Asymmetric cointegration relationship among Asian exchange rates
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DOI: 10.1007/s10644-008-9044-6
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Citations
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Cited by:
- Duasa, Jarita, 2009. "Asymmetric cointegration relationship between real exchange rate and trade variables: The case of Malaysia," MPRA Paper 14535, University Library of Munich, Germany.
- Khalid Kisswani & Salah Nusair, 2014. "Nonlinear convergence in Asian interest and inflation rates: evidence from Asian countries," Economic Change and Restructuring, Springer, vol. 47(3), pages 155-186, August.
More about this item
Keywords
Threshold autoregressive process; Asymmetric adjustment; Threshold error-correction; E4; F31;JEL classification:
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- F31 - International Economics - - International Finance - - - Foreign Exchange
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