Markov switching cointegration approach to modeling target zone behavior of the exchange rates with an application to FF/DM exchange rate

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1999
Gürgenci, Zerrin
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Foreign exchange., Foreign exchange rates.
https://hdl.handle.net/11511/2611
Graduate School of Social Sciences, Thesis

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Citation Formats
Z. Gürgenci, “Markov switching cointegration approach to modeling target zone behavior of the exchange rates with an application to FF/DM exchange rate,” Ph.D. - Doctoral Program, Middle East Technical University, 1999.
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