Central Bank interventions and jumps in double long memory models of daily exchange rates
| Year of publication: |
2003
|
|---|---|
| Authors: | Beine, Michel ; Laurent, Sébastien |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Journal of Empirical Finance (2003) v.10 n° 5,p.641-660 |
| Source: |
Persistent link: https://www.econbiz.de/10008589932