Estimating Expected Exchange Rates Under Target Zone Regimes
From MaRDI portal
Publication:4216099
DOI10.1142/S0219024998000047zbMath0908.90062MaRDI QIDQ4216099
Zhaohui Chen, Alberto Giovannini
Publication date: 22 November 1998
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Two-step two-stage least squares estimation in models with rational expectations
- Target zones and the distribution of exchange rates. An estimation method
- Stochastic Devaluation Risk and the Empirical Fit of Target-Zone Models
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION