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Citations for "European Exchange Rate Credibility Before the Fall"

by Andrew K. Rose & Lars E.O. Svensson

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  1. Reinhart, Carmen & Kaminsky, Graciela & Goldstein, Morris, 2000. "Notes on contagion," MPRA Paper 24569, University Library of Munich, Germany.
  2. Obstfeld, Maurice, 1996. "Models of currency crises with self-fulfilling features," European Economic Review, Elsevier, Elsevier, vol. 40(3-5), pages 1037-1047, April.
  3. Hui, C.H. & Lo, C.F., 2009. "A note on estimating realignment probabilities - A first-passage-time approach," Journal of International Money and Finance, Elsevier, Elsevier, vol. 28(5), pages 804-812, September.
  4. Neely, Christopher J., 1999. "Target zones and conditional volatility: The role of realignments," Journal of Empirical Finance, Elsevier, Elsevier, vol. 6(2), pages 177-192, April.
  5. Chen, Zhaohui & Giovannini, Alberto, 1997. "The determinants of realignment expectations under the EMS: Some empirical regularities," European Economic Review, Elsevier, Elsevier, vol. 41(9), pages 1687-1707, December.
  6. Stefano Schiavo, 2005. "Euro bonds: in search of financial spillovers," Sciences Po publications 2, Sciences Po.
  7. Peter Tillmann, 2003. "The Regime-Dependent Determination of Credibility: A New Look at European Interest Rate Differentials," German Economic Review, Verein für Socialpolitik, Verein für Socialpolitik, vol. 4, pages 409-431, November.
  8. Antoniou, Antonios & Garrett, Ian & Priestley, Richard, 1998. "Calculating the equity cost of capital using the APT: the impact of the ERM," Journal of International Money and Finance, Elsevier, Elsevier, vol. 17(6), pages 949-965, December.
  9. Flood, Robert P & Rose, Andrew K, 2001. "Uncovered Interest Parity in Crisis: The Interest Rate Defence in the 1990s," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2943, C.E.P.R. Discussion Papers.
  10. Kamin, Steven B. & Rogers, John H., 1996. "Monetary policy in the end-game to exchange-rate based stabilizations: the case of Mexico," Journal of International Economics, Elsevier, Elsevier, vol. 41(3-4), pages 285-307, November.
  11. Anthony, Myrvin & MacDonald, Ronald, 1998. "On the mean-reverting properties of target zone exchange rates: Some evidence from the ERM," European Economic Review, Elsevier, Elsevier, vol. 42(8), pages 1493-1523, September.
  12. Daniëls, Tijmen R. & Jager, Henk & Klaassen, Franc, 2011. "Currency crises with the threat of an interest rate defence," Journal of International Economics, Elsevier, Elsevier, vol. 85(1), pages 14-24, September.
  13. Lars E.O. Svensson, 1993. "Fixed Exchange Rates as a Means to Price Stability: What Have We Learned," NBER Working Papers 4504, National Bureau of Economic Research, Inc.
  14. Chang-Tai Hsieh & Christina D. Romer, 2001. "Was the Federal Reserve Fettered? Devaluation Expectations in the 1932 Monetary Expansion," NBER Working Papers 8113, National Bureau of Economic Research, Inc.
  15. Helmut Stix, 2007. "Impact of Central Bank Intervention during Periods of Speculative Pressure: Evidence from the European Monetary System," German Economic Review, Verein für Socialpolitik, Verein für Socialpolitik, vol. 8, pages 399-427, 08.
  16. Jean-Paul Pollin & Servane Pfister & Raphaelle Bellando, 2000. "Évolution et déterminants de la crédibilité de l’Union Monétaire Européenne durant la phase de transition : une étude comparative France, Italie et Grande-Bretagne," Revue d'Économie Financière, Programme National Persée, Programme National Persée, vol. 56(1), pages 165-194.
