Excess volatility and the asset-pricing exchange rate model with unobservable fundamentals
By: prepared by Leonardo Bartolini and Lorenzo Giorgianni.
Contributors: Giorgianni, Lorenzo.; International Monetary Fund. Research Dept.; International Monetary Fund. Asia and Pacific Dept.
Series: IMF working paper -- WP/99/71
Publisher: International Monetary Fund, Research Department and Asia and Pacific Department
Published: 1999
Place of publication: [Washington, D.C.]
Language: eng
Number of pages: 20
Subjects: Foreign exchange rates -- Econometric models.; Capital -- Econometric models.; Assets (Accounting) -- Prices -- Econometric models.
Genres: Econometric models.
Notes: Caption title.

"May 1999."

Includes bibliographical references (p. 18-20).