Author:
van de Gucht Linda M.,Dekimpe Marnik G.,Kwok Chuck C.Y.
Subject
Economics and Econometrics,Finance
Reference55 articles.
1. A comparison of the stochastic processes of structural and time-series exchange-rate models;Ahking;Review of Economics and Statistics,1987
2. Mixed diffusion-jump process modelling of exchange rate movements;Akgiray;Review of Economics and Statistics,1988
3. Common stochastic trends in a system of exchange rates;Baillie;Journal of Finance,1989
4. The message in daily exchange rates: a conditional-variance tale;Baillie;Journal of Business & Economic Statistics,1989
5. Post-Louvre intervention: did central banks stabilize the dollar';Baillie,1992
Cited by
19 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献