Estimating Exchange Rate Dynamics with Diffusion Processes : An Application to Greek EMU Data
Year of publication: |
2004
|
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Authors: | Wilfling, Bernd ; Trede, Mark |
Institutions: | HWWA Institut für Wirtschaftsforschung |
Subject: | Diffusion processes | estimation | exchange rates | EMU | central bank interventions |
Extent: | application/pdf |
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Series: | HWWA Discussion Papers. - ISSN 1616-4814. |
Type of publication: | Book / Working Paper |
Notes: | Number 267 |
Classification: | F33 - International Monetary Arrangements and Institutions ; F31 - Foreign Exchange ; C13 - Estimation ; C22 - Time-Series Models |
Source: |
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Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data
Wilfling, Bernd, (2004)
-
Estimating exchange rate dynamics with diffusion processes : an application to Greek EMU data
Trede, Mark, (2004)
-
Estimating exchange rate dynamics with diffusion processes : an application to Greek EMU data
Trede, Mark, (2004)
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Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data
Wilfling, Bernd, (2004)
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Estimating exchange rate dynamics with diffusion processes : an application to Greek EMU data
Trede, Mark, (2004)
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Lammerding, Marc, (2013)
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