Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?
Christopher Baum,
John Barkoulas and
Mustafa Caglayan ()
Journal of International Financial Markets, Institutions and Money, 1999, vol. 9, issue 4, 359-376
Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:eee:intfin:v:9:y:1999:i:4:p:359-376
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