Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates

2001 ◽  
Vol 20 (1) ◽  
pp. 115-132 ◽  
Author(s):  
Yin-Wong Cheung ◽  
Kon S Lai
Keyword(s):  
Exchange Rates ◽  
Long Memory ◽  
Real Exchange Rates ◽  
Mean Reversion ◽  
Nonlinear Mean Reversion ◽  
Japanese Yen

Nonlinear mean-reversion in Southeast Asian real exchange rates

2011 ◽  
Vol 21 (19) ◽  
pp. 1409-1421 ◽  
Author(s):  
Doo-Yull Choi ◽  
Bong-Han Kim ◽  
See-Won Kim
Keyword(s):  
Exchange Rates ◽  
Real Exchange Rates ◽  
Mean Reversion ◽  
Southeast Asian ◽  
Nonlinear 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 ◽  
Nonlinear Mean Reversion
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