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Nonlinearities or outliers in real exchange rates?. (2008). López Villavicencio, Antonia.
In: Economic Modelling.
RePEc:eee:ecmode:v:25:y:2008:i:4:p:714-730.

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  1. On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes. (2018). Cho, Dooyeon.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:70:y:2018:i:c:p:310-319.

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  2. Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?. (2017). Chan, Felix ; Wali, Muammer ; Manzur, Meher.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:50:y:2017:i:c:p:62-72.

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  3. Outliers and persistence in threshold autoregressive processes. (2016). Donayre, Luiggi ; Ahmad, Yamin ; Yamin, Ahmad.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:20:y:2016:i:1:p:37-56:n:4.

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  4. Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market. (2014). Anwar, Sajid ; Al-Shboul, Mohammad.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:37:y:2014:i:c:p:451-463.

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  5. On price convergence in Eurozone. (2013). Mignon, Valérie ; Guerreiro, David.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:34:y:2013:i:c:p:42-51.

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  6. Searching for nonlinearities in real exchange rates. (2011). Ahmad, Yamin ; Glosser, Stuart.
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2011:i:15:p:1829-1845.

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  7. Is Tunisian Real Effective Exchange Rate Mean Reverting? Evidence from Nonlinear Models. (2011). Haddou, Samira.
    In: Transition Studies Review.
    RePEc:spr:trstrv:v:18:y:2011:i:1:p:164-178.

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  8. EXCHANGE-RATES FORECASTING: EXPONENTIAL SMOOTHING TECHNIQUES AND ARIMA MODELS. (2011). Dezsi, Eva ; Maria, Fat Codruta ; Eva, DEZSI .
    In: Annals of Faculty of Economics.
    RePEc:ora:journl:v:1:y:2011:i:1:p:499-508.

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  9. Asymmetry dynamics in real exchange rates: New results on East Asian currencies. (2010). Liew, Venus ; Chowdhury, Ibrahim ; Baharumshah, Ahmad Zubaidi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:19:y:2010:i:4:p:648-661.

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  10. Nonlinear adjustment of the real exchange rate towards its equilibrium value: A panel smooth transition error correction modelling. (2010). Mignon, Valérie ; López Villavicencio, Antonia ; Béreau, Sophie ; Bereau, Sophie.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:1:p:404-416.

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  11. On Equilibrium Exchange Rates: Is Emerging Asia Different?. (2009). Mignon, Valérie ; López Villavicencio, Antonia ; Lopez-Villavicencio, Antonia.
    In: Working Papers.
    RePEc:cii:cepidt:2009-38.

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  12. Nonlinear Adjustment of the Real Exchange Rate Towards its Equilibrium Value: a Panel Smooth Transition Error Correction Modelling. (2008). Mignon, Valérie ; López Villavicencio, Antonia ; Béreau, Sophie ; Bereau, Sophie.
    In: Working Papers.
    RePEc:cii:cepidt:2008-23.

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  4. On the relationship between nominal exchange rates and domestic and foreign prices. (2007). Peel, David ; Paya, Ivan.
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  5. Does PPP hold in African countries? Further evidence based on a highly dynamic non-linear (logistic) unit root test. (2006). Chang, Tsangyao ; Chu, Hsiao-Ping ; Su, Chi-Wei.
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  7. Phillips-Perron-type unit root tests in the nonlinear ESTAR framework. (2006). Sibbertsen, Philipp ; Rothe, Christoph.
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  9. Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models. (2006). Liew, Venus ; Baharumshah, Ahmad Zubaidi.
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  10. Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment. (2006). Peel, David ; Paya, Ivan.
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  11. A nonparametric measure of convergence towards purchasing power parity. (2006). Shintani, Mototsugu.
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  12. The out-of-sample forecasts of nonlinear long-memory models of the real exchange rate. (2006). Chung, Sang-Kuck .
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  13. The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests. (2006). Kapetanios, George ; Chortareas, Georgios.
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  50. Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration. (2002). PEGUIN-FEISSOLLE, Anne ; Mignon, Valérie ; mathieu, laurent ; Dufrénot, Gilles ; Dufrenot, G..
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