Staggered Pricing Models Face the Facts
The International Journal of Central Banking from time to time will assemble and publish collections of papers on a common topic, especially when the editors see a critical mass of submissions in an active area where quick publication of the papers as a group will encourage discussion, create synergies, and increase the potential for further breakthroughs. We have decided to make this September 2006 issue of the IJCB the first such special issue, and we are planning more special issues for the future.
When requesting a correction, please mention this item's handle: RePEc:ijc:ijcjou:y:2006:q:3:a:8. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Timo Laurmaa)
If references are entirely missing, you can add them using this form.