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Target zone models with stochastic realignments: an econometric evaluation

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Mizrach, Bruce

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Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 14 (1995)
Issue (Month): 5 (October)
Pages: 641-657
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Handle: RePEc:eee:jimfin:v:14:y:1995:i:5:p:641-657

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Web page: http://www.elsevier.com/locate/inca/30443

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  1. Forbes, C.S. & Kofman, P., 2000. "Bayesian Soft Target Zones," Monash Econometrics and Business Statistics Working Papers 4/2000, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
  2. Rodríguez López, Mª A., 2002. "Crisis de credibilidad de la peseta en las bandas del SME. Una aplicación del Modelo de Markov con saltos de régimen," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 20, pages 599-626, Diciembre. [Downloadable!] (restricted)
  3. Markus Haas & Stefan Mittnik & Bruce Mizrach, 2005. "Assessing Central Bank Credibility During the ERM Crises: Comparing Option and Spot Market-Based Forecasts," CFS Working Paper Series 2005/09, Center for Financial Studies. [Downloadable!]
    Other versions:
  4. Bruce Mizrach, 1996. "Mean Reversion in EMS Exchange Rates," Departmental Working Papers 199525, Rutgers University, Department of Economics. [Downloadable!]
  5. M. Araceli Rodríguez López, . "Variables fundamentales o ataques "Self-fulfilling"? Una explicación a las crisis de credibilidad de la peseta española," Studies on the Spanish Economy 90, FEDEA. [Downloadable!]
  6. Catherine S. Forbes & Paul Kofman, 2000. "Bayesian Target Zones," Econometric Society World Congress 2000 Contributed Papers 0575, Econometric Society. [Downloadable!]
  7. Dean Corbae & Chris Neely & Paul Weller, 1998. "Endogenous realignments and the sustainability of a target," Working Papers 1994-009, Federal Reserve Bank of St. Louis. [Downloadable!]
  8. M. Isabel Campos & Zenón Jiménez-Ridruejo, . "Were the Peseta Exchange Rate Crises Forecastable During Target Zone Period?," Working Papers on International Economics and Finance 00-07, FEDEA. [Downloadable!]
  9. Christopher J. Neely, 1994. "Realignments of target zone exchange systems: what do we know?," Working Papers 1994-020, Federal Reserve Bank of St. Louis. [Downloadable!]
  10. Hali J. Edison & Linda S. Kole, 1994. "European monetary arrangements: implications for the dollar, exchange rate variability and credibility," International Finance Discussion Papers 468, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  11. Spronk, Jaap & Segovia, Trinidad & Evangelista, Juan, 2005. "Más de medio siglo en busca de una teoría sobre los mercados de capitales/More than half century looking for a capital markets theory," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 23, pages 29-44, Abril. [Downloadable!] (restricted)
  12. M. Isabel Campos & M. Araceli Rodríguez, . "Crises and Credibility in a Target Zone: A Logit From a Markov-Switching Model," Working Papers on International Economics and Finance 00-05, FEDEA. [Downloadable!]
  13. M. Isabel Campos & Zenón Jiménez-Ridruejo, 2003. "Were the peseta exchange rate crises forecastable during target zone period?," Applied Economics, Taylor and Francis Journals, vol. 35(9), pages 1087-1099, January. [Downloadable!] (restricted)
  14. Bruce Mizrach, 2007. "Recovering Probabilistic Information From Options Prices and the Underlying," Departmental Working Papers 200702, Rutgers University, Department of Economics. [Downloadable!]
  15. Campos, M. Isabel & Herrera, Julio & Jimenez-Ridruejo, Zenon, 1999. "Censured Exchange Rates in a Discrete Time Target Zones Model: The Spanish Peseta/Deutsche Mark Case," ERSA conference papers ersa99pa183, European Regional Science Association. [Downloadable!]
  16. Arturo José Galindo, 1998. "Estimating Credibility In Colombia'S Exchange Rate Target Zone," BORRADORES DE ECONOMIA 002604, BANCO DE LA REPÚBLICA. [Downloadable!]
    Other versions:
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