A Quasi-Bounded Target Zone Model - Theory and Application to Hong Kong Dollar
Year of publication: |
2012-11
|
---|---|
Authors: | Lo, C. F. ; Hui, C. H. ; Chu, S. W. ; Fong, T. |
Institutions: | Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong |
Subject: | Stochastics Process | Target Zone | Bounded Process |
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