Smooth transition models and arbitrage consistency

Economica

Volumn 72, Issue 287, 2005, Pages 413-430

  Peel, David A ^a   Venetis, Ioannis A ^a  

^a LANCASTER UNIVERSITY MANAGEMENT SCHOOL   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

MODELING; REAL EXCHANGE RATE; THEORETICAL STUDY;

EID: 27844506967     PISSN: 00130427     EISSN: 14680335     Source Type: Journal    
DOI: 10.1111/j.0013-0427.2005.00423.x     Document Type: Article

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