A study in international finance and exchange rates using time-varying coefficients regression
The first essay of the thesis investigates currency misalignments and their magnitude for the Chinese yuan (CNY), the Japanese yen (JPY) and the British pound (GBP). We employ the model-based exchange market pressure. Conversion factors required to estimate the pressure on the currency are computed...
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University of Leicester
2012
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.551928 |