Dr Matteo Iannizzotto matteo.iannizzotto@durham.ac.uk
Assistant Professor
The Target Zone Model with a Mean-Reverting Fundamental: an Empirical Investigation with ERM Data.
Iannizzotto, Matteo
Authors
Citation
Iannizzotto, M. The Target Zone Model with a Mean-Reverting Fundamental: an Empirical Investigation with ERM Data
Working Paper Type | Working Paper |
---|---|
Publication Date | 2012 |
Deposit Date | Sep 15, 2016 |
Public URL | https://durham-repository.worktribe.com/output/1168995 |
You might also like
On the mean reverting properties of target zone exchange rates : A cautionary note.
(-0001)
Journal Article
Downloadable Citations
About Durham Research Online (DRO)
Administrator e-mail: dro.admin@durham.ac.uk
This application uses the following open-source libraries:
SheetJS Community Edition
Apache License Version 2.0 (http://www.apache.org/licenses/)
PDF.js
Apache License Version 2.0 (http://www.apache.org/licenses/)
Font Awesome
SIL OFL 1.1 (http://scripts.sil.org/OFL)
MIT License (http://opensource.org/licenses/mit-license.html)
CC BY 3.0 ( http://creativecommons.org/licenses/by/3.0/)
Powered by Worktribe © 2025
Advanced Search