Nonlinear mean reversion in EMS exchange rates
Bruce Mizrach
| Year of publication: |
2010
|
|---|---|
| Authors: | Mizrach, Bruce Marshall |
| Published in: |
Brussels economic review. - Bruxelles : Ed. du DULBEA, ISSN 0008-0195, ZDB-ID 2107285-1. - Vol. 53.2010, 2, p. 187-199
|
| Subject: | Zielzone | Target zone | Wechselkurs | Exchange rate | Mean Reversion | Mean reversion | Random Walk | Random walk | Europäisches Währungssystem | European Monetary System |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009241076