Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates

B-Tier
Journal: Journal of International Money and Finance
Year: 2001
Volume: 20
Issue: 1
Pages: 115-132

Authors (2)

Cheung, Yin-Wong (University of California-Santa...) Lai, Kon S. (not in RePEc)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:jimfin:v:20:y:2001:i:1:p:115-132
Journal Field
International
Author Count
2
Added to Database
2026-01-25