How to cite this paper
Shafi, K., Hua, L., Satti, J & Idrees, Z. (2015). A comparative study of United States and China exchange rate behavior: A co integration analysis.Management Science Letters , 5(2), 181-188.
Refrences
Adiguzel, U., Sahbaz, A., Ozcan, C. C., & Nazlioglu, S. (2014). The behavior of Turkish exchange rates: A panel data perspective. Economic Modelling, 42, 177-185.
Asafu-Adjaye, J. (2000). The relationship between energy consumption, energy prices and economic growth: time series evidence from Asian developing countries. Energy economics, 22(6), 615-625.
Banerjee, A. (1999). Panel data unit roots and cointegration: an overview. Oxford Bulletin of Economics and statistics, 61(S1), 607-629.
Box, G. p. and Jenkins, GM (1976). Time Series Analysis: Forecasting and Control, revised edition: Holden-Day, San Francisco.
Brada, J. C., Kutan, A. M., & Zhou, S. (1997). The exchange rate and the balance of trade: the Turkish experience. The Journal of Development Studies, 33(5), 675-692.
Cantor, D., & Land, K. C. (1985). Unemployment and crime rates in the post-World War II United States: A theoretical and empirical analysis. American Sociological Review, 317-332.
Cooper, S. D., Walde, S. J., & Peckarsky, B. L. (1990). Prey exchange rates and the impact of predators on prey populations in streams. Ecology, 1503-1514.
de Jes?s, R., Ortiz, E., & Cabello, A. (2013). Long run peso/dollar exchange rates and extreme value behavior: Value at Risk modeling. The North American Journal of Economics and Finance, 24, 139-152.
Easterly, W. (2005). What did structural adjustment adjust?: The association of policies and growth with repeated IMF and World Bank adjustment loans. Journal of development economics, 76(1), 1-22.
Eun, C. S., Kim, S.-H., & Lee, K. (2014). Currency competition between the dollar and euro: Evidence from exchange rate behaviors. Finance Research Letters.
Frankel, J. A., & Wei, S. J. (2007). Assessing China & apos; s exchange rate regime. Economic Policy, 22(51), 575-627.
Freund, C., & Pierola, M. D. (2008). Export surges: The power of a competitive currency.
Hartmann, P. (1998). Currency competition and foreign exchange markets: the dollar, the yen and the euro: Cambridge University Press.
Hau, H., & Rey, H. (2006). Exchange rates, equity prices, and capital flows. Review of Financial Studies, 19(1), 273-317.
Johansen, S. (1988). Statistical analysis of cointegration vectors. Journal of economic dynamics and control, 12(2), 231-254.
Johansen, S., & Juselius, K. (1990). Maximum likelihood estimation and inference on cointegration-with applications to the demand for money. Oxford Bulletin of Economics and statistics, 52(2), 169-210.
Johnson, L., Buckley, B., Kocher, P. C., & Meffert, P. (2006). Routing methods and systems for increasing payment transaction volume and profitability: Google Patents.
Katusiime, L., Shamsuddin, A., & Agbola, F. W. (2015). Macroeconomic and market microstructure modelling of Ugandan exchange rate. Economic Modelling, 45, 175-186.
Khan, M. S., & Montiel, P. J. (1987). Real exchange rate dynamics in a small, primary-exporting country. Staff Papers-International Monetary Fund, 681-710.
Kiguel, M. A., & Ghei, N. (1993). Devaluation in low-inflation economies: The World Bank.
Kim, S.-J., McKenzie, M. D., & Faff, R. W. (2004). Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets. Journal of Multinational Financial Management, 14(3), 217-232.
Koray, F., & McMillin, W. D. (2006). Fiscal shocks, the trade balance, and the exchange rate. LSU Deparment of Economic Working Paper, 2.
Krugman, P. R. (1986). Pricing to market when the exchange rate changes: National Bureau of Economic Research Cambridge, Mass., USA.
Lee, C.-H., & Chou, P.-I. (2013). The behavior of real exchange rate: Nonlinearity and breaks. International Review of Economics & Finance, 27, 125-133.
Maddala, G. S., & Kim, I.-M. (1998). Unit roots, cointegration, and structural change: Cambridge University Press.
Masih, A. M., & Masih, R. (1996). Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques. Energy economics, 18(3), 165-183.
McKenzie, M. D. (1999). The impact of exchange rate volatility on international trade flows. Journal of economic Surveys, 13(1), 71-106.
Nahuis, R., & Parikh, A. (2002). Factor Mobility and Regional Disparities: East, West, Home & apos; s Best? : CPB Netherlands Bureau for Economic Policy Analysis.
Obadan, M. I. (2002). Exchange Rate Mechanism under the West African Monetary Zone (WAMZ). Central Bank of Nigeria Economic and Financial Review, 40(4).
Ostry, J. a. A. R. (1992). An Empirical Evaluation of the Macroeconomic effects of Tariffs. International Money and Finance, 11, 63-79.
Qiao, H. (2007). Exchange rates and trade balances under the dollar standard. Journal of Policy Modeling, 29(5), 765-782.
Rodrik, D. (2007). The real exchange rate and economic growth: theory and evidence. Kennedy School of Government manuscript.
