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pro vyhledávání: '"Khong, Wye Leong Roy"'
Using monthly frequency data from 1981 to 2005, we test for the potential mean reversion of Japan-US real exchange rates using newly improved unit root tests allowing for endogenous (unknown) break(s) in the linear as well as non-linear manner. Both
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::c68dfbd1a4cb70a36df88fcfc362ce1a
https://mpra.ub.uni-muenchen.de/3406/1/MPRA_paper_3406.pdf
https://mpra.ub.uni-muenchen.de/3406/1/MPRA_paper_3406.pdf
Autor:
Chan, Tze-Haw, Khong, Wye Leong Roy
Currency crises and financial instability in the 1990s have increased the needs of regional cooperation, hence leading to the proposition of optimal currency area (OCA). But only if shocks are symmetric, the cost of relinquish the flexible monetary p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::a520cdf843140f9c8b6fa2de3adbbc24
https://mpra.ub.uni-muenchen.de/11305/1/MPRA_paper_11305.pdf
https://mpra.ub.uni-muenchen.de/11305/1/MPRA_paper_11305.pdf
To examine the validity of real interest parity (RIP), this study provides empirical evidences concerning the dynamic linkages of real interest rates among ASEAN-5 and the mean reversion behaviors of real interest differentials of ASEAN-5.vis-à-vis
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::f4d75537603c4aab03dabf435351f56d
https://mpra.ub.uni-muenchen.de/2209/1/MPRA_paper_2209.pdf
https://mpra.ub.uni-muenchen.de/2209/1/MPRA_paper_2209.pdf