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Exchange Rates in European Monetary Integration

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Author Info
Ranki, S.
Abstract

This study, "Exchange Rates in European Monetary Integration", is an empirical contribution to exchange rate theory and international monetary cooperation. The first essay, "Realignment expectations in the ERM: 1987-1992", studies the five-year period of convergence and stability in the European Monetary System (EMS). Existing literature on target zones is utilized to model and estimate devaluation expectations. The results suggest that the exchange rates gained credibility towards the end of this five-year period. German Monetary Unification (GMU) initially had positive spill-over effects on partner countries. Later these effects reversed and the system became increasingly burdened by the consequences of high German interest rates.

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Publisher Info
Paper provided by Bank of Finland. Research Department. in its series Bank of Finland - Studies in Economics and Finance with number e9.

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Length: 221 pages
Date of creation: 1998
Date of revision:
Handle: RePEc:fth:bfsefi:e9

Contact details of provider:
Postal: Bank of Finland. Research Department. P.O. Box 160, FIN-00101, Helsinki, Finland.
Web page: http://www.bof.fi/
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Related research
Keywords: EXCHANGE RATE ; ECONOMIC INTEGRATION ; FINANCIAL POLICY;

Find related papers by JEL classification:
F15 - International Economics - - Trade - - - Economic Integration
F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration

Statistics
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This page was last updated on 2009-12-16.


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