Nonlinear mean-reversion in real exchange rates: toward a solution to the purchasing power parity puzzles

Economics

Research output: Contribution to Journal/Magazine › Journal article

Published

Standard

Nonlinear mean-reversion in real exchange rates: toward a solution to the purchasing power parity puzzles. / Sarno, L; Peel, D; Taylor, M P.
In: International Economic Review, Vol. 42, No. 4, 2001, p. 1015-1042.

Research output: Contribution to Journal/Magazine › Journal article

Bibtex

@article{a65aabeb0a704c29bf2434ff4f1b1b5b,

title = "Nonlinear mean-reversion in real exchange rates: toward a solution to the purchasing power parity puzzles",

author = "L Sarno and D Peel and Taylor, {M P}",

year = "2001",

language = "English",

volume = "42",

pages = "1015--1042",

journal = "International Economic Review",

issn = "0020-6598",

publisher = "WILEY-BLACKWELL PUBLISHING, INC",

number = "4",

}

RIS

TY - JOUR

T1 - Nonlinear mean-reversion in real exchange rates: toward a solution to the purchasing power parity puzzles

AU - Sarno, L

AU - Peel, D

AU - Taylor, M P

PY - 2001

Y1 - 2001

M3 - Journal article

VL - 42

SP - 1015

EP - 1042

JO - International Economic Review

JF - International Economic Review

SN - 0020-6598

IS - 4

ER -

Research