Bands and Statistical Properties of EMS Exchange Rates
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- Beetsma, R.M.W.J., 1991. "Bands and statistical properties of EMS exchange rates," Discussion Paper 1991-5, Tilburg University, Center for Economic Research.
- Beetsma, R.M.W.J., 1991. "Bands and statistical properties of EMS exchange rates," Other publications TiSEM 75878fad-2c1a-489c-8afd-7, Tilburg University, School of Economics and Management.
References listed on IDEAS
- Benoit Mandelbrot, 2015.
"The Variation of Certain Speculative Prices,"
World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 3, pages 39-78,
World Scientific Publishing Co. Pte. Ltd..
- Benoit Mandelbrot, 1963. "The Variation of Certain Speculative Prices," The Journal of Business, University of Chicago Press, vol. 36, pages 394-394.
- Paul Krugman & Julio Rotemberg, 1990. "Target Zones with Limited Reserves," NBER Working Papers 3418, National Bureau of Economic Research, Inc.
- 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.
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Cited by:
- de Jong, F.C.J.M., 1991. "A univariate analysis of EMS exchange rates using a target zone model," Other publications TiSEM 1679fc86-dc04-441f-8034-0, Tilburg University, School of Economics and Management.
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Keywords
exchange rate ; monetary systems ; economic models;All these keywords.
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