Quantitative modelling of the EUR/CHF exchange rate during the target zone regime of September 2011 to January 2015 - Research Collection

Metadata only

Author

Lera, Sandro C.

Sornette, Didier

Date

2016-05

Type

Journal Article

Citations

Cited 8 times in Scopus

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1016/j.jimonfin.2016.01.002

Journal / series

Journal of International Money and Finance

Volume

63

Pages / Article No.

28 - 47

Publisher

Elsevier

Subject

Conditional volatility; Exchange rate dynamics; Smooth pasting; Target zone

Organisational unit

03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)

More

Show all metadata

Citations

Cited 8 times in Scopus

ETH Bibliography

yes

Altmetrics