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On the mean-reverting properties of target zone exchange rates: Some evidence from the ERM Author info | Abstract | Publisher info | Download info | Related research | Statistics Anthony, Myrvin
MacDonald, Ronald
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Article provided by Elsevier in its journal European Economic Review .
Volume (Year): 42 (1998)
Issue (Month): 8 (September)
Pages: 1493-1523
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Handle: RePEc:eee:eecrev:v:42:y:1998:i:8:p:1493-1523Contact details of provider: Web page: http://www.elsevier.com/locate/eer
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J. Isaac Miller, 2008.
"Testing the Bounds: Empirical Behavior of Target Zone Fundamentals ,"
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Working Papers on International Economics and Finance
01-08, FEDEA.
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Other versions: Jesús Crespo-Cuaresma & Balázs Égert & Ronald MacDonald, 2005.
"Non-Linear Exchange Rate Dynamics in Target Zones: A Bumpy Road Towards A Honeymoon Some Evidence from the ERM, ERM2 and Selected New EU Member States ,"
William Davidson Institute Working Papers Series
wp771, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
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Other versions: Marie Bessec, 2000.
"Mean-Reversion versus PPP Adjustment: The Two Regimes of Exchange Rate Dynamics Under the EMS, 1979-1998 ,"
Econometric Society World Congress 2000 Contributed Papers
1305, Econometric Society.
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Hali J. Edison & Ronald MacDonald, 2000.
"Monetary policy independence in the ERM: was there any? ,"
International Finance Discussion Papers
665, Board of Governors of the Federal Reserve System (U.S.).
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Ronald MacDonald & Cezary Wojcik, 2003.
"Catching Up: The Role of Demand, Supply and Regulated Price Effects on the Real Exchange Rates of Four Accession Countries ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo GmbH.
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Other versions: C. H. Hui & C. F. Lo & V. Yeung & L. Fung, 2008.
"Valuing foreign currency options with a mean-reverting process: a study of Hong Kong dollar ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 13(1), pages 118-134.
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