مرکز منطقه ای اطلاع رساني علوم و فناوري - Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates

Title of article :

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

Author/Authors :

Yin-Wong Cheung، نويسنده , , Kon S. Lai، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2001

Pages :

From page :

115

To page :

132

Keywords :

Long swings , Amplified shock response , Long-memory dynamics , Non-monotonic mean reversion , Purchasing power parity

Journal title :

Journal of International Money and Finance

Serial Year :

2001

Journal title :

Journal of International Money and Finance

Record number :

191275

Link To Document :