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Speculative bubbles in recent oil price dynamics : evidence from a Bayesian Markov-switching state-space approach

Lammerding, Marc; Stephan, Patrick; Trede, Mark; … - In: Energy economics 36 (2013), pp. 491-502

Persistent link: https://www.econbiz.de/10009724652

Estimating exchange rate dynamics with diffusion processes : an apllication to Greek EMU data

Trede, Mark; Wilfling, Bernd - In: Empirical economics : a journal of the Institute for … 33 (2007) 1, pp. 23-39

Persistent link: https://www.econbiz.de/10003491965

Estimating exchange rate dynamics with diffusion processes : an application to Greek EMU data

Trede, Mark (contributor); Wilfling, Bernd (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001973455

Estimating exchange rate dynamics with diffusion processes : an application to Greek EMU data

Trede, Mark; Wilfling, Bernd - 2004

Recently various exchange rate models capturing the dynamics during the transition from an exchange rate arrangement of floating rates into a currency union have been derived. Technically, these stochastic equilibrium models are diffusion processes which have to be estimated by discretely...