Non-Linearity and Non-Stationarity of Exchange Rate Time Series in Three Central-Eastern European Countries Regarding the CHF Currency in 2014 and 2015
Our paper deals with the consequences of the Swiss National Bank’s decision in January 2015 related to the CHF/EUR exchange rate regarding the non-linearity of the RON/CHF, HUF/CHF, and PLN/CHF exchange rate time series. The analysis focuses on the 2014 and 2015 years, respectively, using the daily...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2016-12-01
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| Series: | Acta Universitatis Sapientiae: Economics and Business |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/auseb-2016-0002 |