Rose, A. K. a. Y., J.L. (1989). Is there a J-curve? Monetary Economics, 24, 53-68.
Santos-Paulino, A. U. (2002). The effects of trade liberalization on imports in selected developing countries. World Development, 30(6), 959-974.
Asafu-Adjaye, J. (2000). The relationship between energy consumption, energy prices and economic growth: time series evidence from Asian developing countries. Energy economics, 22(6), 615-625.
Banerjee, A. (1999). Panel data unit roots and cointegration: an overview. Oxford Bulletin of Economics and statistics, 61(S1), 607-629.
Box, G. p. and Jenkins, GM (1976). Time Series Analysis: Forecasting and Control, revised edition: Holden-Day, San Francisco.
Brada, J. C., Kutan, A. M., & Zhou, S. (1997). The exchange rate and the balance of trade: the Turkish experience. The Journal of Development Studies, 33(5), 675-692.
Cantor, D., & Land, K. C. (1985). Unemployment and crime rates in the post-World War II United States: A theoretical and empirical analysis. American Sociological Review, 317-332.
Cooper, S. D., Walde, S. J., & Peckarsky, B. L. (1990). Prey exchange rates and the impact of predators on prey populations in streams. Ecology, 1503-1514.
de Jes?s, R., Ortiz, E., & Cabello, A. (2013). Long run peso/dollar exchange rates and extreme value behavior: Value at Risk modeling. The North American Journal of Economics and Finance, 24, 139-152.
Easterly, W. (2005). What did structural adjustment adjust?: The association of policies and growth with repeated IMF and World Bank adjustment loans. Journal of development economics, 76(1), 1-22.
Eun, C. S., Kim, S.-H., & Lee, K. (2014). Currency competition between the dollar and euro: Evidence from exchange rate behaviors. Finance Research Letters.
Frankel, J. A., & Wei, S. J. (2007). Assessing China & apos; s exchange rate regime. Economic Policy, 22(51), 575-627.
Freund, C., & Pierola, M. D. (2008). Export surges: The power of a competitive currency.
Hartmann, P. (1998). Currency competition and foreign exchange markets: the dollar, the yen and the euro: Cambridge University Press.
Hau, H., & Rey, H. (2006). Exchange rates, equity prices, and capital flows. Review of Financial Studies, 19(1), 273-317.
Johansen, S. (1988). Statistical analysis of cointegration vectors. Journal of economic dynamics and control, 12(2), 231-254.
Johansen, S., & Juselius, K. (1990). Maximum likelihood estimation and inference on cointegration-with applications to the demand for money. Oxford Bulletin of Economics and statistics, 52(2), 169-210.
Johnson, L., Buckley, B., Kocher, P. C., & Meffert, P. (2006). Routing methods and systems for increasing payment transaction volume and profitability: Google Patents.
Katusiime, L., Shamsuddin, A., & Agbola, F. W. (2015). Macroeconomic and market microstructure modelling of Ugandan exchange rate. Economic Modelling, 45, 175-186.
Khan, M. S., & Montiel, P. J. (1987). Real exchange rate dynamics in a small, primary-exporting country. Staff Papers-International Monetary Fund, 681-710.
Kiguel, M. A., & Ghei, N. (1993). Devaluation in low-inflation economies: The World Bank.
Kim, S.-J., McKenzie, M. D., & Faff, R. W. (2004). Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets. Journal of Multinational Financial Management, 14(3), 217-232.
Koray, F., & McMillin, W. D. (2006). Fiscal shocks, the trade balance, and the exchange rate. LSU Deparment of Economic Working Paper, 2.
Krugman, P. R. (1986). Pricing to market when the exchange rate changes: National Bureau of Economic Research Cambridge, Mass., USA.
Lee, C.-H., & Chou, P.-I. (2013). The behavior of real exchange rate: Nonlinearity and breaks. International Review of Economics & Finance, 27, 125-133.
Maddala, G. S., & Kim, I.-M. (1998). Unit roots, cointegration, and structural change: Cambridge University Press.
Masih, A. M., & Masih, R. (1996). Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques. Energy economics, 18(3), 165-183.
McKenzie, M. D. (1999). The impact of exchange rate volatility on international trade flows. Journal of economic Surveys, 13(1), 71-106.
Nahuis, R., & Parikh, A. (2002). Factor Mobility and Regional Disparities: East, West, Home & apos; s Best? : CPB Netherlands Bureau for Economic Policy Analysis.
Obadan, M. I. (2002). Exchange Rate Mechanism under the West African Monetary Zone (WAMZ). Central Bank of Nigeria Economic and Financial Review, 40(4).
Ostry, J. a. A. R. (1992). An Empirical Evaluation of the Macroeconomic effects of Tariffs. International Money and Finance, 11, 63-79.
Qiao, H. (2007). Exchange rates and trade balances under the dollar standard. Journal of Policy Modeling, 29(5), 765-782.
Rodrik, D. (2007). The real exchange rate and economic growth: theory and evidence. Kennedy School of Government manuscript.
Rose, A. K. a. Y., J.L. (1989). Is there a J-curve? Monetary Economics, 24, 53-68.
Santos-Paulino, A. U. (2002). The effects of trade liberalization on imports in selected developing countries. World Development, 30(6), 959-974.