Tests for symmetric and asymmetric nonlinear mean reversion in real exchange rates

Journal of Money, Credit and Banking

Volumn 34, Issue 3 I, 2002, Pages 686-700

  Sollis, Robert ^a   Leybourne, Stephen ^a   Newbold, Paul ^a  

^a DURHAM UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036679355     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.1353/mcb.2002.0007     Document Type: Article

References (35)

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