  17. Geir H. Bjønnes & Steinar Holden & Dagfinn Rime & Haakon O.Aa. Solheim, 2005. "“Large” vs. “small” players: A closer look at the dynamics of speculative attacks," Working Paper, Norges Bank 2005/13, Norges Bank.
  18. Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela, 2000. "Rating the Rating Agencies," MPRA Paper 24578, University Library of Munich, Germany.
  19. Ozkan, F. Gulcin, 2003. "Explaining ERM realignments: Insights from optimising models of currency crises," Journal of Macroeconomics, Elsevier, Elsevier, vol. 25(4), pages 491-507, December.
  20. Viktors Ajevskis & Armands Pogulis, 2005. "Repegging of the Lats to the Euro: Implications for the Financial Sector," Working Papers, Latvijas Banka 2005/01, Latvijas Banka.
  21. Roger Craine, 1999. "Exchange Rate Regime Credibility, the Agency Cost of Capital and Devaluation," International Finance, EconWPA 9902002, EconWPA.
  22. Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas, 1996. "Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS," Journal of Macroeconomics, Elsevier, Elsevier, vol. 18(4), pages 693-714.
  23. Hafner, Christian M., 2000. "Fourth moments of multivariate GARCH processes," SFB 373 Discussion Papers 2000,80, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  24. Ilene GRABEL, 2004. "Trip Wires And Speed Bumps: Managing Financial Risks And Reducing The Potential For Financial Crises In Developing Economies," G-24 Discussion Papers, United Nations Conference on Trade and Development 33, United Nations Conference on Trade and Development.
  25. Francisco Ledesma-Rodriguez & Manuel Navarro-Ibanez & Jorge Perez-Rodriguez & Simon Sosvilla-Rivero, 2000. "On the Credibility of the Irish Pound in the EMS," The Economic and Social Review, Economic and Social Studies, Economic and Social Studies, vol. 31(2), pages 151-172.
  26. Pierre-Yves HENIN & Marie PODEVIN, 2002. "Assessing the Effects of Policy Changes: Lesson from the European 1992 Experience," Annales d'Economie et de Statistique, ENSAE, issue 67-68, pages 435-461.
  27. Morris Goldstein, 1997. "The causes and propagation of financial instability : lessons for policymakers, commentary," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, Federal Reserve Bank of Kansas City, pages 97-116.
  28. Honohan, Patrick, 1998. "A pitfall in computing exchange rate density in the EMS band," Journal of International Money and Finance, Elsevier, Elsevier, vol. 17(5), pages 839-853, October.
  29. M. Araceli Rodríguez López, . "Variables fundamentales o ataques "Self-fulfilling"? Una explicación a las crisis de credibilidad de la peseta española," Studies on the Spanish Economy 90, FEDEA.
  30. Beng, Gan Wee, 2000. "Exchange-rate policy in East Asia after the fall: how much have things changed?," Journal of Asian Economics, Elsevier, Elsevier, vol. 11(4), pages 403-430.
  31. Weber, Axel A., 1997. "Sources of Currency Crisis: An Empirical Analysis," Discussion Paper Serie B, University of Bonn, Germany 418, University of Bonn, Germany.
  32. Benigno, Pierpaolo & Missale, Alessandro, 2001. "High Public Debt in Currency Crises: Fundamentals versus Signalling Effects," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2862, C.E.P.R. Discussion Papers.
  33. Hafner, Christian M. & Herwartz, Helmut, 2006. "Volatility impulse responses for multivariate GARCH models: An exchange rate illustration," Journal of International Money and Finance, Elsevier, Elsevier, vol. 25(5), pages 719-740, August.
  34. Charles Engel & Craig S. Hakkio, 1994. "The Distribution of Exchange Rates in the EMS," NBER Working Papers 4834, National Bureau of Economic Research, Inc.
  35. Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela, 2000. "Methodology for an Early Warning System: The Signals Approach," MPRA Paper 24576, University Library of Munich, Germany.
