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Target Zones and Euro-Rates: A Model of Eurocurrency Interest Rate Differentials in the European Monetary System

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Author Info
Bodnar, G.
Abstract

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Publisher Info
Paper provided by Rochester, Business - General in its series Papers with number 91-03.

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Length: 45 pages
Date of creation: 1991
Date of revision:
Handle: RePEc:fth:robuge:91-03

Contact details of provider:
Postal: UNIVERSITY OF ROCHESTER, CENTER FOR MANUFACTURING AND OPERATIONS MANAGEMENT, WILLIAM E. SIMON GRADUATE SCHOOL OF BUSINESS ADMINISTRATION,
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Web page: http://www.simon.rochester.edu/
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Related research
Keywords: exchange rate ; economic models ; financial policy;

Cited by:
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  1. Hans Lindberg & Lars E.O. Svensson & Paul Soderlind, 1991. "Devaluation Expectations: The Swedish Krona 1982-1991," NBER Working Papers 3918, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  2. Lars E.O. Svensson, 1994. "Assessing Target Zone Credibility: Mean Reversion and Devaluation Expectations in the ERM 1979-1992," NBER Working Papers 3795, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. 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. [Downloadable!] (restricted)
    Other versions:
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