A fractional cointegration var analysis of exchange rate dynamics
A fractional cointegration var analysis of exchange rate dynamics is a scholarly work, published in 2020 in ''The North American Journal of Economics and Finance''. The main subjects of the publication include macroeconomics, econometrics, cointegration, exchange rate, Liberian dollar, United States dollar, Long-range dependency, economics, vector autoregression, CVAR, econophysics, and volatility. The authors analyze the cointegrating structure of five exchange rates to the US dollar, namely the British pound, the Euro, the Swedish Krona, the Canadian Dollar and the Swiss Franc .