Stochastic Trends and Jumps in EMS Exchange Rates

W.F.C. Verschoor, F.G.M.C. Nieuwland, C.C.P. Wolff

Research output: Contribution to Journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	699-727
Journal	Journal of International Money and Finance
Volume	13
DOIs	https://doi.org/10.1016/0261-5606(94)90039-6
Publication status	Published - 1994

Access to Document

@article{e1bde835ca7e456ca71ea08e7d95633d,

title = "Stochastic Trends and Jumps in EMS Exchange Rates",

author = "W.F.C. Verschoor and F.G.M.C. Nieuwland and C.C.P. Wolff",

year = "1994",

doi = "10.1016/0261-5606(94)90039-6",

language = "English",

volume = "13",

pages = "699--727",

journal = "Journal of International Money and Finance",

issn = "0261-5606",

publisher = "Elsevier BV",

}

TY - JOUR

T1 - Stochastic Trends and Jumps in EMS Exchange Rates

AU - Verschoor, W.F.C.

AU - Nieuwland, F.G.M.C.

AU - Wolff, C.C.P.

PY - 1994

Y1 - 1994

U2 - 10.1016/0261-5606(94)90039-6

DO - 10.1016/0261-5606(94)90039-6

M3 - Article

SN - 0261-5606

VL - 13

SP - 699

EP - 727

JO - Journal of International Money and Finance

JF - Journal of International Money and Finance

ER -