai, J., 1995. "Estimating and Testing Linear Models with Multiple Structural Changes," Cahiers de recherche 9552, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Perron, P. & Bai, J., 1995. "Estimating and Testing Linear Models with Multiple Structural Changes," Cahiers de recherche 9552, Universite de Montreal, Departement de sciences economiques.
- Colavecchio, Roberta & Funke, Michael, 2009.
"Volatility dependence across Asia-Pacific onshore and offshore currency forwards markets,"
Journal of Asian Economics, Elsevier, vol. 20(2), pages 174-196, March.
- Michael Funke & Roberta Colavecchio, 2009. "Volatility dependence across Asia-Pacific onshore and offshore currency forwards markets," Quantitative Macroeconomics Working Papers 20903, Hamburg University, Department of Economics.
- Roberta Colavecchio & Michael Funke, 2009. "Volatility Dependence across Asia-Pacific Onshore and Offshore Currency Forwards Markets," Working Papers 112009, Hong Kong Institute for Monetary Research.
- Diebold, Francis X. & Inoue, Atsushi, 2001.
"Long memory and regime switching,"
Journal of Econometrics, Elsevier, vol. 105(1), pages 131-159, November.
- Francis X. Diebold & Atsushi Inoue, 2000. "Long Memory and Regime Switching," NBER Technical Working Papers 0264, National Bureau of Economic Research, Inc.
- Masahiro Kawai & Victor Pontines, 2014.
"The Renminbi and Exchange Rate Regimes in East Asia,"
Macroeconomics Working Papers
24218, East Asian Bureau of Economic Research.
- Masahiro Kawai & Victor Pontines, 2014. "The Renminbi and Exchange Rate Regimes in East Asia," Finance Working Papers 24218, East Asian Bureau of Economic Research.
- Kawai, Masahiro & Pontines, Victor, 2014. "The Renminbi and Exchange Rate Regimes in East Asia," ADBI Working Papers 484, Asian Development Bank Institute.
- Ronald McKinnon & Gunther Schnabl, 2004.
"The Return to Soft Dollar Pegging in East Asia: Mitigating Conflicted Virtue,"
International Finance, Wiley Blackwell, vol. 7(2), pages 169-201, July.
- Ronald McKinnon & Gunther Schnabl, 2004. "The Return to Soft Dollar Pegging in East Asia. Mitigating Conflicted Virtue," International Finance 0406007, University Library of Munich, Germany, revised 07 Jul 2004.
- Mark J. Holmes, 2002. "Purchasing Power Parity and the Fractional Integration of the Real Exchange Rate: New Evidence for Less Developed Countries," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 27(1), pages 125-135, June.
- Luis A. Gil‐Alana, 2008.
"Fractional integration and structural breaks at unknown periods of time,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 29(1), pages 163-185, January.
- Luis A. Gil-Alana, 2006. "Fractional integration and structural breaks at unknown periods of time," Faculty Working Papers 16/06, School of Economics and Business Administration, University of Navarra.
- Wei Sun & Gerald Simons, 2011. "Monetary Integration in East Asia: Evidence from Real Effective Exchange Rates," Review of International Economics, Wiley Blackwell, vol. 19(5), pages 865-876, November.
- Eiji Ogawa & Kentaro Kawasaki, 2008.
"Adopting a Common Currency Basket Arrangement into the ASEAN Plus Three,"
NBER Chapters, in: International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy, pages 219-237,
National Bureau of Economic Research, Inc.
- Eiji Ogawa & Kentaro Kawasaki, 2006. "Adopting a common currency basket arrangement into the 'ASEAN plus three'," Discussion papers 06028, Research Institute of Economy, Trade and Industry (RIETI).
- Levy-Yeyati, Eduardo & Sturzenegger, Federico, 2005. "Classifying exchange rate regimes: Deeds vs. words," European Economic Review, Elsevier, vol. 49(6), pages 1603-1635, August.
- Mr. Gerard J Almekinders & Mr. Alex Mourmouras & Ms. Jianping Zhou & Satoshi Fukuda & Yong Sarah Zhou, 2015. "ASEAN Financial Integration," IMF Working Papers 2015/034, International Monetary Fund.
- Hassler, Uwe, 2011.
"Estimation of fractional integration under temporal aggregation,"
Journal of Econometrics, Elsevier, vol. 162(2), pages 240-247, June.
