A Discrete-Time Version of Target Zone Models with Jumps

Mohammad Pesaran and Francisco Ruge-Murcia

Cahiers de recherche from Centre interuniversitaire de recherche en économie quantitative, CIREQ

Keywords: EXPECTATIONS; PROBABILITY; EXCHANGE RATE (search for similar items in EconPapers)
Pages: 37 pages
Date: 1995
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Citations: View citations in EconPapers (5)

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Working Paper: A Discrete-Time Version of Target Zone Models with Jumps (1995)
Working Paper: A Discrete-Time Version of Target Zone Models with Jumps (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:mtl:montec:9530

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