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Are Southeast Asian Real Exchange Rates Mean Reverting?. (2012). ZENG, SONGLIN ; Bec, Frédérique.
In: THEMA Working Papers.
RePEc:ema:worpap:2012-25.

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Cocites

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  1. The ASEAN experience of the purchasing power parity theory. (2018). Murad, S. M. Woahid ; Hossain, Mohammad Amzad ; Woahid, S M.
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  2. Does purchasing power parity hold sometimes? Regime switching in real exchange rates. (2013). Yoon, Gawon ; Lee, Hwa-Taek.
    In: Applied Economics.
    RePEc:taf:applec:45:y:2013:i:16:p:2279-2294.

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  3. Are Southeast Asian real exchange rates mean reverting?. (2013). ZENG, SONGLIN ; Bec, Frédérique.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:23:y:2013:i:c:p:265-282.

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  4. The impact of mean reversion model on portfolio investment strategies: Empirical evidence from emerging markets. (2013). Sevim, Serafettin ; Akarim, Yasemin Deniz .
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  5. Is the stationarity of the yen real exchange rates a puzzle? This paper attempts to shed light on the puzzling finding that the results of applying the conventional or nonlinear unit root tests to the. (2012). Zhou, SU.
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  6. Mean reversion in bilateral real exchange rates: evidence from the Malaysian ringgit. (2012). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi.
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  7. Exchange Rate Behaviour: Implication for West African Monetary Zone. (2012). Adam, Anokye ; Agyapong, Daniel.
    In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
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  8. Are Southeast Asian Real Exchange Rates Mean Reverting?. (2012). ZENG, SONGLIN ; Bec, Frédérique.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00685812.

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  9. Are Southeast Asian Real Exchange Rates Mean Reverting?. (2012). ZENG, SONGLIN ; Bec, Frédérique.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2012-25.

    Full description at Econpapers || Download paper

  10. Reassessing the Link between the Japanese Yen and Emerging Asian Currencies. (2011). Min, Hong-Ghi ; Kim, Bong-Han.
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  11. ARE ASIA-PACIFIC REAL EXCHANGE RATES STATIONARY? A REGIME-SWITCHING PERSPECTIVE. (2010). Holmes, Mark.
    In: Pacific Economic Review.
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  12. .

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  13. The purchasing power parity of Southeast Asian currencies: A time-varying coefficient approach. (2009). Oh, Keun-Yeob ; Kim, Bong-Han.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:1:p:96-106.

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  14. PURCHASING POWER PARITY IN LESS?DEVELOPED AND TRANSITION ECONOMIES: A REVIEW PAPER. (2009). Hegerty, Scott ; Bahmani-Oskooee, Mohsen.
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  15. Exchange Rate Policies: Fact or Fiction in the Rise of High Performance Asian Economies. (2008). Subasat, Turan.
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  16. Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging. (2008). Kunst, Robert ; Jumah, Adusei .
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  17. Financial Integration in the Pacific Basin Region: RIP by PANIC Attack?. (2008). Bonham, Carl ; Amornthum, Somchai.
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  18. Adaptive consistent unit-root tests based on autoregressive threshold model. (2008). Guay, Alain ; Guerre, Emmanuel ; Bec, Frédérique.
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  19. International evidence on stochastic and deterministic monetary neutrality. (2008). Noriega, Antonio ; Soria, Luis M. ; Velazquez, Ramon.
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  22. Re-examining purchasing power parity for East-Asian currencies: 1976-2002. (2007). Chan, Tze-Haw ; Fountas, Stilianos ; Baharumshah, Ahmad Zubaidi ; Tze-Haw, Chan.
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  23. Is North and Southeast Asia becoming a yen block?. (2007). Kearney, Colm ; Muckley, Cal.
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