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A fractional cointegration var analysis of exchange rate dynamics

201847 citationsJournal Article

Authors

Luis A. Gil-Alaña · Universidad de Navarra

Héctor Cárcel · Bank of Lithuania

Topics & Keywords

Monetary Policy and Economic Impact Complex Systems and Time Series Analysis Financial Risk and Volatility Modeling

UN Sustainable Development Goals

Partnerships for the goals

Publication Details

Published in: The North American Journal of Economics and Finance

Volume 51, pp. 100848-100848

DOI: 10.1016/j.najef.2018.09.006

Field-Weighted Citation Impact: 12.76

A fractional cointegration var analysis of exchange rate dynamics | Researchclopedia