Estimating exchange rate dynamics with diffusion processes : an application to Greek EMU data
Mark Trede und Bernd Wilfing
| Year of publication: |
2004
|
|---|---|
| Authors: | Trede, Mark ; Wilfing, Bernd |
| Publisher: |
Münster : Centrum für Angewandte Wirtschaftsforschung Münster |
| Subject: | Wechselkurs | Exchange rate | Wechselkurstheorie | Exchange rate theory | Stochastischer Prozess | Stochastic process | Dynamische Wirtschaftstheorie | Economic dynamics | Eurozone | Euro area | Schätzung | Estimation | Theorie | Theory | Griechenland | Greece |
| Extent: | 17 Bl graph. Darst 30 cm |
|---|---|
| Series: | Beiträge zur angewandten Wirtschaftsforschung. - Münster : CAWM, ZDB-ID 2128175-0. - Vol. 4 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Classification: | C13 - Estimation ; C22 - Time-Series Models ; F31 - Foreign Exchange ; F33 - International Monetary Arrangements and Institutions |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002688654