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Mean Reversion Tests with Reflecting Barriers: An Application to European Monetary System Exchange Rates

C.A. Ball and A. Roma

Working Papers from Banca Italia - Servizio di Studi

Keywords: monetary systems; economic models (search for similar items in EconPapers)
Pages: 29 pages
Date: 1992
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:fth:banita:181

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