What is the Shape of Real Exchange Rate Nonlinearity?
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- Stephen Norman & Kerk Phillips, 2013. "What is the shape of real exchange rate nonlinearity?," Applied Financial Economics, Taylor & Francis Journals, vol. 23(5), pages 363-375, March.
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Keywords
exchange rate dynamics; mean reversion;JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
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