Journal article

Does the Australian dollar real exchange rate display mean reversion

OT Henry, N Olekalns

Journal of International Money and Finance | ELSEVIER SCI LTD | Published : 2002

DOI: 10.1016/S0261-5606(02)00018-9

University of Melbourne Researchers

Citation metrics

17Web of Science
29Scopus

Keywords

Long-Memory
Purchasing Power Parity
Autoregressive Approach
Business, Finance
Maximum-Likelihood-Estimation
Arfima
Unit-Root Hypothesis
Social Sciences
Oil-Price Shock
Gold Standard
Great Crash
Time-Series
Long Range Dependence
Cointegration Analysis
Business & Economics
Semiparametric Estimators