Target Zones And Conditional Volatility
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Target Zones and Conditional Volatility
| Author | : Christopher J. Neely |
| Publisher | : |
| Total Pages | : 42 |
| Release | : 1995 |
| Genre | : |
| ISBN | : |
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In this paper we develop an empirical model of exchange rates in a target zone. The model is general enough to nest most theoretical and empirical models in the
