Exchange Rate Dynamics Under Stochastic Regime Shifts : a Unified Approach
Year of publication: |
[2021]
|
---|---|
Authors: | Froot, Kenneth ; Obstfeld, Maurice |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Wechselkurs | Exchange rate | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Volatilität | Volatility |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Series: | NBER Working Paper ; No. w2835 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 1989 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Olarewaju, Odunayo Magret, (2017)
-
Exchange rate dynamics under stochastic regime shifts : a unified approach
Froot, Kenneth, (1989)
-
Discrete-time stochastic volatility models and MCMC-based statistical inference
Hautsch, Nikolaus, (2008)
- More ...
-
Stochastic process switching : some simple solutions
Froot, Kenneth, (1989)
-
Intrinsic bubbles : the case of stock prices
Froot, Kenneth, (1989)
-
Exchange-rate dynamics under stochastic regime shifts : a unified approach
Froot, Kenneth, (1989)
- More ...