  36. Peter Kenen, 1996. "Analyzing and managing exchange-rate crises," Open Economies Review, Springer, Springer, vol. 7(1), pages 469-492, March.
  37. Michael Bordo & Anna Schwartz, 1996. "Why clashes between internal and external stability goals end in currency crises, 1797–1994," Open Economies Review, Springer, Springer, vol. 7(1), pages 437-468, March.
  38. HAFNER, Christian & HERWARTZ, Helmut, 2001. "Volatility impulse response functions for multivariate GARCH models," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 2001039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  39. Eva Gutierrez, 1996. "A model of realignment in the EMS," Investigaciones Economicas, Fundación SEPI, Fundación SEPI, vol. 20(2), pages 161-176, May.
  40. Kocenda, Evzen & Valachy, Juraj, 2006. "Exchange rate volatility and regime change: A Visegrad comparison," Journal of Comparative Economics, Elsevier, vol. 34(4), pages 727-753, December.
  41. Michele Fratianni & Michael Artis, 1996. "The lira and the pound in the 1992 currency crisis: Fundamentals or speculation?," Open Economies Review, Springer, Springer, vol. 7(1), pages 573-589, March.
  42. Martin Feldstein, 1993. "The Effect of Marginal Tax Rates on Taxable Income: A Panel Study of the1986 Tax Reform Act," NBER Working Papers 4496, National Bureau of Economic Research, Inc.
  43. Gulcin Ozkan & Alan Sutherland, . "A Currency Crisis Model with an Optimising Policymaker," Discussion Papers, Department of Economics, University of York 96/11, Department of Economics, University of York.
  44. Volz, Ulrich, 2006. "On the feasibility of a regional exchange rate system for East Asia: Lessons of the 1992/1993 EMS crisis," Journal of Asian Economics, Elsevier, Elsevier, vol. 17(6), pages 1107-1127, December.
  45. Maurice Obstfeld & Kenneth Rogoff, 1995. "The Mirage of Fixed Exchange Rates," NBER Working Papers 5191, National Bureau of Economic Research, Inc.
  46. Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela, 2000. "Early Warning System: An Assessment of Vulnerability," MPRA Paper 24579, University Library of Munich, Germany.
  47. Ratti, Ronald A. & Seo, Jeonghee, 2003. "Multiple equilibria and currency crisis: evidence for Korea," Journal of International Money and Finance, Elsevier, Elsevier, vol. 22(5), pages 681-696, October.
  48. Jasmina Arifovic & Janet Hua Jiang, 2014. "Do Sunspots Matter? Evidence from an Experimental Study of Bank Runs," Working Papers, Bank of Canada 14-12, Bank of Canada.
  49. António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2009. "Exchange Rate Mean Reversion within a Target Zone: Evidence from a Country on the Periphery of the ERM," GEMF Working Papers 2009-15, GEMF - Faculdade de Economia, Universidade de Coimbra.
  50. Axel A. Weber, 1998. "Sources of Currency Crises: An Empirical Analysis," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) 25, Oesterreichische Nationalbank (Austrian Central Bank).
  51. Eichengreen, Barry, 2001. "The EMS Crisis in Retrospect," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2704, C.E.P.R. Discussion Papers.
  52. Rangvid, Jesper & Sorensen, Carsten, 2001. "Determinants of the implied shadow exchange rates from a target zone," European Economic Review, Elsevier, Elsevier, vol. 45(9), pages 1665-1696, October.
  53. Flandreau, Marc, 1996. "The Burden of Intervention: Externalities in Multilateral Exchange Rates Arrangements," CEPR Discussion Papers, C.E.P.R. Discussion Papers 1504, C.E.P.R. Discussion Papers.
  54. Forsman, Mats-Ola, 2005. "Speculative Attacks on Nordic Exchange-Rates, 1971-1992," Working Papers in Economics, University of Gothenburg, Department of Economics 186, University of Gothenburg, Department of Economics.
