Exchange rate dynamics under state-contingent stochastic process switching
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Stéphane GOUTTE & Benteng Zou, 2011. "Foreign exchange rates under Markov Regime switching model," CREA Discussion Paper Series 11-16, Center for Research in Economic Analysis, University of Luxembourg.
- Reher, Gerrit & Wilfling, Bernd, 2014. "The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 483-496.
- Stéphane Goutte & Benteng Zou, 2012. "Continuous time regime switching model applied to foreign exchange rate," Working Papers hal-00643900, HAL.
- Naszodi, Anna, 2010.
"Testing the asset pricing model of exchange rates with survey data,"
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1200, European Central Bank.
- Anna Naszódi, 2011. "Testing the asset pricing model of exchange rates with survey data," MNB Working Papers 2011/2, Magyar Nemzeti Bank (Central Bank of Hungary).
More about this item
KeywordsStochastic process switching Eurozone entry Exchange rate stabilization;
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