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Citations for "Target Zones and Exchange Rate Dynamics"

by Krugman, Paul R

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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.):
  1. Hüfner, Felix P., 2000. "The British foreign exchange reserves puzzle," ZEW Discussion Papers 00-55, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  2. Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2008. "Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  3. Simon Broome, 2003. "Limited Reserves and the Optimal Width of an Exchange Rate Target zone," Economics, Finance and Accounting Department Working Paper Series n1220803, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
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  4. Forbes, C.S. & Kofman, P., 2000. "Bayesian Soft Target Zones," Monash Econometrics and Business Statistics Working Papers 4/2000, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
  5. Frankel, Jeffrey, 2003. "Experience of and Lessons from Exchange Rate Regimes in Emerging Economies," Working Paper Series rwp03-011, Harvard University, John F. Kennedy School of Government. [Downloadable!]
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  6. S. Chaouachi & G. Dufrenot & V.Mignon, 2003. "Modelling the misalignement of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," THEMA Working Papers 2003-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
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  7. Harry Garretsen & Klaas Knot & Erwin Nijsse, 1998. "Learning about fundamentals: The widening of the French ERM bands in 1993," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 134(1), pages 25-41, March. [Downloadable!] (restricted)
  8. Ruge-Murcia, F.J., 2002. "Some Implications of the Zero Lower Bound on Interest Rates for the Term Structure and Monetary Policy," Cahiers de recherche 06-2002, Centre interuniversitaire de recherche en économie quantitative, CIREQ. [Downloadable!]
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  9. C. Paul Hallwood & Ian W. Marsh, 2003. "Exchange Market Pressure on the Pound-Dollar Exchange Rate: 1925-1931," Working papers 2003-23, University of Connecticut, Department of Economics. [Downloadable!]
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  10. Barry Eichengreen & Peter Garber, 1990. "Before the Accord: U.S. Monetary-Financial Policy 1945-51," NBER Working Papers 3380, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  11. Jesús Crespo-Cuaresma & Balázs Égert & Ronald MacDonald, 2005. "Non-Linear Exchange Rate Dynamics in Target Zones: A Bumpy Road Towards A Honeymoon Some Evidence from the ERM, ERM2 and Selected New EU Member States," William Davidson Institute Working Papers Series wp771, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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  12. Christopher F Baum & John Barkoulas, 2002. "Dynamics of Intra-EMS Interest Rate Linkages," Computing in Economics and Finance 2002 13, Society for Computational Economics. [Downloadable!]
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  13. Bernhard Herz & Christian Bauer, 2005. "Technical trading, monetary policy, and exchange rate regimes," Macroeconomics, Department of Economics, Economics I, Bayreuth University, vol. 15(3), pages 281-302. [Downloadable!]
  14. Giuseppe Bertola & Lars E.O. Svensson, 1991. "Stochastic Devaluation Risk and the Empirical Fit of Target Zone Models," NBER Working Papers 3576, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  15. Christian Pierdzioch, 2000. "The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis," Kiel Working Papers 971, Kiel Institute for the World Economy. [Downloadable!]
  16. Mundaca, Gabriela, 2003. "A Drift of the "Drift Adjustment Method"," Memorandum 16/2002, Oslo University, Department of Economics. [Downloadable!]
  17. Basak, Suleyman & Pavlova, Anna, 2004. "A Dynamic Model with Import Quota Constraints," Working papers 4230-02, Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
  18. Bernard Dumas, 1989. "Perishable Investment and Hysteresis in Capital Formation," NBER Working Papers 2930, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  19. Ongan, Tevfik Hakan & Karabulut, Gökhan, 2004. "A Simple Model Of Currency Crises And Budget Deficits: The Case Of Turkey," MPRA Paper 1470, University Library of Munich, Germany. [Downloadable!]
  20. Elias Belessakos & Rahim Loufir, 1993. "Exchange Rate Target Zones in a Utility Maximizing Framework," Annales d'Economie et de Statistique, ADRES, issue 31, pages 02, Juillet-S. [Downloadable!]
  21. Wilfling, Bernd, 2001. "Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes," Discussion Paper Series 26277, Hamburg Institute of International Economics. [Downloadable!]
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  22. Francisco Delgado & Bernard Dumas, 1991. "Target Zones Big and Small," NBER Working Papers 3601, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  23. Jeffrey A. Frankel, 1999. "No Single Currency Regime is Right for All Countries or At All Times," NBER Working Papers 7338, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  24. Adrian Blundell-Wignall & Frank Browne, 1992. "Real Exchange Rates and the Globalisation of Financial Markets," RBA Research Discussion Papers rdp9203, Reserve Bank of Australia. [Downloadable!]