- Uwe Hassler, 2011. "Estimation of fractional integration under temporal aggregation," Post-Print hal-00815563, HAL.
- Eric Girardin, 2011.
"A De Facto Asian-Currency Unit Bloc in East Asia : It Has Been There but We Did Not Look for It,"
Finance Working Papers
23275, East Asian Bureau of Economic Research.
- Eric Girardin, 2011. "A De Facto Asian-Currency Unit Bloc in East Asia : It Has Been There but We Did Not Look for It," Governance Working Papers 23275, East Asian Bureau of Economic Research.
- Eric Girardin, 2011. "A De Facto Asian-Currency Unit Bloc in East Asia : It Has Been There but We Did Not Look for It," Macroeconomics Working Papers 23275, East Asian Bureau of Economic Research.
- Girardin, Eric, 2011. "A De Facto Asian-Currency Unit Bloc in East Asia: It Has Been There but We Did Not Look for It," ADBI Working Papers 262, Asian Development Bank Institute.
- Ma, Guonan & McCauley, Robert N., 2011.
"The evolving renminbi regime and implications for Asian currency stability,"
Journal of the Japanese and International Economies, Elsevier, vol. 25(1), pages 23-38, March.
- Guonan Ma & Robert McCauley, 2010. "The evolving renminbi regime and implications for Asian currency stability," BIS Working Papers 321, Bank for International Settlements.
- Hongyi Chen & Wensheng Peng, 2010. "The Potential of the Renminbi as an International Currency," Palgrave Macmillan Books, in: Wensheng Peng & Chang Shu (ed.), Currency Internationalization: Global Experiences and Implications for the Renminbi, chapter 5, pages 115-138, Palgrave Macmillan.
- Marcel Fratzscher & Arnaud Mehl, 2014.
"China's Dominance Hypothesis and the Emergence of a Tri‐polar Global Currency System,"
Economic Journal, Royal Economic Society, vol. 124(581), pages 1343-1370, December.
- Fratzscher, Marcel & Mehl, Arnaud, 2011. "China's dominance hypothesis and the emergence of a tri-polar global currency system," Working Paper Series 1392, European Central Bank.
- Fratzscher, Marcel & Mehl, Arnaud, 2011. "China?s Dominance Hypothesis and the Emergence of a Tri-polar Global Currency System," CEPR Discussion Papers 8671, C.E.P.R. Discussion Papers.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "Real Exchange Rates In Latin America: The Ppp Hypothesis And Fractional Integration," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 35(2), pages 1-21, June.
- Christos Floros, 2008. "Long Memory In Exchange Rates: International Evidence," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 2(1), pages 31-39.
- Benassy-Quere, Agnes & Coeure, Benoit & Mignon, Valerie, 2006. "On the identification of de facto currency pegs," Journal of the Japanese and International Economies, Elsevier, vol. 20(1), pages 112-127, March.
- Mundell, Robert, 2003. "Prospects for an Asian currency area," Journal of Asian Economics, Elsevier, vol. 14(1), pages 1-10, February.
- Corrinne Ho & Guonan Ma & Robert N McCauley, 2005. "Trading Asian currencies," BIS Quarterly Review, Bank for International Settlements, March.
- Kefei You & Nicholas Sarantis, 2011. "Structural Breaks and the Equilibrium Chinese Yuan/US Dollar Real Exchange Rate: A FEER Approach," Review of International Economics, Wiley Blackwell, vol. 19(5), pages 791-808, November.
- Chambers, Marcus J, 1998.
"Long Memory and Aggregation in Macroeconomic Time Series,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1053-1072, November.
- Chambers, MJ, 1995. "Long Memory and Aggregation in Macroeconomic Time Series," Economics Discussion Papers 2766, University of Essex, Department of Economics.
- Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas, 2007. "Nonstationarity-extended local Whittle estimation," Journal of Econometrics, Elsevier, vol. 141(2), pages 1353-1384, December.
- Peter Wilson & Keen Meng Choy, 2007.
"Prospects for enhanced exchange rate cooperation in East Asia: some preliminary findings from generalized PPP theory,"
Applied Economics, Taylor & Francis Journals, vol. 39(8), pages 981-995.
- Peter Wilson & Keen Meng Choy, 2006. "Prospects For Enhanced Exchange Rate Cooperation In East Asia : Some Preliminary Findings From Generalized Ppp Theory," Macroeconomics Working Papers 22585, East Asian Bureau of Economic Research.
