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A time series model for an exchange rate in a target zone with applications
Lundbergh, Stefan; Teräsvirta, Timo - In: Journal of econometrics 131 (2006) 1/2, pp. 579-609
Persistent link: https://www.econbiz.de/10003298619
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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
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Determinants of the implied shadow exchange rates from a target zone
Rangvid, Jesper; Sørensen, Carsten - 1998
Persistent link: https://www.econbiz.de/10000997695
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Time series prognostication models applied to the US dollar and the Japanes yen
Arize, Augustine Chuck; Berendt, Charles J.; … - In: The international journal of finance 27 (2015) 4, pp. 501-516
Persistent link: https://www.econbiz.de/10011718643
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An application of the Kalman Filter to the Spanish experience in a target zone : (1989 - 92)
Alberola, Enrique; López, J. Humberto; Orts Ríos, Vicente - 1993
Persistent link: https://www.econbiz.de/10000889863
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An application of the Kalman filter to the Spanish experience in a target zone : (1989 - 92)
Alberola, Enrique; Lopez, J. H.; Orts Ríos, Vicente - 1993
Persistent link: https://www.econbiz.de/10000142921
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Exchange rates and fractional integration revisited
Sephton, Peter S. - In: Applied financial economics letters 4 (2008) 4/6, pp. 383-387
Persistent link: https://www.econbiz.de/10003808147
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Essays on theoretical and empirical aspects of structural break models
Yabu, Tomoyoshi - 2006
Persistent link: https://www.econbiz.de/10003380112
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Exchange rate regime, real misalignment and currency crises
Holtemöller, Oliver; Mallick, Sushanta Kumar - In: Economic modelling 34 (2013), pp. 5-14
Persistent link: https://www.econbiz.de/10010360656
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Essays on exchange rate dynamics
Kanatas, George - 1979
Persistent link: https://www.econbiz.de/10002069783