  25. 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 1305, Econometric Society. [Downloadable!]
  26. Luisa Corrado & Marcus H. Miller & Lei Zhang, 2003. "Exchange Monitoring Bands: Theory and Policy," CEIS Research Paper 8, Tor Vergata University, CEIS. [Downloadable!]
  27. Landon, Stuart & Smith, Constance, 1999. "The risk premium, exchange rate expectations, and the forward exchange rate: Estimates for the Yen-Dollar rate," MPRA Paper 9775, University Library of Munich, Germany. [Downloadable!]
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  28. Miller, J. Isaac & Park, Joon Y., 2005. "How They Interact to Generate Persistency in Memory," Working Papers 2005-01, Rice University, Department of Economics. [Downloadable!]
  29. Jarko Fidrmuc & Roman Horváth, 2006. "Credibility of Exchange Rate Policies in Selected EU New Members: Evidence from High Frequency Data," Working Papers IES 2006/28, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2006. [Downloadable!]
  30. Peter Brandner & Harald Grech, 2002. "Why Did Central Banks Intervene in the EMS? The Post 1993 Experience," Working Papers 77, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
  31. Marcus H. Miller & Paul Weller & Lei Zhang, 2002. "Moral Hazard and the US Stockmarket: Analyzing the "Greenspan Put"," Peterson Institute Working Paper Series WP02-1, Peterson Institute for International Economics. [Downloadable!]
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  32. Peter Brandner & Harald Grech, 2002. "Why Did Central Banks Intervene in the EMS? The Post-1993 Experience," WIFO Working Papers 192, WIFO. [Downloadable!]
  33. Venus Khim-Sen Liew & Kian-Ping Lim & Evan Lau & Chee-Keong Choong, 2003. "Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia," International Finance 0311014, EconWPA. [Downloadable!]
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  34. Goldberg, Michael D. & Frydman, Roman, 1991. "Re-examining the Empirical Performance of the Monetary Models of the Exchange Rate: A Problem of Structural Change," Working Papers 91-69, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
  35. Christian Bauer & Paul De Grauwe & Stefan Reitz, 2007. "Exchange Rates Dynamics in a Target Zone – A Heterogeneous Expectations Approach," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  36. Sanvi Avouyi-dovi & Jean-Pierre Laffargue, 1994. "Dynamique des taux de change à l'intérieur du SME," Annales d'Economie et de Statistique, ADRES, issue 35, pages 03, Juillet-S. [Downloadable!]
  37. Jose Manuel Campa & P.H. Kevin Chang, 1996. "Options-based evidence of the credibility of the peseta in the ERM," Investigaciones Economicas, Fundación SEPI, vol. 20(1), pages 3-22, January. [Downloadable!]
  38. Kaltenbrunner, Annina & Nissanke, Machiko, 2009. "The Case for an Intermediate Exchange Rate Regime with Endogenizing Market Structures and Capital Mobility," Working Papers UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
  39. Cukierman, Alex & Goldstein, Itay & Spiegel, Yossi, 2003. "The Choice of Exchange Rate Regime and Speculative Attacks," CEPR Discussion Papers 3714, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  40. Klaus Schmidt-Hebbel, 2006. "La Gran Transición de Regímenes Cambiarios y Monetarios en América Latina," Economic Policy Papers Central Bank of Chile 17, Central Bank of Chile. [Downloadable!]
  41. Bernard Dumas & L. Peter Jennergren & Bertil Naslund, 1993. "Realignment Risk and Currency Option Pricing in Target Zones," NBER Working Papers 4458, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  42. Maurice Obstfeld & Jay C. Shambaugh & Alan M. Taylor, 2004. "Monetary Sovereignty, Exchange Rates, and Capital Controls: The Trilemma in the Interwar Period," International Finance 0407008, EconWPA. [Downloadable!]
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  43. Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, 2006. "Implicit Bands in the Yen/Dollar Exchange Rate," Working Papers 2006-19, FEDEA. [Downloadable!]
  44. Viera Chmelarova & Gunter Schnabl, 2006. "Exchange rate stabilization in developed and underdeveloped capital markets," Working Paper Series 636, European Central Bank. [Downloadable!]
  45. Nelson Mark & Young-Kyu Moh, 2003. "Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market," NBER Working Papers 9948, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  46. Fernando Ossa, 1988. "El Sistema Monetario Internacional en los Últimos Veinticinco Años," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 25(76), pages 405-430. [Downloadable!]
  47. Bruce Mizrach, 1996. "Mean Reversion in EMS Exchange Rates," Departmental Working Papers 199525, Rutgers University, Department of Economics. [Downloadable!]
