On Model Robustness of the Regime Switching Approach for Pegged Foreign Exchange Markets
Year of publication: |
[2021]
|
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Authors: | Zhang, Yunbo ; Drapeau, Samuel |
Publisher: |
[S.l.] : SSRN |
Subject: | Devisenmarkt | Foreign exchange market | Wechselkurssystem | Exchange rate regime | Theorie | Theory |
Extent: | 1 Online-Ressource (25 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 16, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3805405 [DOI] |
Classification: | C02 - Mathematical Methods ; C52 - Model Evaluation and Testing ; G13 - Contingent Pricing; Futures Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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