Structural Models of the Dollar /

This paper addresses several questions about the time series processes followed by dollar exchange rates. The stochastic process for exchange rates implied by structural models and the conditions under which they would be described by random walks are examined. Tests on the univariate time series fo...

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Detaylı Bibliyografya
Yazar: Adams, Charles
Diğer Yazarlar: Chadha, Bankim
Materyal Türü: Dergi
Dil:English
Baskı/Yayın Bilgisi: Washington, D.C. : International Monetary Fund, 1990.
Seri Bilgileri:IMF Working Papers; Working Paper ; No. 1990/102
Online Erişim:Full text available on IMF