- Ito, Takatoshi & Rose, Andrew K. (ed.), 2008. "International Financial Issues in the Pacific Rim," National Bureau of Economic Research Books, University of Chicago Press, number 9780226386829, September.
- You, Kefei & Sarantis, Nicholas, 2012. "A twelve-area model for the equilibrium Chinese Yuan/US dollar nominal exchange rate," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(1), pages 151-170.
- Takatoshi Ito & Andrew K. Rose, 2008. "International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy," NBER Books, National Bureau of Economic Research, Inc, number ito_08-1.
- Jushan Bai & Pierre Perron, 2003.
"Computation and analysis of multiple structural change models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 1-22.
- BAI, Jushan & PERRON, Pierre, 1998. "Computation and Analysis of Multiple Structural-Change Models," Cahiers de recherche 9807, Universite de Montreal, Departement de sciences economiques.
- Tom Doan, "undated". "MULTIPLEBREAKS: RATS procedure to perform multiple structural change analysis," Statistical Software Components RTS00138, Boston College Department of Economics.
- Tom Doan, "undated". "RATS programs to replicate examples of Bai-Perron procedure," Statistical Software Components RTZ00008, Boston College Department of Economics.
- Tom Doan, "undated". "BAIPERRON: RATS procedure to perform Bai-Perron Test for Multiple Structural Changes," Statistical Software Components RTS00013, Boston College Department of Economics.
- You, Kefei & Sarantis, Nicholas, 2012. "Structural breaks and the equilibrium real effective exchange rate of China: A NATREX approach," China Economic Review, Elsevier, vol. 23(4), pages 1146-1163.
- repec:cup:cbooks:9780521862509 is not listed on IDEAS
- Kenen,Peter B. & Meade,Ellen E., 2008. "Regional Monetary Integration," Cambridge Books, Cambridge University Press, number 9780521711500, September.
- Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2015. "Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies," African Development Review, African Development Bank, vol. 27(2), pages 161-170, June.
- Mishra, Ritesh Kumar & Sharma, Chandan, 2010. "Real exchange rate behavior and optimum currency area in East Asia: Evidence from Generalized Purchasing Power Parity," International Review of Financial Analysis, Elsevier, vol. 19(3), pages 205-213, June.
- Colavecchio, Roberta & Funke, Michael, 2007.
"Volatility dependence across Asia-Pacific on-shore and off-shore U.S.dollar futures markets,"
BOFIT Discussion Papers
17/2007, Bank of Finland Institute for Emerging Economies (BOFIT).
- Roberta Colavecchio & Michael Funke, 2007. "Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets," Quantitative Macroeconomics Working Papers 20708, Hamburg University, Department of Economics.
- William R. Parke, 1999. "What Is Fractional Integration?," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 632-638, November.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Wang, Mengjiao & Liu, Jianxu & Yang, Bing, 2024. "Does the strength of the US dollar affect the interdependence among currency exchange rates of RCEP and CPTPP countries?," Finance Research Letters, Elsevier, vol. 62(PA).
- Guo, Dong & Zhou, Peng, 2021.
"The rise of a new anchor currency in RCEP? A tale of three currencies,"
Economic Modelling, Elsevier, vol. 104(C).
- Guo, Dong & Zhou, Peng, 2021. "The Rise of a New Anchor Currency in RCEP? A Tale of Three Currencies," Cardiff Economics Working Papers E2021/23, Cardiff University, Cardiff Business School, Economics Section.
- Siklos, Pierre L., 2018.
"Boom-and-bust cycles in emerging markets: How important is the exchange rate?,"
Journal of Macroeconomics, Elsevier, vol. 56(C), pages 172-187.
- Pierre Siklos, 2018. "Boom-and-Bust Cycles in Emerging Markets: How Important is the Exchange Rate?," LCERPA Working Papers 0108, Laurier Centre for Economic Research and Policy Analysis, revised 30 Jan 2018.
- Marinakis, Yorgos D. & White, Reilly & Walsh, Steven T., 2020. "Lotka–Volterra signals in ASEAN currency exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
- Dayong Zhang & Wanli Zhao & Fei Wu & Qiang Ji, 2020. "Financial Integration in Asia: A Systemic View on Currency Markets," Asian Economic Papers, MIT Press, vol. 19(2), pages 41-58, Summer.