  48. Hjalmar Boehm & Michael Funke, 2001. "Does the Nominal Exchange Rate Regime Matter for Investment?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  49. A.J. Hallet, 1998. "When Do Target Zones Work? An Examination of Exchange Rate Targeting as a Device for Coordinating Economic Policies," Open Economies Review, Springer, vol. 9(2), pages 115-138, April. [Downloadable!] (restricted)
  50. Lucy F. Ackert & William C. Hunter, 1999. "Intrinsic Bubbles: The Case of Stock Prices: Comment," American Economic Review, American Economic Association, vol. 89(5), pages 1372-1376, December. [Downloadable!] (restricted)
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  51. Michael Pippenger & Gregory Goering, 1998. "Exchange Rate Forecasting: Results from a Threshold Autoregressive Model," Open Economies Review, Springer, vol. 9(2), pages 157-170, April. [Downloadable!] (restricted)
  52. Carl Chiarella, 1992. "Developments in Nonlinear Economic Dynamics: Past, Present and Future," Working Paper Series 14, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
  53. Francisco Ledesma-Rodríguez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, 2006. "An empirical examination of exchange-rate credibility determinants in the EMS," Applied Economics Letters, Taylor and Francis Journals, vol. 13(13), pages 847-850, October. [Downloadable!] (restricted)
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  54. David Peel & Alan Speight, 1994. "Testing for non-linear dependence in inter-war exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 130(2), pages 391-417, June. [Downloadable!] (restricted)
  55. Raul A. Feliz & John H. Welch, 1993. "The credibility and performance of unilateral target zones: a comparison of the Mexican and Chilean cases," Research Paper 9331, Federal Reserve Bank of Dallas. [Downloadable!]
  56. Consuelo Gámez Amián & José L. Torres, 2004. "A Non-parametric reassessment of target zone nonlinearities: The Spanish Peseta/Deutsche Mark exchange rate," Economic Working Papers at Centro de Estudios Andaluces E2004/73, Centro de Estudios Andaluces. [Downloadable!]
  57. John H. Rogers, 1995. "Real shocks and real exchange rates in really long-term data," International Finance Discussion Papers 493, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  58. Timo Terasvirta, 2004. "A Time Series Model for an Exchange Rate in a Target Zone with Applications," Econometric Society 2004 Australasian Meetings 340, Econometric Society. [Downloadable!]
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  59. Richard T. Baillie & Owen F. Humpage, 1992. "Post-Louvre intervention: did target zones stabilize the dollar?," Working Paper 9203, Federal Reserve Bank of Cleveland. [Downloadable!]
  60. Oleg Korenok & Stanislav Radchenko, 2005. "Expectations Anchoring in Inflation Targeting Regimes," Working Papers 0503, VCU School of Business, Department of Economics. [Downloadable!]
  61. Rui Pedro Esteves & Jaime Reis & Fabiano Ferramosca, 2007. "Market Integration in the Golden periphery The Lisbon/London Exchange, 1854-1891," Economics Series Working Papers 338, University of Oxford, Department of Economics. [Downloadable!]
  62. Juraj Antal & Jan Filáček & Jan Frait & Roman Horvath & Viktor Kotlán & Michal Skořepa, 2009. "Monetary Policy Strategies before Euro Adoption: The Art of Chasing Many Rabbits," AUCO Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 3(2), pages 176-198, July. [Downloadable!]
  63. Peter C.B. Phillips, 1999. "Descriptive Econometrics for Nonstationary Time Series with Empirical Illustrations," Cowles Foundation Discussion Papers 1219, Cowles Foundation, Yale University. [Downloadable!]
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  64. Peter Brandner & Harald Grech & Helmut Stix, 2001. "The Effectiveness of Central Bank Intervention in the EMS. The Post 1993 Experience," WIFO Working Papers 168, WIFO. [Downloadable!]
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  65. Sang-Moon Hahm, 2002. "Monetary Bands And Monetary Neutrality," International Economic Journal, Korean International Economic Association, vol. 16(2), pages 115-128, June. [Downloadable!] (restricted)
  66. Felipe Morandé L. & Matías Tapia G., 2002. "Exchange Rate Policy in Chile: the Abandonment of the Band and the Floating Experience," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 5(3), pages 67-94, December. [Downloadable!]
