A Strange Animal? The Swiss Franc Exchange Rate as a "Captured" Random Walk
Download full text from publisher
References listed on IDEAS
- Hamilton, James D., 1990. "Analysis of time series subject to changes in regime," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 39-70.
- Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa, 2001.
"Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era,"
Journal of International Money and Finance,
Elsevier, vol. 20(3), pages 379-399, June.
- Christopher F. Baum & Mustafa Caglayan & John Barkoulas, 1998. "Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era," Boston College Working Papers in Economics 404., Boston College Department of Economics, revised 16 Nov 1999.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Vallet, Guillaume, 2016. "The role of the swiss franc in Switzerland’s European stance," Research in International Business and Finance, Elsevier, vol. 38(C), pages 35-44.
More about this item
Keywordsnominal exchange rate; regime switching; random walk;
- F00 - International Economics - - General - - - General
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
- F31 - International Economics - - International Finance - - - Foreign Exchange
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ses:arsjes:2005-iv-2. 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: (Peter Steiner). General contact details of provider: http://edirc.repec.org/data/sgvssea.html .