Empirical Modeling of Exchange Rate Dynamics /

This book uses the methods of statistical time-series analysis to characterize the stochastic structure of seven major dollar spot exchange rates, at both weekly and monthly frequencies, during the recent floating-rate regime 1973-1985. While the conditional-mean behaviour of each exchange rate is c...

Full description

Bibliographic Details

Main Author:	Diebold, Francis X.
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 1988.
Series:	Lecture notes in economics and mathematical systems ; 303.
Subjects:	Economics. International economic relations. Electronic books.
Online Access:	Connect to the full text of this electronic book