Stochastic devaluation risk and the empirical fit of target zone models
By: Giuseppe Bertola, Lars E.O. Svensson.
Contributors: Svensson, Lars E. O.; National Bureau of Economic Research.
Series: NBER working papers series -- working paper no. 3576; Working paper series (National Bureau of Economic Research) -- working paper no. 3576.
Publisher: National Bureau of Economic Research
Published: 1991
Place of publication: Cambridge, MA
Language: eng
Number of pages: 23
Subjects: Foreign exchange -- Mathematical models.; Foreign exchange administration -- Mathematical models.; Stochastic processes.
Notes: "January 1991."

Includes bibliographical references (p. 22-23).

Binghamton University Libraries' copy bound with: Exchange rate volatility in integrating capital markets.