Mean reversion in EMS exchange rates
Bruce Mizrach
| Year of publication: |
1995
|
|---|---|
| Authors: | Mizrach, Bruce Marshall |
| Publisher: |
New Brunswick, NJ |
| Subject: | Wechselkurstheorie | Exchange rate theory | Wechselkurspolitik | Exchange rate policy | Zielzone | Target zone | Schätzung | Estimation | EU-Staaten | EU countries | Einheitswurzeltest | Unit root test |
| Extent: | 17 S |
|---|---|
| Series: | Working papers / Rutgers, the State University of New Jersey, Department of Economics. - New Brunswick, NJ, ZDB-ID 2262627-X. - Vol. 95,25 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Classification: | C22 - Time-Series Models ; F31 - Foreign Exchange |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000921741