Bands and Statistical Properties of EMS Exchange Rates
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Other versions of this item:
- Beetsma, R.M.W.J., 1991. "Bands and statistical properties of EMS exchange rates," Discussion Paper 1991-5, Tilburg University, Center for Economic Research.
References listed on IDEAS
- Benoit Mandelbrot, 2015. "The Variation of Certain Speculative Prices," World Scientific Book Chapters,in: THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 3, pages 39-78 World Scientific Publishing Co. Pte. Ltd..
- Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
More about this item
Keywordsexchange rate ; monetary systems ; economic models;
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