Convergence in the ERM and declining numbers of common stochastic trends
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|Date of creation:||01 Jan 2000|
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- Diebold, Francis X & Gardeazabal, Javier & Yilmaz, Kamil, 1994.
" On Cointegration and Exchange Rate Dynamics,"
Journal of Finance,
American Finance Association, vol. 49(2), pages 727-35, June.
- Baillie, Richard T. & P. Osterberg, William, 1997. "Central bank intervention and risk in the forward market," Journal of International Economics, Elsevier, vol. 43(3-4), pages 483-497, November.
- Baillie, Richard T & Bollerslev, Tim, 1989. " Common Stochastic Trends in a System of Exchange Rates," Journal of Finance, American Finance Association, vol. 44(1), pages 167-81, March.
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