An empirical characterisation of speculative pressure: a comprehensive panel study using LDV models in high frequency

This article provides a general and robust empirical examination of speculative pressure on various exchange rate regimes using an unusually large panel of monthly data for developed countries, analyzed within the framework of Limited-Dependent Variable (LDV) models with various innovations and exte...

Full description

Bibliographic Details

Main Authors:	Tassos G. Anastasatos, Ian R. Davidson
Format:	Default Preprint
Published:	2004
Subjects:	Other economics not elsewhere classified Currency prices Accumulated pressure Economics not elsewhere classified
Online Access:	https://hdl.handle.net/2134/333
Tags:	Add Tag No Tags, Be the first to tag this record!