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Devaluation expectations and the unit root hypothesis: The Italian Lira in the European monetary system - MaRDI portal

Devaluation expectations and the unit root hypothesis: The Italian Lira in the European monetary system (Q3598349)

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Devaluation expectations and the unit root hypothesis: The Italian Lira in the European monetary system
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    Devaluation expectations and the unit root hypothesis: The Italian Lira in the European monetary system (English)
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    3 February 2009
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    devaluation expectations
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    unit root hypothesis
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    reflected Brownian motion
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    bootstrap inference
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    drift-adjustment method
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