The performance of one belt and one road exchange rate: Based on improved singular spectrum analysis

Author:

Lai Lin,Guo Kun

Funder

National Natural Science Foundation of China

Shandong Independent Innovation and Achievement Transformation Special Fund of China

Open Project of Key Laboratory of Big Data Mining and Knowledge Management, Chinese Academy of Sciences

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference32 articles.

1. Empirical exchange rate models of the seventies: Do they fit out of sample?;Meese;J. Int. Econ.,1983

2. Jeffrey A. Frankel, Kenneth A. Froot, Using survey data to test some standard propositions regarding exchange rate expectations, 1985.

3. Chartists, Fundamentalists. “the Demand for Dollars”. Private Behaviour and Government Policy in Interdependent Economies, ed. AS Courakis and MP Taylor. Oxford, 1990.

4. Optimal international reserves: a stochastic framework;Frenkel;Econom. J.,1981

5. Cointegration and tests of purchasing power parity;Corbae;Rev. Econ. Stat.,1988

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