- He, Qing & Wang, Wenqing & Yu, Jishuang, 2023. "Exchange rate co-movements and corporate foreign exchange exposures: A study on RMB," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Krapl, Alain A., 2020. "The time-varying diversifiability of corporate foreign exchange exposure," Journal of Corporate Finance, Elsevier, vol. 65(C).
- Jianxu Liu & Mengjiao Wang & Songsak Sriboonchitta, 2019. "Examining the Interdependence between the Exchange Rates of China and ASEAN Countries: A Canonical Vine Copula Approach," Sustainability, MDPI, vol. 11(19), pages 1-20, October.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2019. "Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach," CESifo Working Paper Series 7537, CESifo.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- repec:zbw:bofrdp:2016_020 is not listed on IDEAS
- Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei, 2018.
"Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB,"
Research in International Business and Finance, Elsevier, vol. 44(C), pages 227-238.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei, 2016. "Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB," Bank of Finland Research Discussion Papers 20/2016, Bank of Finland.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei, 2016. "Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB," Research Discussion Papers 20/2016, Bank of Finland.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016. "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," Discussion Papers of DIW Berlin 1590, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016. "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," CESifo Working Paper Series 5995, CESifo.
- Guglielmo Caporale & Luis Gil-Alana, 2013.
"Long memory in US real output per capita,"
Empirical Economics, Springer, vol. 44(2), pages 591-611, April.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Long Memory in US Real Output per Capita," CESifo Working Paper Series 2671, CESifo.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Long Memory in US Real Output per Capita," Discussion Papers of DIW Berlin 891, DIW Berlin, German Institute for Economic Research.
- de Truchis, Gilles & Keddad, Benjamin, 2013.
"Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 394-412.
- Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," Working Papers halshs-00793503, HAL.
- Gilles De Truchis & Benjamin Keddad, 2013. "Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates," Post-Print hal-01498261, HAL.
- Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," AMSE Working Papers 1229, Aix-Marseille School of Economics, France, revised 05 Nov 2012.
- Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," William Davidson Institute Working Papers Series wp1039, William Davidson Institute at the University of Michigan.
- Shu, Chang & He, Dong & Cheng, Xiaoqiang, 2015.
"One currency, two markets: the renminbi's growing influence in Asia-Pacific,"
China Economic Review, Elsevier, vol. 33(C), pages 163-178.
- Chang Shu & Dong He & Xiaoqiang Cheng, 2014. "One currency, two markets: the renminbi’s growing influence in Asia-Pacific," BIS Working Papers 446, Bank for International Settlements.
- Chang Shu & Dong He & Xiaoqiang Cheng, 2014. "One Currency, Two Markets: The Renminbi's Growing Influence in Asia-Pacific," Working Papers 102014, Hong Kong Institute for Monetary Research.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Poza, Carlos, 2020.
"High and low prices and the range in the European stock markets: A long-memory approach,"
Research in International Business and Finance, Elsevier, vol. 52(C).
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2019. "High and low prices and the range in the European stock markets: a long-memory approach," CESifo Working Paper Series 7652, CESifo.
- Carlos Barros & Luis Gil-Alana, 2013.
"Inflation Forecasting in Angola: A Fractional Approach,"
African Development Review, African Development Bank, vol. 25(1), pages 91-104.
- Carlos P. Barros & Luis A. Gil-Alana, 2013. "Inflation Forecasting in Angola: A Fractional Approach," African Development Review, African Development Bank, vol. 25(1), pages 91-104, March.
- Carlos Barros & Luis Gil-Alana, 2012. "Inflation forecasting in Angola: a fractional approach," CEsA Working Papers 103, CEsA - Centre for African and Development Studies.
- Subramanian Arvind & Kessler Martin, 2013.
"The Renminbi Bloc is Here: Asia Down, Rest of the World to Go?1),"
Journal of Globalization and Development, De Gruyter, vol. 4(1), pages 49-94, August.
- Arvind Subramanian & Martin Kessler, 2012. "The Renminbi Bloc is Here: Asia Down, Rest of the World to Go?," Working Paper Series WP12-19, Peterson Institute for International Economics, revised 2013.
- Barros, Carlos P. & Gil-Alana, Luis A. & Wanke, Peter, 2016. "Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks," Energy Economics, Elsevier, vol. 54(C), pages 88-95.
- Gil-Alana, L.A., 2006.
"Fractional integration in daily stock market indexes,"
Review of Financial Economics, Elsevier, vol. 15(1), pages 28-48.
