Nonlinear mean reversion in EMS exchange rates
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 |
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