Conditional volatility of exchange rates under a target zone
by Robert F. Engle and Yin-Feng Gau
| Year of publication: |
1997
|
|---|---|
| Authors: | Engle, Robert F. |
| Other Persons: | Gau, Yin-feng (contributor) |
| Publisher: |
La Jolla, Calif. : Graduate School of International Relations and Pacific Studies |
| Subject: | Volatilität | Volatility | Wechselkurs | Exchange rate | Zielzone | Target zone | Währungsunion | Monetary union | EU-Staaten | EU countries | 1986-1993 |
| Extent: | 27 Bl graph. Darst |
|---|---|
| Series: | Discussion paper / Department of Economics, University of California San Diego. - San Diego, Calif., ZDB-ID 2437630-9. - Vol. 97-06 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. Bl. 16 - 17 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000958487