Bands and Statistical Properties of EMS Exchange Rates
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Bibliographic InfoPaper provided by Tilburg - Center for Economic Research in its series Papers with number 9105.
Length: 25 pages
Date of creation: 1991
Date of revision:
Contact details of provider:
Postal: TILBURG UNIVERSITY, CENTER FOR ECONOMIC RESEARCH, 5000 LE TILBURG THE NETHERLANDS.
Phone: 31 13 4663050
Fax: 31 13 4663066
Web page: http://center.uvt.nl/
More information through EDIRC
exchange rate ; monetary systems ; economic models;
Other versions of this item:
- Beetsma, R.M.W.J., 1991. "Bands and statistical properties of EMS exchange rates," Discussion Paper 1991-5, Tilburg University, Center for Economic Research.
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.:
- Baillie, Richard T & Bollerslev, Tim, 1989. " Common Stochastic Trends in a System of Exchange Rates," Journal of Finance, American Finance Association, vol. 44(1), pages 167-81, March.
- Svensson, L.E.O., 1989.
"Target Zones And Interest Rate Variability,"
457, Stockholm - International Economic Studies.
- Lars E.O. Svensson, 1989. "Target Zones and Interest Rate Variability," NBER Working Papers 3218, National Bureau of Economic Research, Inc.
- Svensson, Lars E O, 1990. "Target Zones and Interest Rate Variability," CEPR Discussion Papers 372, C.E.P.R. Discussion Papers.
- Lars E. O. Svensson, 1990. "Target Zones and Interest Rate Variability," IMF Working Papers 90/31, International Monetary Fund.
- repec:fth:harver:1471 is not listed on IDEAS
- Benoit Mandelbrot, 1963. "The Variation of Certain Speculative Prices," The Journal of Business, University of Chicago Press, vol. 36, pages 394.
- Paul Krugman & Julio Rotemberg, 1990. "Target Zones with Limited Reserves," NBER Working Papers 3418, National Bureau of Economic Research, Inc.
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