Testing target-zone models using efficient method of moments

Journal of Business and Economic Statistics

Volumn 19, Issue 3, 2001, Pages 255-277

  Chung, Chae Shick ^a   Tauchen, George ^b  

^a Korea Institute for International Economic Policy (KIEP)   (South Korea)

^b DUKE UNIVERSITY   (United States)

Author keywords

Efficient method of moments (EMM); Exchange rates; Stochastic volatility; Target zone

Indexed keywords

EID: 0035595745     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500101681019891     Document Type: Article

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