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Explaining the European exchange rates deviations: long memory or nonlinear adjustment?. (2008). PEGUIN-FEISSOLLE, Anne ; Mignon, Valérie ; Dufrénot, Gilles ; Dufrenot, Gilles ; Mathieu, Laurent ; Lardic, Sandrine .
In: Post-Print.
RePEc:hal:journl:halshs-00390141.

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  1. Real exchange rate and asymmetric shocks in the West African Monetary Zone (WAMZ). (2019). Baimbridge, Mark ; Litsios, Ioannis ; Adu, Raymond.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:59:y:2019:i:c:p:232-249.

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  2. What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country?. (2018). Ftiti, Zied ; Chaouachi, Slim.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:16:y:2018:i:3:d:10.1007_s40953-017-0098-z.

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  3. Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market. (2016). Gil-Alana, Luis ; Chen, Zhongfei ; Barros, Carlos P.
    In: Empirical Economics.
    RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1063-3.

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  4. Tracking exchange rate management in Latin America. (2015). Carrera, Cesar.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:25:y:2015:i:1:p:35-41.

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  5. Tracking exchange rate management in Latin America. (2015). Carrera, Cesar.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:25:y:2015:i:c:p:35-41.

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  6. Tracking the Exchange Rate Management in Latin America. (2015). Carrera, Cesar.
    In: Working Papers.
    RePEc:apc:wpaper:2015-028.

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  7. Tracking the Exchange Rate Management in Latin America. (2014). Carrera, Cesar.
    In: Working Papers.
    RePEc:rbp:wpaper:2014-020.

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  8. Modelling the Real Exchange Rate: A new Sequential Approach. (2014). Chaouachi, Slim .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-390.

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  9. Explaining the Tunisian Real Exchange: Long Memory versus Structural Breaks. (2014). chaouachi, slim ; Ftiti, Zied.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-147.

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  10. Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements. (2014). Yoon, Seong-Min ; Mensi, walid ; Hammoudeh, Shawkat.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:30:y:2014:i:c:p:101-119.

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  11. Bandwidth selection by cross-validation for forecasting long memory financial time series. (2014). Papailias, Fotis ; Baillie, Richard T. ; Kapetanios, George.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:29:y:2014:i:c:p:129-143.

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  12. Carry-trades on the yen and the Swiss franc: are they different?. (2013). Mollick, Andre ; Assefa, Tibebe .
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:37:y:2013:i:3:p:402-423.

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  13. Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate. (2013). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:29:y:2013:i:c:p:1-9.

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  14. Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate. (2013). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1294.

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  15. Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate. (2013). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4224.

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  16. Purchasing power parity and the long memory properties of real exchange rates: does one size fit all?. (2011). PEGUIN-FEISSOLLE, Anne ; Boutahar, Mohamed ; Gente, Karine ; ALOY, Marcel.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00559170.

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  17. Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all?. (2011). PEGUIN-FEISSOLLE, Anne ; Boutahar, Mohamed ; Gente, Karine ; ALOY, Marcel.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:1279-1290.

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  18. Nonlinear adjustment of the real exchange rate towards its equilibrium value: A panel smooth transition error correction modelling. (2010). Mignon, Valérie ; López Villavicencio, Antonia ; Béreau, Sophie ; LopezVillavicencio, Antonia ; Bereau, Sophie .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:1:p:404-416.

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  19. Further on nonlinearity, persistence, and integration properties of real exchange rates. (2009). Kili, Rehim .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:2:p:207-221.

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  20. On Equilibrium Exchange Rates: Is Emerging Asia Different?. (2009). Mignon, Valérie ; López Villavicencio, Antonia ; Lopez-Villavicencio, Antonia.
    In: Working Papers.
    RePEc:cii:cepidt:2009-38.

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  21. TESTING FOR FRACTIONAL INTEGRATION IN SOUTHERN AFRICAN DEVELOPMENT COMMUNITY REAL EXCHANGE RATES. (2009). GUPTA, RANGAN ; van Eyden, Renee ; Mokoena, Thabo m..
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:77:y:2009:i:4:p:531-537.

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  22. Nonlinearities or outliers in real exchange rates?. (2008). López Villavicencio, Antonia.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:25:y:2008:i:4:p:714-730.

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  23. Nonlinear Adjustment of the Real Exchange Rate Towards its Equilibrium Value: a Panel Smooth Transition Error Correction Modelling. (2008). Mignon, Valérie ; López Villavicencio, Antonia ; Béreau, Sophie ; LopezVillavicencio, Antonia ; Bereau, Sophie .
    In: Working Papers.
    RePEc:cii:cepidt:2008-23.

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