Using option prices to estimate realignment probabilities in the European Monetary System: the case of sterling-mark
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- Dumas, B. & Jennergren, L.P. & Naslund, B., 1993.
"Currency Option Pricing in Credible Target Zones,"
Weiss Center Working Papers
93-7, Wharton School - Weiss Center for International Financial Research.
- Rose, Andrew K., 1993. "Sterling's ERM credibility : Did the dog bark in the night?," Economics Letters, Elsevier, vol. 41(4), pages 419-427.
- Barry Eichengreen & Charles Wyplosz, 1993. "The Unstable EMS," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 24(1), pages 51-144.
- David S. Bates, 1995. "Testing Option Pricing Models," NBER Working Papers 5129, National Bureau of Economic Research, Inc.
- Maurice Obstfeld, 1994. "The Logic of Currency Crises," NBER Working Papers 4640, National Bureau of Economic Research, Inc.
- Alberto Giovannini, 1990. "European Monetary Reform: Progress and Prospects," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 21(2), pages 217-292.
- De Vries, C.G. & Leuven, K.U., 1994. "Stylized Facts of Nominal Exchange Rate Returns," Papers 94-002, Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER).
- Susan M. Collins, 1992. "The Expected Timing of EMS Realignments: 1979-83," NBER Working Papers 4068, National Bureau of Economic Research, Inc.
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