The European Exchange Rate Mechanism and the Volatility of the Sterling- Deutschemark Exchange Rate

Bahram Pesaran

44 citations0/0 files storedThe Economic Journal

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Global Financial Crisis and Policies Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

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B. Pesaran, G. Robinson; The European Exchange Rate Mechanism and the Volatility of the Sterling-Deutschemark Exchange Rate, The Economic Journal, Volume 103, I

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1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1965The Behavior of Stock-Market Prices 1976Option pricing when underlying stock returns are discontinuous 1997The variation of certain speculative prices 1976The pricing of commodity contracts 1987A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return 1995Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

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