Koedijk, C.G.; Tims, B.; Dijk, M.A. van - Erasmus Research Institute of Management (ERIM), ERIM … - 2004
@erim.eur.nl
Internet: www.erim.eur.nl
Bibliographic data and classifications of all the ERIM reports are also available on the ERIM … applied to each individual currency in the panel. The model can be
expressed as follows:
a7a8a7a8a8a8a7a8 X55 ,1,, ++=
a9ba … extend the model of Flôres et al. as follows
a10a11
a12
a13
a13a10a11a13a11a10a11a11a11a10a11 X555
a14
,
1
,,1,, +D++= ˚a15 …