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Search: subject:"realignment risk"
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realignment risk
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ACE algorithm
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Target zones
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exchange rate
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first-passage-time probability
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mean-reversion
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Amián, Consuelo Gámez
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Hui, Cho-Hoi
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Lo, Chi-Fai
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Torres, José L.
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Centro de Estudios Andaluces, Government of Andalusia
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Hong Kong Monetary Authority
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A Note on Estimating Realignment Probabilities -- A First-Passage-Time Approach
Hui, Cho-Hoi
;
Lo, Chi-Fai
-
Hong Kong Monetary Authority
-
2008
dependency is an intrinsic characteristic of
realignment
risk
because a realignment of an exchange rate can occur whenever a …
Persistent link: https://www.econbiz.de/10005690168
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2
A Non-parametric reassessment of target zone nonlinearities: The Spanish Peseta/Deutsche Mark exchange rate
Amián, Consuelo Gámez
;
Torres, José L.
-
Centro de Estudios Andaluces, Government of Andalusia
-
2004
realignment
risk
. …
Persistent link: https://www.econbiz.de/10005063203
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