Time-varying devaluation risk, interest rate differentials and exchange rates in target zones Empirical evidence from the EMS

The term structure of interest rate differentials in a target zone Theory and Swedish data

Svensson, L.E
Centre for Economic Policy Research, London (United Kingdom)

January 1991

3.00Available from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--495) / BLDSC - Bri...

Target zones and interest rate variability

Svensson, L.E.O
Centre for Economic Policy Research, London (United Kingdom)

January 1989

2.00Available from British Library Document Supply Centre- DSC:3597.9512(CERP-DP--372) / BLDSC - Bri...

On the nature of risk in the foreign exchange markets Evidence from the dollar and the EMS markets

De Grauwe, P
Centre for Economic Policy Research, London (United Kingdom)

January 1989

2.00Available from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--352) / BLDSC - Bri...

The termstructure of interest rate differentials in a target zone with time-varying devaluation risk

Knot, K.H.W.
Dijkstra, T.K.
de Haan, J.

January 1999

We extend Svensson's (1991b) analysis of the term structure of interest rate differentials in a targ...

Stochastic Devaluation Risk and the Empirical Fit of Target Zone Models

Bertola, Giuseppe
Svensson, Lars E.O.

January 1990

In the model of this paper, an exchange rate fluctuates between given boundaries for random lengths ...

On the mean-reverting properties of target zone exchange rates Some evidence from the ERM

Anthony, M.
MacDonald, R.
Edinburgh Univ. (United Kingdom). Centre for Financial Markets Research

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.85185(no 3) / BLDSC - British Li...

Expected and Predicted Realignments : The FF/DM Exchange Rate during the EMS

Rose, Andrew K.
Svensson, Lars E.O.

January 1991

An empirical model of time-varying realignment risk in an exchange rate target zone is developed. Ex...

Assessing Target Zone Credibility

Lars E. O. Svensson

The paper presents estimates of devaluation expectations for six EMS currencies relative to the Deut...

Stochastic process switching and intervention in exchange rate target zones Empirical evidence from the EMS

Weber, A.A
Centre for Economic Policy Research, London (United Kingdom)

January 1991

3.00SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--554) / BLDSC ...

Devaluation Risk in Target Zones: Evidence from the Nordic Countries.

Edin, Per-Anders
Vredin, Anders

In this paper, the authors estimate devaluation risk in Denmark, Finland, Norway, and Sweden. The ta...

Expected and predicted realignments: the FF/DM exchange rate during the EMS

Andrew K. Rose
Lars E.O. Svensson

An empirical model of time-varying realignment risk in an exchange rate target zone is developed. Ex...

Exchange rates under EMS target zones An econometric investigation

Parikh, A
Bhattacharya, R.
University of East Anglia, Norwich (United Kingdom). Dept. of Economics and Social Studies

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7765(UEA-ERC-DP--9301) / BLDSC ...

Assessing Target Zone Credibility: Mean Reversion and Devaluation Expectations in the EMS

Svensson, Lars E O

The paper presents estimates of devaluation expectations for six EMS currencies relative to the Deut...

The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk

Svensson, Lars E O

The foreign exchange risk premium in an exchange rate target-zone regime with devaluation/realignmen...

Assessing Target Zone Credibility : Mean Reversion and Devaluation Expectations in the EMS

Svensson, Lars E.O.

January 1991

The paper presents estimates of devaluation expectations for six EMS currencies relative to the Deut...

The term structure of interest rate differentials in a target zone Theory and Swedish data

Svensson, L.E
Centre for Economic Policy Research, London (United Kingdom)

January 1991

3.00Available from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--495) / BLDSC - Bri...

Target zones and interest rate variability

Svensson, L.E.O
Centre for Economic Policy Research, London (United Kingdom)

January 1989

2.00Available from British Library Document Supply Centre- DSC:3597.9512(CERP-DP--372) / BLDSC - Bri...

On the nature of risk in the foreign exchange markets Evidence from the dollar and the EMS markets

De Grauwe, P
Centre for Economic Policy Research, London (United Kingdom)

January 1989

2.00Available from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--352) / BLDSC - Bri...

The termstructure of interest rate differentials in a target zone with time-varying devaluation risk

Knot, K.H.W.
Dijkstra, T.K.
de Haan, J.

January 1999

We extend Svensson's (1991b) analysis of the term structure of interest rate differentials in a targ...

Stochastic Devaluation Risk and the Empirical Fit of Target Zone Models

Bertola, Giuseppe
Svensson, Lars E.O.

January 1990

In the model of this paper, an exchange rate fluctuates between given boundaries for random lengths ...

On the mean-reverting properties of target zone exchange rates Some evidence from the ERM

Anthony, M.
MacDonald, R.
Edinburgh Univ. (United Kingdom). Centre for Financial Markets Research

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.85185(no 3) / BLDSC - British Li...

Expected and Predicted Realignments : The FF/DM Exchange Rate during the EMS

Rose, Andrew K.
Svensson, Lars E.O.

January 1991

An empirical model of time-varying realignment risk in an exchange rate target zone is developed. Ex...

Assessing Target Zone Credibility

Lars E. O. Svensson

The paper presents estimates of devaluation expectations for six EMS currencies relative to the Deut...

Stochastic process switching and intervention in exchange rate target zones Empirical evidence from the EMS

Weber, A.A
Centre for Economic Policy Research, London (United Kingdom)

January 1991

3.00SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--554) / BLDSC ...

Devaluation Risk in Target Zones: Evidence from the Nordic Countries.

Edin, Per-Anders
Vredin, Anders

In this paper, the authors estimate devaluation risk in Denmark, Finland, Norway, and Sweden. The ta...

Expected and predicted realignments: the FF/DM exchange rate during the EMS

Andrew K. Rose
Lars E.O. Svensson

An empirical model of time-varying realignment risk in an exchange rate target zone is developed. Ex...

Exchange rates under EMS target zones An econometric investigation

Parikh, A
Bhattacharya, R.
University of East Anglia, Norwich (United Kingdom). Dept. of Economics and Social Studies

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7765(UEA-ERC-DP--9301) / BLDSC ...

Assessing Target Zone Credibility: Mean Reversion and Devaluation Expectations in the EMS

Svensson, Lars E O

The paper presents estimates of devaluation expectations for six EMS currencies relative to the Deut...

The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk

Svensson, Lars E O

The foreign exchange risk premium in an exchange rate target-zone regime with devaluation/realignmen...

Assessing Target Zone Credibility : Mean Reversion and Devaluation Expectations in the EMS

Svensson, Lars E.O.

January 1991

The paper presents estimates of devaluation expectations for six EMS currencies relative to the Deut...

The term structure of interest rate differentials in a target zone Theory and Swedish data

Svensson, L.E
Centre for Economic Policy Research, London (United Kingdom)

January 1991

3.00Available from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--495) / BLDSC - Bri...

Target zones and interest rate variability

Svensson, L.E.O
Centre for Economic Policy Research, London (United Kingdom)

January 1989

2.00Available from British Library Document Supply Centre- DSC:3597.9512(CERP-DP--372) / BLDSC - Bri...

On the nature of risk in the foreign exchange markets Evidence from the dollar and the EMS markets

De Grauwe, P
Centre for Economic Policy Research, London (United Kingdom)

January 1989

2.00Available from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--352) / BLDSC - Bri...

Time-varying devaluation risk, interest rate differentials and exchange rates in target zones Empirical evidence from the EMS

Abstract

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Time-varying devaluation risk, interest rate differentials and exchange rates in target zones Empirical evidence from the EMS

Abstract

Extracted data

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