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Devaluation Expectations: the Swedish Krona 1982-1991 Author info | Abstract | Publisher info | Download info | Related research | Statistics Lindberg, H.
Svensson, L.E.
Soderlind, P.
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Paper provided by Stockholm - International Economic Studies in its series Papers with number
495.
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Length: 49 pages
Date of creation: 1991Date of revision:
Handle: RePEc:fth:stocin:495Contact details of provider: Postal: UNIVERSITY OF STOCKHOLM, INSTITUTE FOR INTERNATIONAL ECONOMIC STUDIES, S- 106 91 STOCKHOLM SWEDEN. Phone: +46-8-162000 Fax: +46-8-161443 Web page: http://www.iies.su.se/ More information through EDIRC
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Keywords: profit ; interest rate ; exchange rate ; time factor ; Other versions of this item:
References listed on IDEAS 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.: Froot, Kenneth A & Thaler, Richard H, 1990.
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Econometrica ,
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Other versions: Lindberg, H. & Soderlind, P., 1991.
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488, Stockholm - International Economic Studies.
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Other versions: Weber, Axel A, 1991.
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554, C.E.P.R. Discussion Papers.
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Bertola, Giuseppe & Caballero, Ricardo, 1990.
"Target Zones and Realignments ,"
CEPR Discussion Papers
398, C.E.P.R. Discussion Papers.
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Other versions:
Bertola, G. & Cabarello, R.J., 1990.
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"Expected and Predicted Realignments: The FF/DM Exchange Rate During the EMS ,"
CEPR Discussion Papers
552, C.E.P.R. Discussion Papers.
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Other versions:
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) 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.).
[Downloadable!] Rose, A.K. & Svensson, L.E., 1991.
"Expected and Predicted Realignments: the FF/DM Exchange Rate during the EMS ,"
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485, Stockholm - International Economic Studies.
Robert P. Flood & Andrew K. Rose & Donald J. Mathieson, 1990.
"An Empirical Exploration of Exchange Rate Target-Zones ,"
NBER Working Papers
3543, National Bureau of Economic Research, Inc.
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Other versions:
Robert P. Flood & Donald J. Mathieson & Andrew K. Rose, 1991.
"An Empirical Exploration of Exchange Rate Target-Zones ,"
IMF Working Papers
91/15, International Monetary Fund.
Flood, Robert P. & Rose, Andrew K. & Mathieson, Donald J., 1991.
"An empirical exploration of exchange-rate target-zones ,"
Carnegie-Rochester Conference Series on Public Policy ,
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[Downloadable!] (restricted) Svensson, L.E., 1991.
"Assessing Target Zone Credibility: Mean Reversion and Devaluation Expectations in the EMS ,"
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493, Stockholm - International Economic Studies.
Other versions: Perron, Pierre, 1989.
"The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis ,"
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Other versions: Bodnar, G., 1991.
"Target Zones and Euro-Rates: A Model of Eurocurrency Interest Rate Differentials in the European Monetary System ,"
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91-03, Rochester, Business - General.
Hansen, Lars Peter & Hodrick, Robert J, 1980.
"Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis ,"
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[Downloadable!] (restricted)
Svensson, Lars E O, 1991.
"The Simplest Test of Target Zone Credibility ,"
CEPR Discussion Papers
493, C.E.P.R. Discussion Papers.
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Other versions: Leonardo Bartolini & Gordon M. Bodnar, 1992.
"Target Zones and Forward Rates In a Model with Repeated Realignments ,"
IMF Working Papers
92/22, International Monetary Fund.
Other versions: Alberto Giovannini, 1990.
"European Monetary Reform: Progress and Prospects ,"
Brookings Papers on Economic Activity ,
Economic Studies Program, The Brookings Institution, vol. 21(1990-2), pages 217-292.
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Frankel, Jeffrey & Phillips, Steven, 1992.
"The European Monetary System: Credible at Last? ,"
Oxford Economic Papers ,
Oxford University Press, vol. 44(4), pages 791-816, October.
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Other versions: Lars E.O. Svensson, 1990.
"The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk ,"
NBER Working Papers
3466, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Svensson, Lars E O, 1991.
"The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk ,"
CEPR Discussion Papers
494, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Svensson, L.E., 1990.
"The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk ,"
Papers
475, Stockholm - International Economic Studies.
Svensson, Lars E. O., 1992.
"The foreign exchange risk premium in a target zone with devaluation risk ,"
Journal of International Economics ,
Elsevier, vol. 33(1-2), pages 21-40, August.
[Downloadable!] (restricted) Diebold, Francis X. & Nason, James A., 1990.
"Nonparametric exchange rate prediction? ,"
Journal of International Economics ,
Elsevier, vol. 28(3-4), pages 315-332, May.
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Other versions: Pagan, Adrian, 1984.
"Econometric Issues in the Analysis of Regressions with Generated Regressors ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 221-47, February.
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Augusto López-Claros & Horst Ungerer & Thomas H. Mayer & Jouko J. Hauvonen, 1990.
"The European Monetary System: Developments and Perspectives ,"
IMF Occasional Papers
73, International Monetary Fund.
Bollerslev, Tim, 1986.
"Generalized autoregressive conditional heteroskedasticity ,"
Journal of Econometrics ,
Elsevier, vol. 31(3), pages 307-327, April.
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Lindbecg, H. Soderlind, P., 1992.
"Target Zone Models and the Intervention Policy; The Swedish Case ,"
Papers
496, Stockholm - International Economic Studies.
Axel A. Weber, 1991.
"Stochastic Process Switching and Intervention in Exchange Rate Target Zones: Empirical Evidence from the EMS ,"
Volkswirtschaftliche Diskussionsbeitraege
20-91, Universität Siegen, Fachbereich Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht.
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references Cited by : (explanations , 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.)
Zhaohui Chen & Alberto Giovannini, 1992.
"Estimating Expected Exchange Rates Under Target Zones ,"
NBER Working Papers
3955, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Lars E.O. Svensson, 1994.
"Why Exchange Rate Bands? Monetary Independence in Spite of Fixed Exchange Rates ,"
NBER Working Papers
4207, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Svensson, L.E.O., 1992.
"Why Exchange Rate Bands? Monetary Independence in Spite of Fixed Exchange Rates ,"
Papers
521, Stockholm - International Economic Studies.
Svensson, Lars E O, 1992.
"Why Exchange Rate Bands? Monetary Independence in Spite of Fixed Exchange Rates ,"
CEPR Discussion Papers
742, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) E.O. Svensson, Lars, 1994.
"Why exchange rate bands? : Monetary independence in spite of fixed exchange rates ,"
Journal of Monetary Economics ,
Elsevier, vol. 33(1), pages 157-199, February.
[Downloadable!] (restricted) Ribeiro de Castro, Claudia, 1999.
"Inside and Outside the Band Exchange Rate Fluctuations for Brazil ,"
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
2000004, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
[Downloadable!]
Andrew K. Rose & Lars E.O. Svensson, 1993.
"European Exchange Rate Credibility Before the Fall ,"
NBER Working Papers
4495, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Rose, A.K. & Svensson, L.E.O., 1993.
"European Exchange Rate Credibility Before the Fall ,"
Papers
542, Stockholm - International Economic Studies.
Rose, Andrew K & Svensson, Lars E O, 1993.
"European Exchange Rate Credibility Before the Fall ,"
CEPR Discussion Papers
852, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Rose, Andrew K. & Svensson, Lars E. O., 1994.
"European exchange rate credibility before the fall ,"
European Economic Review ,
Elsevier, vol. 38(6), pages 1185-1216, June.
[Downloadable!] (restricted)
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