The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy: a latent likelihood approach
Author:
Affiliation:
1. Institute for Finance, University of Liechtenstein, Vaduz, Liechtenstein
2. Department of Mathematical Sciences, University of Copenhagen, Copenhagen, Denmark
3. School of Economics and Management, Free University of Bozen-Bolzano, Bozen, Italy
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/14697688.2018.1489137
Reference22 articles.
1. Stochastic Devaluation Risk and the Empirical Fit of Target-Zone Models
2. Monte Carlo methods for security pricing
3. A univariate analysis of EMS exchange rates using a target zone model
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