Has the EMS Reduced Member-Country Exchange Rate Volatility?
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Bibliographic InfoArticle provided by Springer in its journal Empirical Economics.
Volume (Year): 13 (1988)
Issue (Month): 2 ()
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- Chihwa Kao, 2001. "Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates," Center for Policy Research Working Papers 34, Center for Policy Research, Maxwell School, Syracuse University.
- Neely, Christopher J., 1999.
"Target zones and conditional volatility: The role of realignments,"
Journal of Empirical Finance,
Elsevier, vol. 6(2), pages 177-192, April.
- Christopher J. Neely, 1998. "Target zones and conditional volatility: the role of realignments," Working Papers 1994-008, Federal Reserve Bank of St. Louis.
- Hu, Michael Y. & Jiang, Christine X. & Tsoukalas, Christos, 1997. "The European exchange rates before and after the establishment of the European Monetary System," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(3), pages 235-253, October.
- Hu, Michael Y. & Tsoukalas, Christos, 1999. "Combining conditional volatility forecasts using neural networks: an application to the EMS exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(4), pages 407-422, November.
- repec:ner:maastr:urn:nbn:nl:ui:27-13908 is not listed on IDEAS
- Michael Hu & Christine Jiang & Christos Tsoukalas, 2004. "The volatility impact of the European monetary system on member and non-member currencies," Applied Financial Economics, Taylor & Francis Journals, vol. 14(5), pages 313-325.
- Beum-Jo Park, 2002. "Asymmetric Volatility of Exchange Rate Returns Under The EMS: Some Evidence From Quantile Regression Approach for Tgarch Models," International Economic Journal, Taylor & Francis Journals, vol. 16(1), pages 105-125.
- repec:ner:maastr:urn:nbn:nl:ui:27-13921 is not listed on IDEAS
- Yin-Wong Cheung & Hung-Gay Fung & Kon S. Lai & Wai-Chung Lo, 1995. "Purchasing power parity under the European Monetary System," Journal of International Money and Finance, Elsevier, vol. 14(2), pages 179-189, April.
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