A univariate analysis of EMS exchange rates using a target zone model-Reference-Cited by-同舟云学术

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A univariate analysis of EMS exchange rates using a target zone model

Published:1994-01 Issue:1 Volume:9 Page:31-45
ISSN:0883-7252
Container-title:Journal of Applied Econometrics
language:en
Short-container-title:J. Appl. Econ.

Author:

De Jong F.

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Reference24 articles.

1. (1991), ‘Bands and statistical properties of EMS exchange rates’, CentER discussion paper 9105, Tilburg University.

2. and (1993), ‘Stochastic devaluation risk and the empirical fit of target zone models’, Review of Economic Studies, (forthcoming).

3. On the Distribution of the Likelihood Ratio

4. Nonparametric exchange rate prediction?

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