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Exchange-rate dynamics under stochastic regime shifts : A unified approach Author info | Abstract | Publisher info | Download info | Related research | Statistics Froot, Kenneth A.
Obstfeld, Maurice
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Article provided by Elsevier in its journal Journal of International Economics .
Volume (Year): 31 (1991)
Issue (Month): 3-4 (November)
Pages: 203-229
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Handle: RePEc:eee:inecon:v:31:y:1991:i:3-4:p:203-229Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505552
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Paul R. Krugman, 1988.
"Target Zones and Exchange Rate Dynamics ,"
NBER Working Papers
2481, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
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Full
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Jon Vilasuso & Steve Cunningham, 1996.
"Tests for Nonlinearity in EMS Exchange Rates ,"
Studies in Nonlinear Dynamics & Econometrics ,
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Lars E.O. Svensson, 1991.
"Target Zones and Interest Rate Variability ,"
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Svensson, Lars E O, 1990.
"Target Zones and Interest Rate Variability ,"
CEPR Discussion Papers
372, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Lars E. O. Svensson, 1990.
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Svensson, L.E.O., 1989.
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457, Stockholm - International Economic Studies.
Svensson, Lars E. O., 1991.
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Journal of International Economics ,
Elsevier, vol. 31(1-2), pages 27-54, August.
[Downloadable!] (restricted) Giuseppe Bertola & Lars E.O. Svensson, 1991.
"Stochastic Devaluation Risk and the Empirical Fit of Target Zone Models ,"
NBER Working Papers
3576, National Bureau of Economic Research, Inc.
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Other versions:
Bertola, G. & Svensson, L.E., 1990.
"Stochastic Devaluation Risk and the Empirical Fit of Target Zone Models ,"
Papers
481, Stockholm - International Economic Studies.
Bertola, Giuseppe & Svensson, Lars E O, 1991.
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513, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Bertola, Giuseppe & Svensson, Lars E O, 1993.
"Stochastic Devaluation Risk and the Empirical Fit of Target-Zone Models ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 60(3), pages 689-712, July.
[Downloadable!] (restricted) Francisco Delgado & Bernard Dumas, 1991.
"Target Zones Big and Small ,"
NBER Working Papers
3601, National Bureau of Economic Research, Inc.
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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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William P. Killeen & Richard K. Lyons & Michael J. Moore, 2001.
"Fixed versus Flexible: Lessons from EMS Order Flow ,"
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8491, National Bureau of Economic Research, Inc.
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Other versions: Karen K. Lewis, 1995.
"Stochastic Regime Switching and Stabilizing Policies within Regimes ,"
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5289, National Bureau of Economic Research, Inc.
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Nolan, C. & Chadha, J.S., 1999.
"Inflation Targeting, Transparency and Interest Rate Volatility: Ditching 'Monetary Mystique' in the UK ,"
Cambridge Working Papers in Economics
9921, Faculty of Economics, University of Cambridge.
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"Second thoughts on second moments : panel evidence on asset-based models of currency crises ,"
Policy Research Working Paper Series
1939, The World Bank.
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Goldberg, L.S., 1992.
"Exchange-rate Unification with Black Market Leakages: Russia 1992 ,"
Working Papers
92-56, C.V. Starr Center for Applied Economics, New York University.
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Other versions: Jesús Rodríguez López & Hugo Rodríguez Mendizábal, 2006.
"The optimal degree of exchange rate flexibility: A target zone approach ,"
Working Papers
06.22, Universidad Pablo de Olavide, Departamento de Economía.
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Staffan Ringbom, 2003.
"Narrow Target Zones within Broad Zones: A Non-Speculative Exchange Rate Solution with Limited Resources ,"
Open Economies Review ,
Springer, vol. 14(3), pages 319-341, July.
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Chambers, M.J. & McCrorie, J.R., 2004.
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Discussion Paper
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Berkeley Electronic Press, vol. 9(1), pages 1085-1085.
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Geert Bekaert & Stephen F. Gray, 1999.
"Target Zones and Exchange Rates: An Empirical Investigation ,"
NBER Working Papers
5445, National Bureau of Economic Research, Inc.
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Other versions: Mark Trede & Bernd Wilfling, 2007.
"Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data ,"
Empirical Economics ,
Springer, vol. 33(1), pages 23-39, July.
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Jesús Rodríguez López & Hugo Rodríguez Mendizábal, 2002.
"On the Choice of an Exchange Regime: Target Zones Revisited ,"
Economic Working Papers at Centro de Estudios Andaluces
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António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2008.
"Exchange Rate and Interest Rate Volatility in a Target Zone: The Portuguese Case ,"
GEMF Working Papers
2008-03, GEMF - Faculdade de Economia, Universidade de Coimbra.
[Downloadable!]
Jess Rodr?uez L?ez & Hugo Rodr?uez Mendiz?al, 2002.
"On the Choice of an Exchange Rate Regime: Target Zones Revisited ,"
UFAE and IAE Working Papers
518.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
[Downloadable!]
Robert P. Flood & Peter M. Garber, 1989.
"The Linkage Between Speculative Attack and Target Zone Models of Exchange Rates ,"
NBER Working Papers
2918, National Bureau of Economic Research, Inc.
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Other versions: Lucy F. Ackert & William C. Hunter, 2000.
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Margarida Abreu, 2003.
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Paul Krugman & Julio Rotemberg, 1990.
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