Target zones and conditional volatility: The role of realignments

Journal of Empirical Finance

Volumn 6, Issue 2, 1999, Pages 177-192

  Neely, Christopher J ^a  

^a FEDERAL RESERVE BANK OF ST LOUIS   (United States)

Author keywords

C22; C53; Conditional variance; Exchange rate mechanism; F31; Forecasting; Jump diffusion

Indexed keywords

EID: 0009890168     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(98)00015-2     Document Type: Article

References (22)

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