Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5
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KeywordsPurchasing power parity; Real exchange rate; ASEAN; Nonlinear unit root test; STAR model.;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
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