  55. Franc Klaassen & Henk Jager, 2007. "Model-free Measurement of Exchange Market Pressure," Tinbergen Institute Discussion Papers 06-112/2, Tinbergen Institute.
  56. Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela, 2000. "The Wake of Crises and Devaluations," MPRA Paper 24570, University Library of Munich, Germany.
  57. Christodoulakis, Nicos M. & Kalyvitis, Sarantis C., 1997. "Efficiency testing revisited: a foreign exchange market with Bayesian learning," Journal of International Money and Finance, Elsevier, Elsevier, vol. 16(3), pages 367-385, June.
  58. E. Grilli, 1999. "Some considerations on the reform of the international monetary and financial system," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, Banca Nazionale del Lavoro, vol. 52(209), pages 195-237.
  59. Olivier Jeanne, 1996. "Les modèles de crise de change : un essai de synthèse en relation avec la crise du franc de 1992-1993," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 123(2), pages 147-162.
  60. M. Hashem Pesaran & Francisco J. Ruge-Murcia, 1996. "Limited-dependent rational expectations models with jumps," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis 111, Federal Reserve Bank of Minneapolis.
  61. Volbert Alexander & Peter Anker, 1997. "Fiscal Discipline and the Question of Convergence of National Interest Rates in the European Union," Open Economies Review, Springer, Springer, vol. 8(4), pages 335-352, October.
  62. Bordo, Michael D. & Macdonald, Ronald & Oliver, Michael J., 2009. "Sterling in crisis, 1964–1967," European Review of Economic History, Cambridge University Press, Cambridge University Press, vol. 13(03), pages 437-459, December.
  63. Inez Sílvia Batista Castro & José Carlos de Lacerda Leite, 2003. "Estimando Probabilidades de Ocorrência de Crises Cambiais no Brasil," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Gr c05, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  64. Michael Hu & Christine Jiang & Christos Tsoukalas, 2004. "The volatility impact of the European monetary system on member and non-member currencies," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 14(5), pages 313-325.
  65. Torben Andersen & Julia Chiriaeva, 2007. "Exchange Rate Pegs, Fiscal Policy and Credibility," Open Economies Review, Springer, Springer, vol. 18(1), pages 53-76, February.
  66. Kobayashi, Teruyoshi, 2005. "A model of monetary unification under asymmetric information," International Review of Economics & Finance, Elsevier, Elsevier, vol. 14(1), pages 1-15.
  67. Antoine Magnier & Benoît Cœuré, 1996. "Crédibilité et fondamentaux macro-économiques au sein du SME : un examen empirique," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 123(2), pages 113-146.
  68. repec:dgr:uvatin:2007112 is not listed on IDEAS
  69. Stefano Cavaglia & Kees Koedijk & Peter Vlaar, 1994. "Exchange rate expectations and risk premia in the European Monetary System: 1985–1991," Open Economies Review, Springer, Springer, vol. 5(4), pages 347-360, October.
  70. Alfred Broaddus & Marvin Goodfriend, 1996. "Foreign exchange operations and the Federal Reserve," Economic Quarterly, Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond, issue Win, pages 1-20.
  71. Cecilia Jona-Lasinio, 1999. "Le Franc français et la récente crise monétaire européenne," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 140(4), pages 147-159.
  72. Dahlquist, Magnus & Gray, Stephen F., 2000. "Regime-switching and interest rates in the European monetary system," Journal of International Economics, Elsevier, Elsevier, vol. 50(2), pages 399-419, April.
  73. Peria, Maria Soledad Martinez, 1999. "A regime - switching approach to studying speculative attacks : focus on European Monetary System crises," Policy Research Working Paper Series 2132, The World Bank.
  74. Jeffrey Sachs & Aaron Tornell & Andres Velasco, 1996. "The Mexican Peso Crisis: Sudden Death or Death Foretold?," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research 1760, Harvard - Institute of Economic Research.
