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Can exchange rate predictability be achieved without monetary convergence? : Evidence from the EMS

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  • Rogoff, Kenneth

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File URL: http://www.sciencedirect.com/science/article/B6V64-45GSC16-9/2/d3c7d3a164d9ab021c37feeb810751f0
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Bibliographic Info

Article provided by Elsevier in its journal European Economic Review.

Volume (Year): 28 (1985)
Issue (Month): 1-2 ()
Pages: 93-115

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Handle: RePEc:eee:eecrev:v:28:y:1985:i:1-2:p:93-115

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Web page: http://www.elsevier.com/locate/eer

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  1. Flood, Robert P & Garber, Peter M, 1983. "A Model of Stochastic Process Switching," Econometrica, Econometric Society, vol. 51(3), pages 537-51, May.
  2. Canzoneri, Matthew B., 1982. "Exchange intervention policy in a multiple country world," Journal of International Economics, Elsevier, vol. 13(3-4), pages 267-289, November.
  3. Peter Isard, 1983. "An Accounting Framework and Some Issues for Modeling How Exchange Rates Respond to the News," NBER Chapters, in: Exchange Rates and International Macroeconomics, pages 19-66 National Bureau of Economic Research, Inc.
  4. Rogoff, Kenneth, 1984. "On the effects of sterilized intervention : An analysis of weekly data," Journal of Monetary Economics, Elsevier, vol. 14(2), pages 133-150, September.
  5. Hansen, Lars Peter & Hodrick, Robert J, 1980. "Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis," Journal of Political Economy, University of Chicago Press, vol. 88(5), pages 829-53, October.
  6. Frankel, Jeffrey A, 1979. "On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials," American Economic Review, American Economic Association, vol. 69(4), pages 610-22, September.
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