Exchange rate target zones : A new approach
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Other versions of this item:
- de Jong, F.C.J.M. & Drost, F.C. & Werker, B.J.M., 1997. "Exchange rate target zones : A new approach," Discussion Paper 97.04, Tilburg University, Center for Economic Research.
References listed on IDEAS
- Garman, Mark B. & Kohlhagen, Steven W., 1983. "Foreign currency option values," Journal of International Money and Finance, Elsevier, vol. 2(3), pages 231-237, December.
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Cited by:
- Nour Meddahi & Eric Renault, 1998.
"Quadratic M-Estimators for ARCH-Type Processes,"
CIRANO Working Papers
98s-29, CIRANO.
- MEDDAHI, Nour & RENAULT, Éric, 1998. "Quadratic M-Estimators for ARCH-Type Processes," Cahiers de recherche 9814, Universite de Montreal, Departement de sciences economiques.
- Marie Bessec, 2000. "Mean-Reversion versus PPP Adjustment: The Two Regimes of Exchange Rate Dynamics Under the EMS, 1979-1998," Econometric Society World Congress 2000 Contributed Papers 1305, Econometric Society.
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