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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.
    • Handle: RePEc:tiu:tiucen:75878fad-2c1a-489c-8afd-7b4dbfa67c9d
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1146079/RMWJB5620571.pdf
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    1. Paul Krugman & Julio Rotemberg, 1990. "Target Zones with Limited Reserves," NBER Working Papers 3418, National Bureau of Economic Research, Inc.
    2. 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.
    3. 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..
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    1. 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

    EMS;

    Statistics

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