- L.A. Gil‐Alana, 2006. "Fractional integration in daily stock market indexes," Review of Financial Economics, John Wiley & Sons, vol. 15(1), pages 28-48.
- Pontines, Victor, 2015.
"How useful is an Asian Currency Unit (ACU) index for surveillance in East Asia?,"
Economic Systems, Elsevier, vol. 39(2), pages 269-287.
- Pontines, Victor, 2013. "How Useful Is an Asian Currency Unit (ACU) Index for Surveillance in East Asia?," ADBI Working Papers 413, Asian Development Bank Institute.
- Victor Pontines, 2013. "How Useful Is an Asian Currency Unit (ACU) Index for Surveillance in East Asia?," Governance Working Papers 23398, East Asian Bureau of Economic Research.
- Victor Pontines, 2013. "How Useful Is an Asian Currency Unit (ACU) Index for Surveillance in East Asia?," Finance Working Papers 23398, East Asian Bureau of Economic Research.
- Guglielmo Maria Caporale & Luis Gil‐Alana, 2014.
"Long‐Run and Cyclical Dynamics in the US Stock Market,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(2), pages 147-161, March.
- L.A. Gil-Alana & G.M. caporale, 2004. "Long-run and Cyclical Dynamics in the US Stock Market," Econometric Society 2004 Latin American Meetings 344, Econometric Society.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Long Run And Cyclical Dynamics In The Us Stock Market," Economics and Finance Discussion Papers 05-09, Economics and Finance Section, School of Social Sciences, Brunel University.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007. "Long Run and Cyclical Dynamics in the US Stock Market," CESifo Working Paper Series 2046, CESifo.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Long-run and Cyclical Dynamics in the US Stock Market," Economics Series 155, Institute for Advanced Studies.
- Jeffrey Frankel, 2023.
"Estimation of Nonlinear Exchange Rate Dynamics in Evolving Regimes,"
CID Working Papers
429, Center for International Development at Harvard University.
- Jeffrey A. Frankel & Yao Hou & Danxia Xie, 2024. "Estimation of Nonlinear Exchange Rate Dynamics in Evolving Regimes," NBER Working Papers 32644, National Bureau of Economic Research, Inc.
- Kawai, Masahiro & Pontines, Victor, 2016. "Is there really a renminbi bloc in Asia?: A modified Frankel–Wei approach," Journal of International Money and Finance, Elsevier, vol. 62(C), pages 72-97.
- Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2006.
"Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 142(1), pages 67-91, April.
- Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2003. "Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach," Faculty Working Papers 01/03, School of Economics and Business Administration, University of Navarra.
- Keddad, Benjamin, 2019.
"How do the Renminbi and other East Asian currencies co-move?,"
Journal of International Money and Finance, Elsevier, vol. 91(C), pages 49-70.
- Keddad, Benjamin, 2016. "How do the Renminbi and other East Asian currencies co-move?," MPRA Paper 83782, University Library of Munich, Germany.
- Benjamin Keddad, 2013.
"Exchange rate coordination in Asia under regional currency basket systems,"
Economics Bulletin, AccessEcon, vol. 33(4), pages 2913-2929.
- Benjamin Keddad, 2013. "Exchange rate coordination in Asia under regional currency basket systems," Post-Print hal-01498260, HAL.
- Keddad, Benjamin & Sato, Kiyotaka, 2022. "The influence of the renminbi and its macroeconomic determinants: A new Chinese monetary order in Asia?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
- Gil-Alana, Luis Alberiko & Dettoni, Robinson & Costamagna, Rodrigo & Valenzuela, Mario, 2019. "Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile," Research in International Business and Finance, Elsevier, vol. 49(C), pages 269-281.
- Thomas Willett & Eric M.P. Chiu & Sirathorn (B.J.) Dechsakulthorn & Ramya Ghosh & Bernard Kibesse & Kenneth Kim & Jeff (Yongbok) Kim & Alice Ouyang, 2011. "Classifying international aspects of currency regimes," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 3(4), pages 288-303, November.
- Banerjee, Anindya & Urga, Giovanni, 2005. "Modelling structural breaks, long memory and stock market volatility: an overview," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 1-34.
More about this item
Keywords
ASEAN currencies; Chinese RMB; US dollar peg; Fractional integration; Breaks;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:riibaf:v:44:y:2018:i:c:p:227-238. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ribaf .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.