Asymmetry dynamics in real exchange rates: New results on East Asian currencies

International Review of Economics and Finance

Volumn 19, Issue 4, 2010, Pages 648-661

  Baharumshah, Ahmad Zubaidi ^a   Liew, Venus Khim Sen ^b   Chowdhury, Ibrahim ^c  

^a UNIVERSITY PUTRA MALAYSIA   (Malaysia)

^b UNIVERSITI MALAYSIA SARAWAK   (Malaysia)

^c SWISS NATIONAL BANK   (Switzerland)

Author keywords

East Asian; Mean reversion; Nonlinear; Real exchange rate; STAR

Indexed keywords

EID: 77956650837     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.iref.2010.03.002     Document Type: Article

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