Linearity and Stationarity of South Asian Real Exchange Rates

The linearity and stationarity of the real exchange rates of India, Nepal, Pakistan and Sri Lanka are investigated using formal linearity and the recently developed nonlinear stationary test procedures. Results obtained show that these real exchange rates are stationary albeit the presence of non l...

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Bibliographic Details

Main Authors:	Venus, Khim-Sen Liew, Lee, Hock-Ann, Lim, Kian-Ping, Lee, Huay-Huay
Format:	Article
Language:	en
Published:	Univesiti Malaysia Sabah (UMS) 2006
Subjects:	HG Finance
Online Access:	http://ir.unimas.my/id/eprint/29591/1/Linearity.pdf http://ir.unimas.my/id/eprint/29591/
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