Asymmetric mean reversion and volatility in African real exchange rates-Reference-Cited by-同舟云学术

Asymmetric mean reversion and volatility in African real exchange rates

Published:2017-09-16 Issue:3 Volume:42 Page:575-590
ISSN:1055-0925
Container-title:Journal of Economics and Finance
language:en
Short-container-title:J Econ Finan

Author:

Kuttu Saint^ORCID

Funder

University of Ghana Business School

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance

Link

http://link.springer.com/article/10.1007/s12197-017-9412-z/fulltext.html

Reference59 articles.

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3. Arize AC (2011) Mean reversion in real exchange rates in seventy LDCs: an empirical investigation. Int J Econ Financ 3(5):24–36

4. Arize AC, Malindretos J, Nam K (2010) Cointegration, dynamic structure, and the validity of purchasing power parity in African countries. Int Rev Econ Financ 19(4):755–768

5. Baharumshah AZ, Aggarwal R, Chan T-H (2007) East Asian real exchange rates and PPP: new evidence from panel-data tests. Glob Econ Rev 36(2):103–119

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