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

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  • Kenneth S. Rogoff

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File URL: http://www.federalreserve.gov/pubs/ifdp/1984/245/ifdp245.pdf
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Paper provided by Board of Governors of the Federal Reserve System (U.S.) in its series International Finance Discussion Papers with number 245.

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Date of creation: 1984
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Handle: RePEc:fip:fedgif:245

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  1. 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.
  2. Robert P. Flood & Peter M. Garber, 1982. "A model of stochastic process switching," International Finance Discussion Papers 201, Board of Governors of the Federal Reserve System (U.S.).
  3. Matthew B. Canzoneri, 1981. "Exchange intervention policy in a multiple country world," International Finance Discussion Papers 174, Board of Governors of the Federal Reserve System (U.S.).
  4. 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.
  5. 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.
  6. 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.
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