Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration

By Dufrénot Gilles   Mathieu Laurent   Mignon Valérie   Péguin-Feissolle Anne  

Applied Economics, Vol. 38, Iss. 2, 2006-02 ,pp. : 203-229

Routledge Ltd

Access to resources Recommend Favorite

Non-linear mean reversion of real exchange rates and purchasing power parity: some evidence from Turkey

By Alba Joseph D.   Park Donghyun  

Applied Economics Letters, Vol. 12, Iss. 11, 2005-09 ,pp. : 701-704

Routledge Ltd

Access to resources Recommend Favorite

Bilinear quadratic ARCH and volatility spillovers in inter-war exchange rates

By Byers J. D.   Peel D. A.  

Applied Economics Letters, Vol. 2, Iss. 7, 1995-07 ,pp. : 215-219

Routledge Ltd

Access to resources Recommend Favorite

The nonlinear time series properties of unemployment rates: some further evidence

By Peel D. A.   Speight A. E. H.  

Applied Economics, Vol. 30, Iss. 2, 1998-02 ,pp. : 287-294

Routledge Ltd

Access to resources Recommend Favorite

Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails

By Pittis N.   Caporale G.M.  

Economic Modelling, Vol. 13, Iss. 1, 1996-01 ,pp. : 1-14

Elsevier

Access to resources Recommend Favorite