Statistical Properties and Problems on Modeling the Bolivian Foreign Exchange Market
The Bolivian foreign exchange market is explained in terms of the official and parallel exchange rates. The data covers the post hyper inflationary period from 1986 to 1992. The distribution of the rate of depreciation of the official and parallel exchange rates is long tailed and strongly departs f...
| Main Author: | |
|---|---|
| Format: | Others |
| Published: |
DigitalCommons@USU
1994
|
| Subjects: | |
| Online Access: | https://digitalcommons.usu.edu/etd/3763 https://digitalcommons.usu.edu/cgi/viewcontent.cgi?article=4775&context=etd |