A Discrete-Time Version of Target Zone Models with Jumps.
Year of publication: |
1995
|
---|---|
Authors: | Pesaran, M.H. ; Ruge-Murcia, F.J. |
Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
Subject: | EXPECTATIONS | PROBABILITY | EXCHANGE RATE |
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