Stochastic Trends and Jumps in EMS Exchange Rates

Willem Verschoor, FGMC Nieuwland, CCP Wolff

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

70 Citations (Scopus)

Original language	English
Pages (from-to)	699-727
Number of pages	29
Journal	Journal of International Money and Finance
Volume	13
Publication status	Published - 1994
Externally published	Yes

Research programs

@article{b256435a4abe44ecb9da3b7cb90b130e,

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

author = "Willem Verschoor and FGMC Nieuwland and CCP Wolff",

year = "1994",

language = "English",

volume = "13",

pages = "699--727",

journal = "Journal of International Money and Finance",

issn = "0261-5606",

publisher = "Elsevier",

}