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Exchange Rate Regimes and Exchange Market Pressure in the New EU Member States

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Author Info
ANDRÉ VAN POECK
JACQUES VANNESTE
MARET VEINER
Abstract

Economic theory has stressed the vulnerability to currency crises of intermediate exchange regimes. ERM II constitutes a fixed but adjustable pegged exchange rate arrangement and can therefore be categorized as an intermediate regime, in contrast to polar regimes such as currency boards and freely floating exchange rates. Our regression results for eight new EU Member States reveal the role of economic fundamentals in explaining exchange market pressure in these countries and confirm the bipolar view on exchange rate regimes. We conclude that the new EU members should not enter ERM II before their fundamentals are strong enough to compensate for the vulnerability of the exchange rate regime. Otherwise the condition for entering EMU, i.e. preceding participation in ERM II without devaluation or serious tensions on the exchange market, could be jeopardized. Copyright (c) 2007 The Author(s); Journal compilation (c) 2007 Blackwell Publishing Ltd.

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1468-5965.2007.00718.x
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Publisher Info
Article provided by Blackwell Publishing in its journal JCMS: Journal of Common Market Studies.

Volume (Year): 45 (2007)
Issue (Month): (06)
Pages: 459-485
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Handle: RePEc:bla:jcmkts:v:45:y:2007:i::p:459-485

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  1. M. Ayhan Kose & Selim Elekdag & Roberto Cardarelli, 2009. "Capital Inflows: Macroeconomic Implications and Policy Responses," IMF Working Papers 09/40, International Monetary Fund. [Downloadable!]
  2. Jan-Egbert Sturm & Timo Wollmershäuser, 2008. "The Stress of Having a Single Monetary Policy in Europe," KOF Working papers 08-190, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]
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  3. Srdjan Tatomir, 2009. "Exchange Market Pressure on the Croatian Kuna," Financial Theory and Practice, Institute of Public Finance, vol. 33(2), pages 187-199. [Downloadable!]
  4. Stavarek, Daniel, 2008. "Exchange Market Pressure in Central European Countries from the Eurozone Membership Perspective," MPRA Paper 12079, University Library of Munich, Germany. [Downloadable!]
  5. Daniel Stavárek, 2009. "Assessment of the exchange rate convergence in Euro-candidate countries," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 11(25), pages 159-180, February. [Downloadable!]
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