  67. Lucjan Orlowski & Krzyzstof Rybinski, 2005. "Implications of ERM2 for Poland’s Monetary Policy," William Davidson Institute Working Papers Series wp802, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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  68. Amigo Dobaño, L., 2003. "Estimación de modelos de “nueva información”: aplicación a los mercados de cambio en períodos de menor y/o mayor espectación," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 21, pages 5-26, Abril. [Downloadable!] (restricted)
  69. Chihwa Kao, 2001. "Some New Approaches to Formulate and Estimate Friction-Bernoulli Jump Diffusion and Friction-GARCH," Center for Policy Research Working Papers 35, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
  70. Staffan Ringbom, 2003. "Narrow Target Zones within Broad Zones: A Non-Speculative Exchange Rate Solution with Limited Resources," Open Economies Review, Springer, vol. 14(3), pages 319-341, July. [Downloadable!] (restricted)
  71. Catherine S. Forbes & Paul Kofman, 2000. "Bayesian Target Zones," Econometric Society World Congress 2000 Contributed Papers 0575, Econometric Society. [Downloadable!]
  72. Patricio Rojas & Rodrigo Vergara, 1996. "Política Cambiaria en Chile: Aspectos Teóricos y de Política Económica," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 33(98), pages 133-152. [Downloadable!]
  73. Peter C.B. Phillips, 2000. "Trending Time Series and Macroeconomic Activity: Some Present and Future Challenges," Cowles Foundation Discussion Papers 1264, Cowles Foundation, Yale University. [Downloadable!]
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  74. Serven, Luis & Frankel, Jeffrey & Fajnzylber, Eduardo & Schmukler, Sergio, 2000. "Verifying exchange rate regimes," Policy Research Working Paper Series 2397, The World Bank. [Downloadable!]
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  75. Leonardo Bartolini & Alessandro Prati, 1998. "Soft exchange rate bands and speculative attacks: theory and evidence from the ERM since August 1993," Staff Reports 43, Federal Reserve Bank of New York. [Downloadable!]
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  76. James Bullard, 1991. "Collapsing exchange rate regimes: a reinterpretation," Working Papers 1991-003, Federal Reserve Bank of St. Louis. [Downloadable!]
  77. Miklós Koren, 2000. "Implicit Band within the Announced Exchange Rate Band," Rajk László Szakkollégium Working Papers 5, Rajk László College. [Downloadable!]
  78. V. Anton Muscatelli & Patrizio Tirelli & Carmine Trecroci, 2002. "Monetary Policy on the Road to EMU: The Dominance of External Constraints on Domestic Objectives," Annales d'Economie et de Statistique, ADRES, issue 67-68, pages 13, Juillet-D. [Downloadable!]
  79. Axel Cron, Jens Weidmann, 1996. "German Unification and the EMS: A Non-Parametric Approach to the Asymmetry Question," Discussion Paper Serie B 353, University of Bonn, Germany. [Downloadable!]
  80. Alberto Carrasquila & Arturo Galindo, . "Consideraciones sobre el Comportamiento de la Tasa de Cambio al interior de las Bandas," Borradores de Economia 034, Banco de la Republica de Colombia. [Downloadable!]
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  81. Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Kian-Ping Lim, 2003. "On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity," International Finance 0309001, EconWPA, revised 01 Nov 2004. [Downloadable!]
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  82. Matthias Morys, 2007. "Vertical Adjustment under the Classical Gold Standard (1870s-1914): How Costly did the External Constraint Come to the Europen periphery?," Economics Series Working Papers 353, University of Oxford, Department of Economics. [Downloadable!]
  83. Mark Trede & Bernd Wilfling, 2007. "Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data," Empirical Economics, Springer, vol. 33(1), pages 23-39, July. [Downloadable!] (restricted)
  84. José L. Torres, 2004. "A Non-parametric analysis of ERM exchange rate fundamentals," Economic Working Papers at Centro de Estudios Andaluces E2004/25, Centro de Estudios Andaluces. [Downloadable!]
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  85. Jaehun Chung & Yongmiao Hong, 2007. "Model-free evaluation of directional predictability in foreign exchange markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 855-889. [Downloadable!]
  86. Alberto Carrasquilla, . "Demanda por Reservas bajo Bandas Cambiarias," Borradores de Economia 029, Banco de la Republica de Colombia. [Downloadable!]
  87. Jean-SŽbastien PENTECOTE & Marc-Alexandre SENEGAS, 2003. "Comment fixer les cours de change? Annonces et correspondances maastrichtiennes," Discussion Papers (REL - Recherches Economiques de Louvain) 2003012, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
  88. Jess Rodr?uez L?ez & Hugo Rodr?uez Mendiz?al, 2002. "On the Choice of an Exchange Rate Regime: Target Zones Revisited," UFAE and IAE Working Papers 518.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
  89. Dean Corbae & Chris Neely & Paul Weller, 1998. "Endogenous realignments and the sustainability of a target," Working Papers 1994-009, Federal Reserve Bank of St. Louis. [Downloadable!]
