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Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates

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  • Cheung, Yin-Wong
  • Lai, Kon S.
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  • Cheung, Yin-Wong & Lai, Kon S., 2001. "Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates," Journal of International Money and Finance, Elsevier, vol. 20(1), pages 115-132, February.
    • Handle: RePEc:eee:jimfin:v:20:y:2001:i:1:p:115-132
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