Title of article
Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates
Author/Authors
Yin-Wong Cheung، نويسنده , , Kon S. Lai، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
18
From page
115
To page
132
Keywords
Long swings , Amplified shock response , Long-memory dynamics , Non-monotonic mean reversion , Purchasing power parity
Journal title
Journal of International Money and Finance
Serial Year
2001
Journal title
Journal of International Money and Finance
Record number
191275
Link To Document