Add to ORKGTime series evidence on exchange rates has been unable to reject the random walk hypothesis. A simple structural model that accounts for target zone nonlinearities provides conclusive evidence of mean reversion in EMS exchange rates.Numéro Spécial « Special Issue on Nonlinear Financial Analysis :Editorial Introduction » Guest Editor :Catherine Kyrtsouinfo:eu-repo/semantics/publishe
Recent empirical research by Mark Taylor and co-authors has found evidence of hybrid dynamics for th...
It is demonstrated that the forecasting power of the flexible price monetary model of exchange rates...
International audienceRecent studies on general equilibrium models with transaction costs show that ...
This paper tests for nonlinearity in EMS exchange rates using the bispectrum. The early experience o...
We provide evidence on nonlinear mean reversion in the real exchange rates of developing and emergin...
We study whether the nonlinear behavior of the real exchange rate can help us account for the lack o...
International audienceWe confirm the presence of substantial nonlinearities in real exchange rate dy...
We fit nonlinearly mean-reverting models to real dollar exchange rates over the post-Bretton Woods p...
We fit nonlinearly mean-reverting models to real dollar exchange rates over the post-Bretton Woods p...
We confirm the presence of substantial nonlinearities in real exchange rate dynamics at the sectoral...
We estimate a target zone model for three ERM exchange rates for 1983–6 and 1987–91 by the method of...
Recent empirical research by Mark Taylor and coauthors has found evidence of hybrid dynamics for re...
We fit nonlinearly mean-reverting models to real dollar exchange rates over the post-Bretton Woods p...
In the first chapter; we consider nonlinear transformations of random walks driven by thick-tailed i...
We provide evidence on nonlinear mean reversion in the real exchange rates of developing and emergin...
Recent empirical research by Mark Taylor and co-authors has found evidence of hybrid dynamics for th...
It is demonstrated that the forecasting power of the flexible price monetary model of exchange rates...
International audienceRecent studies on general equilibrium models with transaction costs show that ...
This paper tests for nonlinearity in EMS exchange rates using the bispectrum. The early experience o...
We provide evidence on nonlinear mean reversion in the real exchange rates of developing and emergin...
We study whether the nonlinear behavior of the real exchange rate can help us account for the lack o...
International audienceWe confirm the presence of substantial nonlinearities in real exchange rate dy...
We fit nonlinearly mean-reverting models to real dollar exchange rates over the post-Bretton Woods p...
We fit nonlinearly mean-reverting models to real dollar exchange rates over the post-Bretton Woods p...
We confirm the presence of substantial nonlinearities in real exchange rate dynamics at the sectoral...
We estimate a target zone model for three ERM exchange rates for 1983–6 and 1987–91 by the method of...
Recent empirical research by Mark Taylor and coauthors has found evidence of hybrid dynamics for re...
We fit nonlinearly mean-reverting models to real dollar exchange rates over the post-Bretton Woods p...
In the first chapter; we consider nonlinear transformations of random walks driven by thick-tailed i...
We provide evidence on nonlinear mean reversion in the real exchange rates of developing and emergin...
Recent empirical research by Mark Taylor and co-authors has found evidence of hybrid dynamics for th...
It is demonstrated that the forecasting power of the flexible price monetary model of exchange rates...
International audienceRecent studies on general equilibrium models with transaction costs show that ...