Related Books

Target Zones and Conditional Volatility
Language: en
Pages: 42
Authors: Christopher J. Neely
Categories:
Type: BOOK - Published: 1995 - Publisher:

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Target Zones and Conditional Volatility
Language: en
Pages: 68
Authors: Christopher J. Neely
Categories:
Type: BOOK - Published: 1993 - Publisher:

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Conditional Volatility of Exchange Rates Under a Target Zone
Language: en
Pages: 54
Authors: Robert F. Engle
Categories: Foreign exchange
Type: BOOK - Published: 1997 - Publisher:

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Conditional Volatility of Exchange Rates Under a Target Zone
Language: en
Pages: 24
Authors: Yin-Feng Gau
Categories:
Type: BOOK - Published: 2008 - Publisher:

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To study the impact of institutional features of target zones on the conditional volatility of exchange rates, this paper proposes a simple and intuitive model
Target Zones and Exchange Rates
Language: en
Pages: 64
Authors: Geert Bekaert
Categories: Foreign exchange administration
Type: BOOK - Published: 1996 - Publisher:

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In this paper we develop an empirical model of exchange rates in a target zone. The model is general enough to nest most theoretical and empirical models in the