A quasi-bounded target zone model : theory and application to Hong Kong Dollar
Year of publication: |
2012
|
---|---|
Authors: | Lo, C. F. ; Hui, Cho H. ; Chung, Ray S. W. ; Fong, Tom |
Publisher: |
Hong Kong : Hong Kong Inst. for Monetary Research |
Subject: | Hong Kong Dollar | Währung | Currency | Wechselkurs | Exchange rate | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Hongkong | Hong Kong |
-
A quasi-bounded model for Swiss Franc’s one-sided target zone during 2011-2015
Hui, Cho H., (2015)
-
Exchange rate dynamics under a currency board when policy rates are zero
Hui, Cho H., (2017)
-
Do the Renminbi and Hong Kong dollar bubbles interact?
Su, Xiaojian, (2022)
- More ...
-
A quasi-bounded target zone model : theory and application to Hong Kong dollar
Lo, C. F., (2015)
-
Constant elasticity of variance option pricing model with time-dependent parameters
Lo, C. F., (2000)
-
Pricing double barrier options using Laplace transforms
Pelsser, Antoon André Jean, (2000)
- More ...