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...

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Detalhes bibliográficos

Principais autores:	Madaras Szilárd, Györfy Lehel
Formato:	Artigo
Idioma:	Inglês
Publicado em:	Scientia Publishing House 2016-12-01
coleção:	Acta Universitatis Sapientiae: Economics and Business
Assuntos:	time series model unit root tests threshold unit root test exchange rates c22 time-series models f31 foreign exchange
Acesso em linha:	https://doi.org/10.1515/auseb-2016-0002
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