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

Target zones and exchange rates:: An empirical investigation

Bekaert, Geert
Gray, Stephen F.

June 1998

This paper develops an empirical model of exchange rates in a target zone. The distribution of excha...

Stochastic process switching and Stage III of EMU

De Grauwe, P.
Dewachter, H.
Veestraeten, D.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1783) / BLDSC - British Lib...

Occasional Interventions to Target Rates with a Foreign Exchange Application

Karen K. Lewis

This paper develops a framework for analyzing the effects upon rates when occasional central bank in...

Exchange rate target zones and regime switches in a stochastic environment

Sutherland, A.J.

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN015206 / BLDSC - British Library D...

Exchange rate dynamics under stochastic regime shifts A unified approach

Froot, K.A.
Obstfeld, M
Centre for Economic Policy Research, London (United Kingdom)

January 1991

3.00Available from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--522) / BLDSC - Bri...

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...

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

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

January 1992

3.00SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--611) / BLDSC ...

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 ...

Exchange rate bands and realignments in a stationary stochastic setting

Miller, M.
Weller, P
Warwick Univ., Coventry (United Kingdom). Dept. of Economics

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:9261.96(317) / BLDSC - British Libra...

Currency market efficiency and common stochastic trends Further evidence

Luintel, K.B.
Paudyal, K
Loughborough Univ. of Technology (United Kingdom). Banking Centre

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:7752.5575(LUBC-RP--93/95) / BLDSC - ...

The choice of exchange rate regimes An empirical analysis for transition economies

Hagen, J. von
Zhou, J.
Centre for Economic Policy Research, London (United Kingdom)

January 2002

Also available via the InternetAvailable from British Library Document Supply Centre-DSC:3597.9512(n...

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 ...

Target zones and exchange rate management: A stability analysis of the European Monetary System

Andrew Hughes-Hallett
Patrick Minford

Since the creation of the EMS in 1979 and the Louvre Accord in 1987, economists and policy makers ha...

Optimal target zones How an exchange rate mechanism can improve discretion

Miller, M.
Zhang, L
Centre for Economic Policy Research, London (United Kingdom)

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1031) / BLDSC - B...

Stochastic models of exchange-rate dynamics and their implications for the pricing of foreign currency options

Kaehler, J

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN005150 / BLDSC - British Library D...

Target zones and exchange rates:: An empirical investigation

Bekaert, Geert
Gray, Stephen F.

June 1998

This paper develops an empirical model of exchange rates in a target zone. The distribution of excha...

Stochastic process switching and Stage III of EMU

De Grauwe, P.
Dewachter, H.
Veestraeten, D.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1783) / BLDSC - British Lib...

Occasional Interventions to Target Rates with a Foreign Exchange Application

Karen K. Lewis

This paper develops a framework for analyzing the effects upon rates when occasional central bank in...

Exchange rate target zones and regime switches in a stochastic environment

Sutherland, A.J.

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN015206 / BLDSC - British Library D...

Exchange rate dynamics under stochastic regime shifts A unified approach

Froot, K.A.
Obstfeld, M
Centre for Economic Policy Research, London (United Kingdom)

January 1991

3.00Available from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--522) / BLDSC - Bri...

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...

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

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

January 1992

3.00SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--611) / BLDSC ...

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 ...

Exchange rate bands and realignments in a stationary stochastic setting

Miller, M.
Weller, P
Warwick Univ., Coventry (United Kingdom). Dept. of Economics

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:9261.96(317) / BLDSC - British Libra...

Currency market efficiency and common stochastic trends Further evidence

Luintel, K.B.
Paudyal, K
Loughborough Univ. of Technology (United Kingdom). Banking Centre

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:7752.5575(LUBC-RP--93/95) / BLDSC - ...

The choice of exchange rate regimes An empirical analysis for transition economies

Hagen, J. von
Zhou, J.
Centre for Economic Policy Research, London (United Kingdom)

January 2002

Also available via the InternetAvailable from British Library Document Supply Centre-DSC:3597.9512(n...

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 ...

Target zones and exchange rate management: A stability analysis of the European Monetary System

Andrew Hughes-Hallett
Patrick Minford

Since the creation of the EMS in 1979 and the Louvre Accord in 1987, economists and policy makers ha...

Optimal target zones How an exchange rate mechanism can improve discretion

Miller, M.
Zhang, L
Centre for Economic Policy Research, London (United Kingdom)

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1031) / BLDSC - B...

Stochastic models of exchange-rate dynamics and their implications for the pricing of foreign currency options

Kaehler, J

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN005150 / BLDSC - British Library D...

Target zones and exchange rates:: An empirical investigation

Bekaert, Geert
Gray, Stephen F.

June 1998

This paper develops an empirical model of exchange rates in a target zone. The distribution of excha...

Stochastic process switching and Stage III of EMU

De Grauwe, P.
Dewachter, H.
Veestraeten, D.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1783) / BLDSC - British Lib...

Occasional Interventions to Target Rates with a Foreign Exchange Application

Karen K. Lewis

This paper develops a framework for analyzing the effects upon rates when occasional central bank in...

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

Abstract

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

Abstract

Extracted data

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