Exchange rate target zones : A new approach
Year of publication: |
1997
|
---|---|
Authors: | de Jong, Frank C. J. M. ; Drost, Feike C. ; Werker, Bas J.M. |
Institutions: | Tilburg University, Center for Economic Research |
Subject: | exchange rate. option pricing models | target zone |
-
Swiss Franc’s One-Sided Target Zone During 2011-2015
Hui, Cho-Hoi, (2016)
-
A Quasi-Bounded Target Zone Model – Theory and Application to Hong Kong Dollar
Lo, Chi-Fai, (2015)
-
Kakushadze, Zura, (2020)
- More ...
-
Note on Integer-Valued Bilinear Time Series Models
Drost, Feike C., (2007)
-
The Impact of Overnight Periods on Option Pricing
Drost, Feike C., (2005)
-
Local Asymptotic Normality and Efficient Estimation for inar (P) Models
Drost, Feike C., (2006)
- More ...