Non-linearities in the relation between the exchange rate and its fundamentals

International Journal of Finance and Economics

Volumn 15, Issue 1, 2010, Pages 1-21

  Altavillaa, Carlo ^a   De Grauweb, Paul ^b  

^a UNIVERSITY OF NAPLES FEDERICO II   (Italy)

^b UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Fundamentals; Markov switching model; Non linearity

Indexed keywords

EMPIRICAL ANALYSIS; EXCHANGE RATE; MACROECONOMICS; MARKOV CHAIN; NONLINEARITY; NUMERICAL MODEL;

EID: 77950834705     PISSN: 10769307     EISSN: 10991158     Source Type: Journal    
DOI: 10.1002/ijfe.384     Document Type: Article

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