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Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates

Lookup NU author(s): Professor Robert Sollis

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Author(s): Sollis R; Leybourne SJ; Newbold P

Publication type: Article

Publication status: Published

Journal: Journal of Money, Credit, and Banking

Year: 2002

Volume: 34

Issue: 3a

Pages: 686-700

ISSN (print): 0022-2879

ISSN (electronic): 1538-4616

Publisher: Wiley-Blackwell Publishing, Inc.

URL: http://dx.doi.org/10.1353/mcb.2002.0007

DOI: 10.1353/mcb.2002.0007

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