On the mean-reverting properties of target zone exchange rates: A cautionary note (Q5940904)

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scientific article; zbMATH DE number 1635050
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English
On the mean-reverting properties of target zone exchange rates: A cautionary note
scientific article; zbMATH DE number 1635050

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    On the mean-reverting properties of target zone exchange rates: A cautionary note (English)
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    20 August 2001
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    exchange rates
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    target zones
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    mean-reversion
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