Similar Search Results - EconBiz

A latent factor model of European exchange rate risk premia

Alexius, Annika; Sellin, Peter - 1997

Persistent link: https://www.econbiz.de/10000958083

A time series model for an exchange rate in a target zone with applications

Lundbergh, Stefan (contributor); … - 2003 - [Elektronische Ressource]

In this paper we introduce a flexible target zone model that is capable of characterizing the dynamic behaviour of an exchange rate implied by the original target zone model of Krugman (1991) and its modifications. Our framework also enables the modeller to estimate an implicit target zone if it...

Persistent link: https://www.econbiz.de/10001786381

Statistical properties of the asymmetric power ARCH process

He, Changli; Teräsvirta, Timo - 1997

Persistent link: https://www.econbiz.de/10000971492

Exchange rate expectations, the forward exchange rate bias and risk premia in target zones

Nessén, Marianne - 1994

Persistent link: https://www.econbiz.de/10000888951

Money growth and inflation : implications of reducing the bias of VAR estimates

Brännström, Tomas - 1995

Persistent link: https://www.econbiz.de/10000925062

Rational bubbles and fractional alternatives

Eklund, Bruno; Nydahl, Stefan - 1998

Persistent link: https://www.econbiz.de/10000995305

New techniques to extract market expectations from financial instruments

Söderlind, Paul; Svensson, Lars E. O. - 1996

Persistent link: https://www.econbiz.de/10000955625

Pricing-to-market in Swedish exports

Alexius, Annika; Vredin, Anders - 1996

Persistent link: https://www.econbiz.de/10000956019

Monetary policy and the fisher effect

Söderlind, Paul - 1997

Persistent link: https://www.econbiz.de/10000958081

Essays on exchange rates, prices and interest rates

Alexius, Annika - 1997

Persistent link: https://www.econbiz.de/10000961609

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