Target zone models with stochastic realignments: an econometric evaluation
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Bibliographic InfoPaper provided by Federal Reserve Bank of New York in its series Research Paper with number 9302.
Date of creation: 1993
Date of revision:
Other versions of this item:
- Mizrach, Bruce, 1995. "Target zone models with stochastic realignments: an econometric evaluation," Journal of International Money and Finance, Elsevier, vol. 14(5), pages 641-657, October.
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.:
- Rose, A.K. & Svensson, L.E., 1991.
"Expected and Predicted Realignments: the FF/DM Exchange Rate during the EMS,"
485, Stockholm - International Economic Studies.
- Rose, Andrew K & Svensson, Lars E O, 1991. "Expected and Predicted Realignments: The FF/DM Exchange Rate During the EMS," CEPR Discussion Papers 552, C.E.P.R. Discussion Papers.
- Andrew K. Rose & Lars E.O. Svensson, 1995. "Expected and Predicted Realignments: The FF/DM Exchange Rate During the EMS," NBER Working Papers 3685, National Bureau of Economic Research, Inc.
- Andrew K. Rose & Lars E.O. Svensson, 1991. "Expected and predicted realignments: the FF/DM exchange rate during the EMS," International Finance Discussion Papers 395, Board of Governors of the Federal Reserve System (U.S.).
- Francis X. Diebold & James M. Nason, 1989.
"Nonparametric exchange rate prediction?,"
Finance and Economics Discussion Series
81, Board of Governors of the Federal Reserve System (U.S.).
- Lindberg, H. & Soderlind, P., 1991. "Testing the Basic Target Zone Model on Swedish Data," Papers 488, Stockholm - International Economic Studies.
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