  75. Anthony, Myrvin & MacDonald, Ronald, 1999. "The width of the band and exchange rate mean-reversion: some further ERM-based results," Journal of International Money and Finance, Elsevier, Elsevier, vol. 18(3), pages 411-428.
  76. Jeanne, Olivier & Masson, Paul R, 1998. "Currency Crises, Sunspots and Markov-Switching Regimes," CEPR Discussion Papers, C.E.P.R. Discussion Papers 1990, C.E.P.R. Discussion Papers.
  77. Hallett, Andrew Hughes & Anthony, Myrvin L., 1997. "Exchange rate behaviour under the EMS regime: was there any systematic change?," Journal of International Money and Finance, Elsevier, Elsevier, vol. 16(4), pages 537-560, August.
  78. Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela, 2000. "Early Warning System: Empirical Results from The Signals Approach," MPRA Paper 24577, University Library of Munich, Germany.
  79. Bodart, V. & Reding, P., 1998. "Exchange Rate Regime, Volatility and International Correlations on Bond and Stock Markets," Papers, Notre-Dame de la Paix, Sciences Economiques et Sociales 204, Notre-Dame de la Paix, Sciences Economiques et Sociales.
  80. Rodríguez López, Mª A., 2002. "Crisis de credibilidad de la peseta en las bandas del SME. Una aplicación del Modelo de Markov con saltos de régimen," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 20, pages 599-626, Diciembre.
  81. Pierre Siklos & Rod Tarajos, 1996. "Fundamentals and devaluation expectations in target zones: Some new evidence from the ERM," Open Economies Review, Springer, Springer, vol. 7(1), pages 35-59, January.
  82. Bernhardsen, Tom, 2000. "The relationship between interest rate differentials and macroeconomic variables: a panel data study for European countries," Journal of International Money and Finance, Elsevier, Elsevier, vol. 19(2), pages 289-308, April.
  83. Amato, Amedeo & Tronzano, Marco, 2000. "Fiscal policy, debt management and exchange rate credibility: Lessons from the recent Italian experience," Journal of Banking & Finance, Elsevier, Elsevier, vol. 24(6), pages 921-943, June.
  84. Peter J G Vlaar & Franz C Palm, 1993. "Inflation Differentials and Excess Returns in the European Monetary System," CEPR Financial Markets Paper, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ 0038, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ.
  85. Marie Bessec, 2000. "Mean-Reversion versus PPP Adjustment: The Two Regimes of Exchange Rate Dynamics Under the EMS, 1979-1998," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 1305, Econometric Society.
  86. Ilene Grabel, 2003. "Predicting Financial Crisis in Developing Economies: Astronomy or Astrology?," Eastern Economic Journal, Eastern Economic Association, vol. 29(2), pages 243-258, Spring.
  87. Bekaert, Geert & Gray, Stephen F., 1998. "Target zones and exchange rates:: An empirical investigation," Journal of International Economics, Elsevier, Elsevier, vol. 45(1), pages 1-35, June.
  88. Tronzano, Marco & Psaradakis, Zacharias & Sola, Martin, 2003. "Target zone credibility and economic fundamentals," Economic Modelling, Elsevier, Elsevier, vol. 20(4), pages 791-807, July.
  89. Mundaca, Gabriela, 2003. "A Drift of the "Drift Adjustment Method"," Memorandum, Oslo University, Department of Economics 16/2002, Oslo University, Department of Economics.
  90. E. Grilli, 1999. "Some considerations on the reform of the international monetary and financial system," BNL Quarterly Review, Banca Nazionale del Lavoro, Banca Nazionale del Lavoro, vol. 52(209), pages 195-237.
  91. C. F. Lo & C. H. Hui & S. W. Chu & T. Fong, 2012. "A Quasi-Bounded Target Zone Model - Theory and Application to Hong Kong Dollar," Working Papers 282012, Hong Kong Institute for Monetary Research.