  90. James M. Boughton & William H. Branson & Alphecca Muttardy, 1989. "Commodity Prices and Inflation: Evidence From Seven Large Industrial Countries," NBER Working Papers 3158, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  91. Olivier Jeanne & Andrew K Rose, 1999. "Noise trading and exchange rate regimes," Reserve Bank of New Zealand Discussion Paper Series G99/2, Reserve Bank of New Zealand. [Downloadable!]
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  92. Eiji Ogawa & Michiru Sakane, 2006. "The Chinese Yuan after the Chinese Exchange Rate System Reform," Discussion papers 06019, Research Institute of Economy, Trade and Industry (RIETI). [Downloadable!]
  93. Maurice Obstfeld & Jay C.Shambaugh & Alan M.Taylor, 2003. "The Trilemma in History:Tradeoffs among Exchange Rates, Monetary Policies,and Capital Mobility," DNB Staff Reports (discontinued) 94, Netherlands Central Bank. [Downloadable!]
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  94. John Williamson, 2009. "Exchange Rate Economics," Open Economies Review, Springer, vol. 20(1), pages 123-146, February. [Downloadable!] (restricted)
  95. Kenneth A. Froot & Maurice Obstfeld, 1992. "Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach," NBER Working Papers 2835, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  96. Bekiros, S. & Diks, C.G.H., 2007. "The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing," CeNDEF Working Papers 07-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
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  97. Hans Genberg & Cho-hoi Hui, 2009. "The Credibility of the Link from the Perspective of Modern Financial Theory," Working Papers 0902, Hong Kong Monetary Authority. [Downloadable!]
  98. Anthony D. Hall & Paul Kofman & R. Guido, 1998. "Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits," Research Paper Series 3, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
  99. Oleg Korenok & Stanislav Radchenko, 2005. "The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications," Working Papers 0505, VCU School of Business, Department of Economics. [Downloadable!]
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  100. Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, . "Assessing the credibility of a target zone: Evidence from the EMS," Working Papers 2001-04, FEDEA. [Downloadable!]
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  101. José Antonio Licandro, 1993. "Análisis de la Zona Objetivo para el Tipo de Cambio en Chile," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 30(90), pages 179-198. [Downloadable!]
  102. Paul Krugman & Julio Rotemberg, 1990. "Target Zones with Limited Reserves," NBER Working Papers 3418, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  103. M. Isabel Campos & Zenón Jiménez-Ridruejo, . "Were the Peseta Exchange Rate Crises Forecastable During Target Zone Period?," Working Papers on International Economics and Finance 00-07, FEDEA. [Downloadable!]
  104. J. Isaac Miller, 2008. "Testing the Bounds: Empirical Behavior of Target Zone Fundamentals," Working Papers 0803, Department of Economics, University of Missouri, revised 15 Apr 2009. [Downloadable!]
  105. Bernd Kempa & Michael Nelles, 1999. "Misalignments of real exchange rates and the credibility of nominal currency bands," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 135(4), pages 613-628, December. [Downloadable!] (restricted)
  106. Daniel Gros & Timothy Lane, 1992. "Monetary policy interaction within or without an exchange-rate arrangement," Open Economies Review, Springer, vol. 3(1), pages 61-82, February. [Downloadable!] (restricted)
  107. Yue Ma & Guy Meredith & Matthew S. Yiu, 2002. "A Currency Board Model of Hong Kong," Working Papers 012002, Hong Kong Institute for Monetary Research. [Downloadable!]
  108. John Williamson, 2001. "The Case for a Basket, Band and Crawl (BBC) Regime for East Asia," RBA Annual Conference Volume, in: David Gruen & John Simon (ed.), Future Directions for Monetary Policies in East Asia Reserve Bank of Australia. [Downloadable!]
  109. Jeffrey Frankel & Sergio Schmukler & Luis Serven, 2000. "Verifiability and the Vanishing Intermediate Exchange Rate Regime," NBER Working Papers 7901, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  110. Y. K. Tse & S. L. Yip, 2005. "Exchange-Rate Systems and Interest-Rate Behaviour: The Experience of Hong Kong and Singapore," Economic Growth centre Working Paper Series 0503, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre. [Downloadable!]
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  111. Ulf Söderström & Alexis Stenfors, 1995. "Explaining devaluation expectations in the EMS," Finnish Economic Papers, Finnish Economic Association, vol. 8(2), pages 63-81, Autumn. [Downloadable!]
  112. Lars Peter Hansen & Jose Alexandre Scheinkman, 1993. "Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes," NBER Technical Working Papers 0141, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  113. Ching-chong Lai & Juin-jen Chang, 2001. "A Note on Inflation Targeting," Journal of Economic Education, Helen Dwight Reid Foundation, vol. 32(4), pages 369-380. [Downloadable!]
