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1 dataset found

Publication Year: 1998 None: 1 Formats: src

  • Kees Koedijk
    ;
    Philip A. Stork
    ;
    Casper G. de Vries

    An EMS target zone model in discrete time (replication data)

    The discrete time analogue of the continuous time Krugman target zone model is developed in order to capture the typical volatility clusters and fat-tailed distributed...
    DOI:10.15456/jae.2022314.0705088995
    • TXT
    • prn
    • src
jae

Journal of Applied Econometrics

The Journal of Applied Econometrics aims to publish articles of high quality dealing with the

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Publication Year

  • 1998 (1)

Volumes

  • 13 (1)

Formats

  • src (1)
  • prn (1)
  • TXT (1)

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