Parcourir Faculté des arts et des sciences – Département de sciences économiques - Travaux et publications par sujet "Exchange rates"
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Explaining the Transition Between Exchange Rate Regimes
(Université de Montréal. Département de sciences économiques., 2003)This paper studies the transition between exchange rate regimes using a Markov chain model with time-varying transition probabilities. The probabilities are parameterized as nonlinear functions of variables suggested by the currency crisis and optimal ...