  114. Dai, Meixing, 1998. "Les effets stabilisants de la zone-cible du taux d’inflation
    [The stabilising effects of inflation-targeting zone]    ," MPRA Paper 13856, University Library of Munich, Germany, revised Nov 2001. [Downloadable!]
  115. 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, vol. 31(2), pages 151-172. [Downloadable!]
  116. Felipe F. Schwartzman, 2005. "Inflation Target Zones As A Commitment Mechanism," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 038, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
  117. Cho-Hoi Hui & Chi-Fai Lo, 2008. "A Note on Estimating Realignment Probabilities -- A First-Passage-Time Approach," Working Papers 0809, Hong Kong Monetary Authority. [Downloadable!]
  118. Beum-Jo Park, 2002. "Asymmetric Volatility Of Exchange Rate Returns Under The Ems: Some Evidence From Quantile Regression Appoach For Tgarch Models," International Economic Journal, Korean International Economic Association, vol. 16(1), pages 105-125, April. [Downloadable!] (restricted)
  119. Miller, Marcus & Weller, Paul & Zhang, Lei, 2001. "Moral Hazard and the US Stock Market: The Idea of a 'Greenspan Put'," CEPR Discussion Papers 3041, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  120. G. Dufrenot & L. Mathieu & V. Mignon, & A. Peguin-Feissolle, 2002. "Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration," THEMA Working Papers 2002-29, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
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  121. Luis Eduardo Arango & Andrés González, . "A Nonlinear Specification of Demand for Narrow Money in Colombia," Borradores de Economia 135, Banco de la Republica de Colombia. [Downloadable!]
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  122. Michael D. Bordo & Marc Flandreau, 2001. "Core, Periphery, Exchange Rate Regimes, and Globalization," NBER Working Papers 8584, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  123. Eduardo José Araújo Lima & Benjamin Miranda Tabak, 2008. "Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions," Working Papers Series 173, Central Bank of Brazil, Research Department. [Downloadable!]
  124. Richard E. Baldwin, 1990. "Re-Interpreting the Failure of Foreign Exchange Market Efficiency Tests:Small Transaction Costs, Big Hysteresis Bands," NBER Working Papers 3319, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  125. Viktors Ajevskis & Armands Pogulis, 2005. "Repegging of the Lats to the Euro: Implications for the Financial Sector," Working Papers 2005/01, Latvijas Banka. [Downloadable!]
  126. Laurence Fung & Ip-wing Yu, 2007. "Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar," Working Papers 0719, Hong Kong Monetary Authority. [Downloadable!]
  127. Amador, Joao L. M., 1999. "Optimal Budget Deficit Rules," FEUNL Working Paper Series wp385, Universidade Nova de Lisboa, Faculdade de Economia. [Downloadable!]
  128. Reyes Maroto Illera & Francisco Pérez Bermejo & Simón Sosvilla-Rivero, . "An Eclectic Approach to Currency Crises: Drawing Lessons from the EMS Experience," Working Papers 2002-22, FEDEA. [Downloadable!]
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  129. J. Isaac Miller & Joon Y. Park, 2008. "Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory," Working Papers 0801, Department of Economics, University of Missouri. [Downloadable!]
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  130. Athanasios Orphanides & Volker Wieland, 1999. "Inflation zone targetting," Working Paper Series 8, European Central Bank. [Downloadable!]
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  131. Robert P. Flood & Andrew K. Rose, 1993. "Fixing Exchange Rates: A Virtual Quest for Fundamentals," NBER Working Papers 4503, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  132. Hallerbach, Winfried G.., 2005. "Holding Period Return-Risk Modeling :The Importance of Dividends," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 23, pages 45-65, Abril. [Downloadable!] (restricted)
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  133. Gautam Goswami & Milind Shrikhande & Liuren Wu, 2002. "A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs," Finance 0207016, EconWPA. [Downloadable!]
  134. Corrado, L. & Marcus Miller & Lei Zhang, 2002. "Exchange Rate Monitoring Bands: Theory and Policy," Cambridge Working Papers in Economics 0209, Faculty of Economics, University of Cambridge. [Downloadable!]
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  135. Robert Amano & Paul Fenton & David Tessier & Simon van Norden, 1996. "The credibility of monetary policy: a survey of the literature with some simple applications to Caanda," Meeting papers 9610001, EconWPA. [Downloadable!]
  136. Michael D. Bordo, 2005. "Review of A History of the Federal Reserve. Volume 1 (2003) by Allan H. Meltzer," NBER Working Papers 11714, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  137. 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. [Downloadable!]
