Nonlinear mean-reversion in Southeast Asian real exchange rates-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Nonlinear mean-reversion in Southeast Asian real exchange rates

Published:2011-06-24 Issue:19 Volume:21 Page:1409-1421
ISSN:0960-3107
Container-title:Applied Financial Economics
language:en
Short-container-title:Applied Financial Economics

Author:

Choi Doo-Yull¹,Kim Bong-Han²,Kim See-Won³

Affiliation:

1. a Department of Industrial Management , Korea University of Technology and Education , Chenan, Republic of Korea

2. b Department of International Economics , Kongju National University , Kongju, Republic of Korea

3. c Department of Economics , Chonnam National University , Gwangju, Republic of Korea

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/09603107.2011.572851

Reference39 articles.

1. Evidence of long-run purchasing power parity: analysis of real asian exchange rates in terms of the Japanese yen

2. Cointegration among Asian currencies: Evidence of the increasing influence of the Japanese yen

3. Purchasing power parity in Brazil: a test for fractional cointegration

4. Does PPP hold between Asian and Japanese economies? Evidence using panel unit root and panel cointegration

5. Threshold Cointegration

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Testing PPP hypothesis under considerations of nonlinear and asymmetric adjustments: new international evidence;Empirica;2024-09-05

2. OECD Ülkelerinde Satın Alma Gücü Paritesinin İncelenmesi: Doğrusal Olmayan Yapısal Kırılmalı Birim Kök Testinden Yeni Kanıtlar;Sosyoekonomi;2023-07-26

3. Facing up to the polysemy of purchasing power parity: New international evidence;Economic Modelling;2021-05

4. Testing the Validity of PPP Theory for Turkey: Nonlinear Unit Root Testing;Procedia Economics and Finance;2016

5. Are Southeast Asian real exchange rates mean reverting?;Journal of International Financial Markets, Institutions and Money;2013-02

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3