Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange
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DOI: 10.1007/s11294-011-9315-2
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More about this item
Keywords
Structural exchange rate models; Cointegration; Structural breaks; Switching regression; Time-varying coefficient approach; F30; G15;All these keywords.
JEL classification:
- F30 - International Economics - - International Finance - - - General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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