  138. Philipp Hartmann & Stefan Straetmans & Caspar G. de Vries, 2004. "Fundamentals and joint currency crises," Working Paper Series 324, European Central Bank. [Downloadable!]
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  139. Marcus Miller & Paul Weller & Lei Zhang, 2000. "Moral Hazard and the US Stock Market: Has Mr. Greenspan Created a Bubble?," Econometric Society World Congress 2000 Contributed Papers 1902, Econometric Society. [Downloadable!]
  140. Karen K. Lewis, 1995. "Stochastic Regime Switching and Stabilizing Policies within Regimes," NBER Working Papers 5289, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  141. Nolan, C. & Chadha, J.S., 1999. "Inflation Targeting, Transparency and Interest Rate Volatility: Ditching 'Monetary Mystique' in the UK," Cambridge Working Papers in Economics 9921, Faculty of Economics, University of Cambridge. [Downloadable!]
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  142. Jaime A. Londoño, 2003. "Parametric Estimation Of Diffusion Processes Sampled At First Exit Time," Econometrics 0305002, EconWPA, revised 16 Feb 2004. [Downloadable!]
  143. Frömmel, Michael, 2006. "Volatility Regimes in Central and Eastern European Countries' Exchange Rates," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-333, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
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  144. Geert Bekaert & Min Wei & Yuhang Xing, 2002. "Uncovered Interest Rate Parity and the Term Structure," NBER Working Papers 8795, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  145. Simon van Norden, 1995. "Regime Switching as a Test for Exchange Rate Bubbles," Econometrics 9502001, EconWPA, revised 09 Aug 1995. [Downloadable!]
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  146. Tro Kortian, 1995. "Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature," RBA Research Discussion Papers rdp9501, Reserve Bank of Australia. [Downloadable!]
  147. Stefano Cavaglia & Kees Koedijk & Peter Vlaar, 1994. "Exchange rate expectations and risk premia in the European Monetary System: 1985–1991," Open Economies Review, Springer, vol. 5(4), pages 347-360, October. [Downloadable!] (restricted)
  148. Neil, Beattie & Fillion, Jean-François, 1999. "An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention," Working Papers 99-4, Bank of Canada. [Downloadable!]
  149. Simon Sosvilla-Rivero & Reyes Maroto Illera, . "Regimen Changes and Duration in the European Monetary System," Working Papers on International Economics and Finance 02-05, FEDEA. [Downloadable!]
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  150. Cysne, Rubens Penha, 2004. "On the statistical estimation of diffusion processes: A survey," Economics Working Papers (Ensaios Economicos da EPGE) 540, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  151. Zhen Zhu, 1997. "Dynamic Inconsistency And Exchange-Rate Target Zones: A Welfare Analysis," International Economic Journal, Korean International Economic Association, vol. 11(1), pages 15-38, April. [Downloadable!] (restricted)
  152. Jesús Rodríguez López & Hugo Rodríguez Mendizábal, 2006. "The optimal degree of exchange rate flexibility: A target zone approach," Working Papers 06.22, Universidad Pablo de Olavide, Department of Economics. [Downloadable!]
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  153. Oscar Landerretche & Fernado Lefort & Rodrigo Valdés, 1998. "Causas y Consecuencias de la Indización: Una Revisión de la Literatura," Working Papers Central Bank of Chile 30, Central Bank of Chile. [Downloadable!]
  154. 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)
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  155. 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!]
  156. Michael Dueker, 1995. "Compound volatility processes in EMS exchange rates," Working Papers 1994-016, Federal Reserve Bank of St. Louis. [Downloadable!]
  157. FrŽdŽrique BEC & MŽlika BEN SALEM & Ronald MACDONALD, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Discussion Papers (REL - Recherches Economiques de Louvain) 2006024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
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  158. M. Isabel Campos & M. Araceli Rodríguez, . "Crises and Credibility in a Target Zone: A Logit From a Markov-Switching Model," Working Papers on International Economics and Finance 00-05, FEDEA. [Downloadable!]
  159. Gianna Boero & Emanuela Marrocu, 2000. "La performance di modelli non lineari per i tassi di cambio: un'applicazione con dati a diversa frequenza," Working Paper CRENoS 200014, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. [Downloadable!]
  160. Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2009. "Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  161. M. Isabel Campos & José L. Torres, 2007. "Exchange rate dynamics in crawling-band systems," Economics Bulletin, Economics Bulletin, vol. 6(11), pages 1-10. [Downloadable!]
