Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data
| Year of publication: |
2007
|
|---|---|
| Authors: | Trede, Mark ; Wilfling, Bernd |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 33.2007, 1, p. 23-39
|
| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Diffusion processes | Estimation | Exchange rates | EMU | Institutional frontloading |
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