Testing mean reversion in target-zone exchange rates
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DOI: 10.1080/00036840500359283
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- Margherita Gerolimetto & Stefano Magrini, 2020. "Testing for boundary conditions in case of fractionally integrated processes," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 29(2), pages 357-371, June.
- Miller, J. Isaac, 2011.
"Testing the bounds: Empirical behavior of target zone fundamentals,"
Economic Modelling, Elsevier, vol. 28(4), pages 1782-1792, July.
- J. Isaac Miller, 2008. "Testing the Bounds: Empirical Behavior of Target Zone Fundamentals," Working Papers 0803, Department of Economics, University of Missouri, revised 15 Apr 2009.
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