Are Asian Real Exchange Rates Stationary?
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More about this item
KeywordsReal exchange rates; Asia; mean reversion; nonlinear stationary test; ADF test.;
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-07-29 (All new papers)
- NEP-ETS-2003-07-29 (Econometric Time Series)
- NEP-IFN-2003-07-29 (International Finance)
- NEP-RMG-2003-07-29 (Risk Management)
- NEP-SEA-2003-07-29 (South East Asia)
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