Asymmetric cointegration relationship among Asian exchange rates

Author:

Chang Shu-Chen

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics

Reference45 articles.

1. Anoruo E, Liew V, Elike U (2006) Nonlinear real exchange rate behavior: are the African currencies exceptional? Int Res J Finance Econ 1:98–111

2. Balke N, Fomby T (1997) Threshold cointegration. Int Econ Rev 38:627–645

3. Bernstein DJ (2000) Generalized purchasing power parity and the case of the European Union as a successful currency area. Atl Econ J 28:385–395

4. Bleaney M, Mizen P (1996) Are real exchange rates stationary? Evidence from sterling bilateral rates 1973–93. Econ Notes 25:465–482

5. Caner M, Hansen BE (2001) Threshold autoregression with a unit root. Econometrica 69:1555–1596

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