A Strange Animal? The Swiss Franc Exchange Rate as a "Captured" Random Walk
Year of publication: |
2005
|
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Authors: | Jochum, Christian ; Savioz, Marcel R. |
Published in: |
Swiss Journal of Economics and Statistics (SJES). - Schweizerische Gesellschaft für Volkswirtschaft und Statistik / Société Suisse d"Économie et de Statistique - SGVS/SSES, ISSN 0303-9692. - Vol. 141.2005, IV, p. 527-553
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Publisher: |
Schweizerische Gesellschaft für Volkswirtschaft und Statistik / Société Suisse d"Économie et de Statistique - SGVS/SSES |
Subject: | nominal exchange rate | regime switching | random walk |
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