  162. M. Isabel Campos & Zenón Jiménez-Ridruejo, 2003. "Were the peseta exchange rate crises forecastable during target zone period?," Applied Economics, Taylor and Francis Journals, vol. 35(9), pages 1087-1099, January. [Downloadable!] (restricted)
  163. Eugene Canjels & Gauri Prakash-Canjels & Alan M. Taylor, 2004. "Measuring Market Integration: Foreign Exchange Arbitrage and the Gold Standard, 1879-1913," NBER Working Papers 10583, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  164. Jaya Krishnakumar & David Neto, 2005. "Partial Cointegration," Cahiers du Département d'Econométrie 2005.04, Département d'Econométrie, Université de Genève, revised Aug 2006. [Downloadable!]
  165. Hwee Kwan Chow & Peter Nicholas Kriz & Roberto S. Mariano & Augustine H H Tan, 2007. "Financial Liberalization and Monetary Policy Cooperation in East Asia," Working Papers 03-2007, Singapore Management University, School of Economics. [Downloadable!]
  166. Gauri Prakash & Alan M. Taylor, 1997. "Measuring Market Integration: A Model of Arbitrage with an Econometric Application to the Gold Standard, 1879-1913," NBER Working Papers 6073, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  167. J. Fackler & L. Filer, 2004. "Exchange Rate Targeting and Economic Stabilization," Econometric Society 2004 Far Eastern Meetings 565, Econometric Society. [Downloadable!]
  168. Marwan Elkhoury, 2005. "A Time-Varying Parameter Model of A Monetary Policy Rule for Switzerland. The Case of the Lucas and Friedman Hypothesis," HEI Working Papers 01-2006, Economics Section, The Graduate Institute of International Studies. [Downloadable!]
  169. Kenneth A. Froot & Maurice Obstfeld, 1991. "Stochastic Process Switching: Some Simple Solutions," NBER Working Papers 2998, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  170. Jesús Rodríguez López & Hugo Rodríguez Mendizábal, 2002. "On the Choice of an Exchange Regime: Target Zones Revisited," Economic Working Papers at Centro de Estudios Andaluces E2002/10, Centro de Estudios Andaluces. [Downloadable!]
  171. António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2008. "Exchange Rate and Interest Rate Volatility in a Target Zone: The Portuguese Case," GEMF Working Papers 2008-03, GEMF - Faculdade de Economia, Universidade de Coimbra. [Downloadable!]
  172. Elias Belessakos & Michael Papaioannou, 1996. "Simple credibility tests of the ERM bands for the pound sterling and the Italian lira," Open Economies Review, Springer, vol. 7(3), pages 219-236, July. [Downloadable!] (restricted)
  173. Campos, M. Isabel & Herrera, Julio & Jimenez-Ridruejo, Zenon, 1999. "Censured Exchange Rates in a Discrete Time Target Zones Model: The Spanish Peseta/Deutsche Mark Case," ERSA conference papers ersa99pa183, European Regional Science Association. [Downloadable!]
  174. Oscar Bajo-Rubio & Simón Sosvilla-Rivero & Fernando Fernández-Rodríguez, . "Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series," Working Papers 2002-01, FEDEA. [Downloadable!]
  175. Clifford A. Ball, Antonio Roma, 1998. "Detecting mean reversion within reflecting barriers: application to the European Exchange Rate Mechanism," Applied Mathematical Finance, Taylor and Francis Journals, vol. 5(1), pages 1-15, March. [Downloadable!] (restricted)
  176. Bernard Dumas & Lars E.O. Svensson, 1994. "How Long do Unilateral Target Zones Last?," NBER Working Papers 3931, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  177. Lars E.O. Svensson, 1992. "The Simplest Test of Target Zone Credibility," NBER Working Papers 3394, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  178. Cunha, Alexandre B., 2002. "Does It Really Matter Whether the Exchange Rate Floats or Not?," Ibmec Working Papers wpe_29, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
  179. Ffrench-Davis, Ricardo & Larrain, Guillermo, 2002. "How Optimal are the Extremes? Latin American Exchange Rate Policies During the Asian Crisis," Working Papers UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
  180. Arturo José Galindo, 1998. "Estimating Credibility In Colombia'S Exchange Rate Target Zone," BORRADORES DE ECONOMIA 002604, BANCO DE LA REPÚBLICA. [Downloadable!]
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  181. Simón Sosvilla-Rivero & Francisco Pérez-Bermejo, . "Credibility and Duration in Target Zones: Evidence from the EMS," Working Papers 2003-19, FEDEA. [Downloadable!]
  182. 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., vol. 13(1), pages 118-134. [Downloadable!]
  183. Fernandes, Marcelo & Rocha, Marco Aurélio dos Santos, 2006. "Are price limits on futures markets that cool? Evidence from the Brazilian Mercantile and Futures Exchange," Economics Working Papers (Ensaios Economicos da EPGE) 630, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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