Asymmetric mean reversion and volatility in African real exchange rates

2017 ◽  
Vol 42 (3) ◽  
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Saint Kuttu
Keyword(s):  
Exchange Rates ◽  
Real Exchange Rates ◽  
Mean Reversion

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Vol 21 (19) ◽  
pp. 1409-1421 ◽  
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Doo-Yull Choi ◽  
Bong-Han Kim ◽  
See-Won Kim
Keyword(s):  
Exchange Rates ◽  
Real Exchange Rates ◽  
Mean Reversion ◽  
Southeast Asian ◽  
Nonlinear Mean Reversion

Mean reversion in real exchange rates

1994 ◽  
Vol 46 (3) ◽  
pp. 251-256 ◽  
Author(s):  
Yin-Wong Cheung ◽  
Kon S. Lai
Keyword(s):  
Exchange Rates ◽  
Real Exchange Rates ◽  
Mean Reversion

Nonlinear mean reversion in real exchange rates

2002 ◽  
Vol 77 (3) ◽  
pp. 411-417 ◽  
Author(s):  
Georgios E. Chortareas ◽  
George Kapetanios ◽  
Yongcheol Shin
Keyword(s):  
Exchange Rates ◽  
Real Exchange Rates ◽  
Mean Reversion ◽  
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2000 ◽  
Vol 69 (3) ◽  
pp. 285-288 ◽  
Author(s):  
Luis A. Gil-Alana
Keyword(s):  
Exchange Rates ◽  
Real Exchange Rates ◽  
Mean Reversion ◽  
The Real

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2004 ◽  
Vol 19 (2) ◽  
pp. 147-170 ◽  
Author(s):  
L. Vanessa Smith ◽  
Stephen Leybourne ◽  
Tae-Hwan Kim ◽  
Paul Newbold
Keyword(s):  
Panel Data ◽  
Exchange Rates ◽  
Unit Root ◽  
Real Exchange Rates ◽  
Mean Reversion ◽  
Unit Root Tests

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2013 ◽  
Vol 118 (2) ◽  
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Jingping Gu ◽  
Qi Li ◽  
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Keyword(s):  
Exchange Rates ◽  
Real Exchange Rates ◽  
Mean Reversion ◽  
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