On the mean-reverting properties of target zone exchange rates : a cautionary note
Year of publication: |
2001
|
---|---|
Authors: | Taylor, Mark P. ; Iannizzotto, Matteo |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 71.2001, 1, p. 117-129
|
Subject: | Zielzone | Target zone | Wechselkurspolitik | Exchange rate policy | Französischer Franc | French franc | Deutsche Mark | Monte-Carlo-Simulation | Monte Carlo simulation | Deutschland | Germany | Frankreich | France | 1987-1992 |
-
The target zone model, non-linearity and mean reversion : is the honeymoon really over?
Iannizzotto, Matteo, (1999)
-
Testing target-zone models using efficient method of moments
Chung, Chae-shick, (2001)
-
Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM
Ma, Yue, (2000)
- More ...
-
The target zone model, non-linearity and mean reversion : is the honeymoon really over?
Iannizzotto, Matteo, (1999)
-
On the mean-reverting properties of target zone exchange rates: a cautionary note
Taylor, Mark P., (2001)
-
On the mean-reverting properties of target zone exchange rates: a cautionary note
Taylor, Mark P., (2001)
- More ...