Artikel
Are exchange rates really free from seasonality? An exploratory analysis on monthly time series
This study deals with the seasonality of monthly time series of nominal exchange rates. Available literature overlooks seasonality in nominal bilateral exchange rates, and generally assumes that such rates are non-seasonal. We show that seasonality is absent in recent data, while it was present in selected cases from the Seventies and Eighties of the past century. We suggest that these pieces of evidence are consistent with the general equilibrium models of exchange rate determination.
- Sprache
-
Englisch
- Erschienen in
-
Journal: The Open Economics Journal ; ISSN: 1874-9194h ; Volume: 4 ; Year: 2011 ; Pages: 44-48 ; Sharjah: Bentham Open
- Klassifikation
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Wirtschaft
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Foreign Exchange
- Thema
-
seasonality
exchange rates
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Cellini, Roberto
Cuccia, Tiziana
- Ereignis
-
Veröffentlichung
- (wer)
-
Bentham Open
- (wo)
-
Sharjah
- (wann)
-
2011
- DOI
-
doi:10.2174/1874919401104010044
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Cellini, Roberto
- Cuccia, Tiziana
- Bentham Open
Entstanden
- 2011
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