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 |
Statements
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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0.8194597959518433
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0.8140119910240173
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0.8075481057167053
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0.8039971590042114
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0.7941794991493225
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