  92. Dean Corbae & Chris Neely & Paul Weller, 1998. "Endogenous realignments and the sustainability of a target," Working Papers, Federal Reserve Bank of St. Louis 1994-009, Federal Reserve Bank of St. Louis.
  93. Rzepkowski, Bronka, 2003. "The devaluation expectations in Hong Kong and their determinants," Journal of the Japanese and International Economies, Elsevier, vol. 17(2), pages 174-191, June.
  94. C. H. Hui & C. F. Lo & V. Yeung & L. Fung, 2008. "Valuing foreign currency options with a mean-reverting process: a study of Hong Kong dollar," International Journal of Finance & Economics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 13(1), pages 118-134.
  95. Darvas, Zsolt, 1999. "Az árfolyamsávok empirikus modelljei és a devizaárfolyam sávon belüli előrejelezhetetlensége
    [Empirical models of exchange rate target zones]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 507-529.
  96. Juan Garcia, 1999. "The Collapse of the ‘New EMS’: An Interpretation," Open Economies Review, Springer, Springer, vol. 10(2), pages 203-219, May.
  97. Jose Manuel Campa & P.H. Kevin Chang, 1996. "Options-based evidence of the credibility of the peseta in the ERM," Investigaciones Economicas, Fundación SEPI, Fundación SEPI, vol. 20(1), pages 3-22, January.
  98. Rahel Studer-Suter & Alexandra Janssen, 2014. "The Swiss franc's honeymoon," ECON - Working Papers, Department of Economics - University of Zurich 170, Department of Economics - University of Zurich.
  99. repec:spo:wpecon:info:hdl:2441/7162 is not listed on IDEAS
  100. Klaster, Michel A. & Knot, Klaas H. W., 2002. "Toward an econometric target zone model with endogenous devaluation risk for a small open economy," Economic Modelling, Elsevier, Elsevier, vol. 19(4), pages 509-529, August.
  101. Gomez-Puig, Marta & Montalvo, JoseG., 1997. "A new indicator to assess the credibility of the EMS," European Economic Review, Elsevier, Elsevier, vol. 41(8), pages 1511-1535, August.
  102. Kathleen Dorsainvil, 2006. "Exchange Rate Unification Under Non-Credibility: The Haïtian Economy," International Advances in Economic Research, Springer, Springer, vol. 12(2), pages 229-240, May.
  103. repec:dgr:uvatin:2006112 is not listed on IDEAS
  104. Renato Filosa, 1995. "Money demand stability and currency substitution in six European countries (1980-1992)," BIS Working Papers 30, Bank for International Settlements.
  105. Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela, 2000. "Some Policy Issues Regarding an Early Warning System," MPRA Paper 24580, University Library of Munich, Germany.
  106. Jeanne, Olivier, 1997. "Are currency crises self-fulfilling?: A test," Journal of International Economics, Elsevier, Elsevier, vol. 43(3-4), pages 263-286, November.
  107. Ordean G. Olson & Matthew He, 2000. "A Model of Balance of Payments Crisis: Monetary Independence as a Determinant of Exchange Rate Disequalibria," New York Economic Review, New York State Economics Association (NYSEA), New York State Economics Association (NYSEA), vol. 31(1), pages 32-41.
  108. Elias Belessakos & Michael Papaioannou, 1996. "Simple credibility tests of the ERM bands for the pound sterling and the Italian lira," Open Economies Review, Springer, Springer, vol. 7(3), pages 219-236, July.
  109. Christopher J. Neely, 1994. "Realignments of target zone exchange systems: what do we know?," Working Papers, Federal Reserve Bank of St. Louis 1994-020, Federal Reserve Bank of St. Louis.
  110. Michael D. Bordo & Anna J. Schwartz, 1996. "Why Clashes Between Internal and External Stability Goals End in Currency Crises, 1797-1994," NBER Working Papers 5710, National Bureau of Economic Research, Inc.