Browsing by Subject "Dollar"

Sort by: Order: Results:

  • Bertram, Philip; Flock, Teresa; Ma, Jun; Sibbertsen, Philipp (Oxford : Wiley-Blackwell, 2022)
    We propose a new nonlinear Markov-STAR model to capture both the Markov switching and smooth transition dynamics for real exchange rates. We derive stationarity conditions for the model and apply it to the real exchange ...