The credibility of the Colombian exchange rate target zone: Its impact over the volatility of interest rate differentials
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- Alberto Carrasquilla, 1995. "Exchange Rate Bands and Shifts in the Stabilization Policy Regime; Issues Suggested by the Experience of Colombia," IMF Working Papers 95/42, International Monetary Fund.
- Gomez-Puig, Marta & Montalvo, JoseG., 1997. "A new indicator to assess the credibility of the EMS," European Economic Review, Elsevier, vol. 41(8), pages 1511-1535, August.
- Svensson, L.E.O., 1989.
"Target Zones And Interest Rate Variability,"
457, Stockholm - International Economic Studies.
- Lars E. O. Svensson, 1990. "Target Zones and Interest Rate Variability," IMF Working Papers 90/31, International Monetary Fund.
- Lars E.O. Svensson, 1989. "Target Zones and Interest Rate Variability," NBER Working Papers 3218, National Bureau of Economic Research, Inc.
- Svensson, Lars E O, 1990. "Target Zones and Interest Rate Variability," CEPR Discussion Papers 372, C.E.P.R. Discussion Papers.
- Bertola, Giuseppe & Caballero, Ricardo J, 1992.
"Target Zones and Realignments,"
American Economic Review,
American Economic Association, vol. 82(3), pages 520-36, June.
- Kempa, Bernd & Nelles, Michael, 1999. " The Theory of Exchange Rate Target Zones," Journal of Economic Surveys, Wiley Blackwell, vol. 13(2), pages 173-210, April.
- Arturo José Galindo, .
"Estimating Credibility in Colombia's Exchange Rate Target Zone,"
Borradores de Economia
103, Banco de la Republica de Colombia.
- Galindo, Arturo J., 2000. "Estimating credibility in Colombia's exchange-rate target zone," Journal of Development Economics, Elsevier, vol. 63(2), pages 473-484, December.
- Arturo José Galindo, 1998. "Estimating Credibility In Colombia'S Exchange Rate Target Zone," BORRADORES DE ECONOMIA 002604, BANCO DE LA REPÚBLICA.
- Lars E. O. Svensson, 1992. "An Interpretation of Recent Research on Exchange Rate Target Zones," Journal of Economic Perspectives, American Economic Association, vol. 6(4), pages 119-144, Fall.
- Hamilton, James D. & Susmel, Raul, 1994.
"Autoregressive conditional heteroskedasticity and changes in regime,"
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Elsevier, vol. 64(1-2), pages 307-333.
- Tom Doan, . "RATS programs to estimate Hamilton-Susmel Markov Switching ARCH model," Statistical Software Components RTZ00083, Boston College Department of Economics.
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