Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case

Rania Jammazi and Chaker Aloui

No 2014-198, Working Papers from Department of Research, Ipag Business School

Abstract: The purpose of this paper is to question the traditional conventional view on the exchange rate targeting that real shocks have

Keywords: exchange rates; time series decomposition; HML test; dual long memory. (search for similar items in EconPapers)
JEL-codes: E30 F31 (search for similar items in EconPapers)
Pages: 30 pages
Date: 2014-01-01
New Economics Papers: this item is included in nep-ara, nep-cba, nep-ger and nep-mac
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (7)

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