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