Martingale property of exchange rates and central bank interventions
Kamil Yilmaz
| Year of publication: |
2003
|
|---|---|
| Authors: | Yılmaz, Kamil |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 21.2003, 3, p. 383-395
|
| Subject: | Wechselkurs | Exchange rate | Wechselkurspolitik | Exchange rate policy | Schätzung | Estimation | Industrieländer | Industrialized countries | Martingal | Martingale |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of business & economic statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001785814