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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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"A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix ,"
Econometrica ,
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Other versions: Lindberg, H. & Soderlind, P., 1991.
"Testing the Basic Target Zone Model on Swedish Data ,"
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488, Stockholm - International Economic Studies.
Phillips, P C B, 1987.
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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 ,"
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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.).
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.
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NBER Working Papers
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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 ,"
Econometrica ,
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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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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, Universitaet Siegen, Fachbereich Wirtschaftswissenschaften.
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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.)
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 ,"
Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper
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) Zhaohui Chen & Alberto Giovannini, 1992.
"Estimating Expected Exchange Rates Under Target Zones ,"
NBER Working Papers
3955, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
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