Bands and Statistical Properties of EMS Exchange Rates: A Monte Carlo Investigation of Three Traget Zone Model
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Other versions of this item:
- Beetsma, R.M.W.J., 1991. "Bands and statistical properties of EMS exchange rates : A Monte Carlo investigation of three target zone model," Discussion Paper 1991-60, Tilburg University, Center for Economic Research.
References listed on IDEAS
- de Jong, F, 1994.
"A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model,"
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- De Jong , F., 1991. "A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model," Papers 9155, Tilburg - Center for Economic Research.
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- Baillie, Richard T & Bollerslev, Tim, 1989. "The Message in Daily Exchange Rates: A Conditional-Variance Tale," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(3), pages 297-305, July.
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Keywordseconomic models ; exchange rate ; monetary systems;
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