Central bank interventions and jumps in double long memory models of daily exchange rates
Michel Beine; Sébastien Laurent
| Year of publication: |
2003
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|---|---|
| Authors: | Beine, Michel ; Laurent, Sébastien |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 10.2003, 5, p. 641-660
|
| Subject: | Wechselkurspolitik | Exchange rate policy | US-Dollar | US dollar | Welt | World | ARMA-Modell | ARMA model | 1980-1996 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001806977