Bands and Statistical Properties of EMS Exchange Rates: A Monte Carlo Investigation of Three Traget Zone Model
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Bibliographic InfoPaper provided by Tilburg - Center for Economic Research in its series Papers with number 9160.
Length: 29 pages
Date of creation: 1991
Date of revision:
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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/
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economic models ; exchange rate ; monetary systems;
Other versions of this item:
- Beetsma, R.M.W.J., 1991. "Bands and statistical properties of EMS exchange rates: A Monte Carlo investigation of three target zone model," Discussion Paper 1991-60, 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.:
- Meese, Richard A & Rose, Andrew K, 1991.
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- Pesaran, M Hashem & Samiei, Hossein, 1992.
"An Analysis of the Determination of Deutsche Mark/French Franc Exchange Rate in a Discrete-Time Target-Zone Model,"
Royal Economic Society, vol. 102(411), pages 388-401, March.
- Pesaran, M.H. & Samiei, H., 1991. "An Analysis of the determination of Dutsche Mark/French Franc Exchange rate in a Discrete-Time Target-Zone Model," Papers 38, California Los Angeles - Applied Econometrics.
- Hsieh, David A, 1989. "Modeling Heteroscedasticity in Daily Foreign-Exchange Rates," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(3), pages 307-17, July.
- 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.
- Paul R. Krugman, 1988.
"Target Zones and Exchange Rate Dynamics,"
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2481, National Bureau of Economic Research, Inc.
- Krasker, William S., 1980. "The `peso problem' in testing the efficiency of forward exchange markets," Journal of Monetary Economics, Elsevier, vol. 6(2), pages 269-276, April.
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