The effect of interventions on realignment probabilities
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Volume (Year): 10 (2000)
Issue (Month): 3-4 (December)
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References listed on IDEAS
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- Paul R. Krugman, 1991. "Target Zones and Exchange Rate Dynamics," The Quarterly Journal of Economics, Oxford University Press, vol. 106(3), pages 669-682.
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- Lewis, Karen K., 1989. "Can learning affect exchange-rate behavior? : The case of the dollar in the early 1980's," Journal of Monetary Economics, Elsevier, vol. 23(1), pages 79-100, January.
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"Assessing target zone credibility : Mean reversion and devaluation expectations in the ERM, 1979-1992,"
European Economic Review,
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- Lars E.O. Svensson, 1991. "Assessing Target Zone Credibility: Mean Reversion and Devaluation Expectations in the ERM 1979-1992," NBER Working Papers 3795, National Bureau of Economic Research, Inc.
- Edin, P.A. & Vredin, A., 1991.
"Devaluation Risk in Target Zones: Evidence from the Nordic Countries,"
1991g, Uppsala - Working Paper Series.
- Edin, Per-Anders & Vredin, Anders, 1993. "Devaluation Risk in Target Zones: Evidence from the Nordic Countries," Economic Journal, Royal Economic Society, vol. 103(416), pages 161-175, January.
- Hamilton, James D., 1990. "Analysis of time series subject to changes in regime," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 39-70.
- Bertola, Giuseppe & Caballero, Ricardo, 1990.
"Target Zones and Realignments,"
CEPR Discussion Papers
398, C.E.P.R. Discussion Papers.
- Lewis, Karen K, 1995. "Are Foreign Exchange Intervention and Monetary Policy Related, and Does It Really Matter?," The Journal of Business, University of Chicago Press, vol. 68(2), pages 185-214, April.
- Dominguez, Kathryn M & Frankel, Jeffrey A, 1993. "Does Foreign-Exchange Intervention Matter? The Portfolio Effect," American Economic Review, American Economic Association, vol. 83(5), pages 1356-1369, December.
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