Quantitative modelling of the EUR/CHF exchange rate during the target zone regime of September 2011 to January 2015
dc.contributor.author
Lera, Sandro C.
dc.contributor.author
Sornette, Didier
dc.date.accessioned
2017-06-12T01:47:21Z
dc.date.available
2017-06-12T01:47:21Z
dc.date.issued
2016-05
dc.identifier.issn
0261-5606
dc.identifier.issn
1873-0639
dc.identifier.other
10.1016/j.jimonfin.2016.01.002
dc.identifier.uri
http://hdl.handle.net/20.500.11850/113586
dc.language.iso
en
dc.publisher
Elsevier
dc.subject
Conditional volatility
dc.subject
Exchange rate dynamics
dc.subject
Smooth pasting
dc.subject
Target zone
dc.title
Quantitative modelling of the EUR/CHF exchange rate during the target zone regime of September 2011 to January 2015
dc.type
Journal Article
ethz.journal.title
Journal of International Money and Finance
ethz.journal.volume
63
ethz.journal.abbreviated
J. int. money financ.
ethz.pages.start
28
ethz.pages.end
47
ethz.identifier.wos
ethz.identifier.scopus
ethz.identifier.nebis
004136575
ethz.publication.place
Amsterdam
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
ethz.date.deposited
2017-06-12T01:51:36Z
ethz.source
ECIT
ethz.identifier.importid
imp5936542aae85022341
ethz.ecitpid
pub:175283
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-15T21:09:28Z
ethz.rosetta.lastUpdated
2023-02-06T13:17:40Z
ethz.rosetta.versionExported
true
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Journal Article [130525]