Exchange rate cointegration across central bank regime shifts
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Stéphane GOUTTE & Benteng Zou, 2011. "Foreign exchange rates under Markov Regime switching model," CREA Discussion Paper Series 11-16, Center for Research in Economic Analysis, University of Luxembourg.
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- Marcelo Dabos & V. Hugo Juan- Ramon, 1998. "Real Exchange Rate Response to Capital Flows in Mexico: An Empirical Analysis," Working Papers 21, Universidad de San Andres, Departamento de Economia, revised Dec 1999.
More about this item
KeywordsBanks and banking; Central ; Cointegration ; Foreign exchange rates;
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