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The behaviour of the real exchange rate: Evidence from regression quantiles · Study

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ArticleThe behaviour of the real exchange rate: Evidence from regression quantiles

Kleopatra Nikolaou2007

Article2007

The behaviour of the real exchange rate: Evidence from regression quantiles

Kleopatra Nikolaou

45 citations·0/0 files stored·Journal of Banking & Finance

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Global Financial Crisis and Policies

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References

1988Testing for a Unit Root in Time Series Regression 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power 1996The Purchasing Power Parity Puzzle 2002Testing for a unit root in the nonlinear STAR framework 1990Testing for a Unit Root in a Time Series With a Changing Mean 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries

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2020The COVID-19 Black Swan Crisis: Reaction and Recovery of Various Financial Markets 2008Does the law of one price hold in international financial markets? Evidence from tick data 2011Is the evidence for PPP reliable? A sustainability examination of the stationarity of real exchange rates 2011Volatility forecasting of exchange rate by quantile regression 2012The asymmetry of inflation adjustment in Turkey

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2005Asymmetric adjustment and nonlinear dynamics in real exchange ratesarticle · 15 shared references 2011What do we know about real exchange rate nonlinearities?article · 13 shared references 2008Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod‐Balassa‐Samuelson Effect?article · 10 shared references 2006Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how?article · 10 shared references 2006A New Analysis of the Determinants of the Real Dollar-Sterling Exchange Rate: 1871-1994article · 10 shared references 2022The purchasing power parity and exchange‐rate economics half a century onarticle · 10 shared references

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Year2007

Typearticle

Published2007-07-17

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations45

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.jbankfin.2007.05.002

openalex_workW1964072989

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2010

Testing the Purchasing Power Parity Hypothesis for the New Member and Candidate Countries of the European Union: Evidence from Lagrange Multiplier Unit Root Tests with Structural Breaks

2016Quantile unit root test and PPP: evidence from 23 OECD countries

2017Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries