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...
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
1988.
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| Series: | Lecture notes in economics and mathematical systems ;
303. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
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