ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY
From MaRDI portal
Publication:5489150
DOI10.1017/S1365100506050085zbMath1102.91055MaRDI QIDQ5489150
Publication date: 25 September 2006
Published in: Macroeconomic Dynamics (Search for Journal in Brave)
Statistical methods; risk measures (91G70) Macroeconomic theory (monetary models, models of taxation) (91B64)
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Cites Work
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