Is Real Exchange Rate Mean Reversion Caused By Arbitrage?

Mapping Intimacies ◽

10.3386/w6162 ◽

1997 ◽

Cited By ~ 8

Author(s):

Jose Campa ◽

Holger Wolf

Keyword(s):

Exchange Rate ◽

Real Exchange Rate ◽

Mean Reversion

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Real Exchange Rate Mean Reversion and International Portfolio Allocation

SSRN Electronic Journal ◽

10.2139/ssrn.967416 ◽

2007 ◽

Author(s):

Marco Airaudo ◽

Marcos Buscaglia

Keyword(s):

Exchange Rate ◽

Real Exchange Rate ◽

Mean Reversion ◽

Portfolio Allocation ◽

International Portfolio

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Does the Australian dollar real exchange rate display mean reversion

Journal of International Money and Finance ◽

10.1016/s0261-5606(02)00018-9 ◽

2002 ◽

Vol 21 (5) ◽

pp. 651-666 ◽

Cited By ~ 29

Author(s):

Ólan T Henry ◽

Nilss Olekalns

Keyword(s):

Exchange Rate ◽

Real Exchange Rate ◽

Mean Reversion ◽

Australian Dollar

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The real exchange rate in Brazil Mean reversion or random walk in the long run?

International Review of Economics & Finance ◽

10.1016/s1059-0560(99)00009-x ◽

1999 ◽

Vol 8 (1) ◽

pp. 115-126 ◽

Cited By ~ 10

Author(s):

André Varella Mollick

Keyword(s):

Exchange Rate ◽

Random Walk ◽

Real Exchange Rate ◽

Mean Reversion ◽

The Real ◽

Long Run

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Generalized long memory and mean reversion of the real exchange rate

Applied Economics ◽

10.1080/00036840701721349 ◽

2010 ◽

Vol 42 (11) ◽

pp. 1377-1386

Author(s):

Stefan C. Norrbin ◽

Aaron D. Smallwood

Keyword(s):

Exchange Rate ◽

Real Exchange Rate ◽

Long Memory ◽

Mean Reversion ◽

The Real

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Purchasing Power Parity (PPP) with Structural Break and Mean Reversion in Real Exchange Rate: The Case of Bangladesh Taka and US Dollar

SSRN Electronic Journal ◽

10.2139/ssrn.3303028 ◽

2018 ◽

Author(s):

Javed Bin Kamal

Keyword(s):

Exchange Rate ◽

Real Exchange Rate ◽

Purchasing Power Parity ◽

Structural Break ◽

Mean Reversion ◽

Purchasing Power ◽

Power Parity ◽

Us Dollar

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Analysis of World Crude Palm Oil Prices on the Real Exchange Rate: A Case Study of Indonesia and Malaysia

International Centre of Economics, Humanities and Management (ICEHM) May 29-30, 2015 London (UK) ◽

10.15242/icehm.ed0515510 ◽

2015 ◽

Keyword(s):

Exchange Rate ◽

Real Exchange Rate ◽

Palm Oil ◽

Oil Prices ◽

Crude Palm Oil ◽

The Real

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The Computation of a Real Exchange Rate Index in Colombia: A Survey

SSRN Electronic Journal ◽

10.2139/ssrn.1002141 ◽

2007 ◽

Author(s):

Roberto Carlos Fortich

Keyword(s):

Exchange Rate ◽

Real Exchange Rate

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Growth and the Real Exchange Rate - Evidence from Eleven Countries

SSRN Electronic Journal ◽

10.2139/ssrn.1009396 ◽

2001 ◽

Author(s):

Mark Crosby ◽

Glenn Otto

Keyword(s):

Exchange Rate ◽

Real Exchange Rate ◽

The Real

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Non Tradable Goods and the Real Exchange Rate

SSRN Electronic Journal ◽

10.2139/ssrn.1018864 ◽

2007 ◽

Cited By ~ 8

Author(s):

Pau Rabanal ◽

Vicente Tuesta Reátegui

Keyword(s):

Exchange Rate ◽

Real Exchange Rate ◽

The Real ◽

Tradable Goods

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The Real Exchange Rate and its Real Fundamentals: A Story of Success in a Nutshell

SSRN Electronic Journal ◽

10.2139/ssrn.1354156 ◽

2009 ◽

Author(s):

Emmanuel V. Pikoulakis

Keyword(s):

Exchange Rate ◽

Real Exchange Rate ◽

The Real

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