Excess volatility of realized excess profit from currency speculation in a two-country general equilibrium model
Donggyu Sul
| Year of publication: |
1999
|
|---|---|
| Authors: | Sul, Donggyu |
| Published in: |
Review of international economics. - Oxford : Wiley-Blackwell, ISSN 0965-7576, ZDB-ID 1161757-3. - Vol. 7.1999, 2, p. 280-296
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| Subject: | Währungsspekulation | Currency speculation | Volatilität | Volatility | Zwei-Länder-Modell | Two-country model | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | USA | United States | Kanada | Canada | Großbritannien | United Kingdom | Deutschland | Germany | Japan | 1974-1991 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Review of international economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001414556