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Capital controls and international trade finance in a dual exchange rate regime: The Belgian experience post-mortem

  • Paul Reding
  • Jean-Marie Viaene

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File URL: http://hdl.handle.net/10.1007/BF02709069
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Article provided by Springer in its journal Weltwirtschaftliches Archiv.

Volume (Year): 131 (1995)
Issue (Month): 1 (March)
Pages: 1-27

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Handle: RePEc:spr:weltar:v:131:y:1995:i:1:p:1-27
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  1. Jacob A. Frenkel & Assaf Razin, 1988. "Exchange-Rate Management Viewed as Tax Policies," NBER Working Papers 2653, National Bureau of Economic Research, Inc.
  2. Svensson, Lars E O, 1991. "The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk," CEPR Discussion Papers 494, C.E.P.R. Discussion Papers.
  3. Guidotti, Pablo E. & Vegh, Carlos A., 1992. "Macroeconomic interdependence under capital controls : A two-country model of dual exchange rates," Journal of International Economics, Elsevier, vol. 32(3-4), pages 353-367, May.
  4. Gardner, Grant W., 1985. "Money, prices, and the current account in a dual exchange rate regime," Journal of International Economics, Elsevier, vol. 18(3-4), pages 321-338, May.
  5. Newbery, David M, 1989. "The Theory of Food Price Stabilisation," Economic Journal, Royal Economic Society, vol. 99(398), pages 1065-82, December.
  6. Black, Stanley W. & Salemi, Michael K., 1988. "FIML estimation of the dollar-deutschemark risk premium in a portfolio model," Journal of International Economics, Elsevier, vol. 25(3-4), pages 205-224, November.
  7. Andrew K. Rose & Lars E.O. Svensson, 1991. "Expected and predicted realignments: the FF/DM exchange rate during the EMS," International Finance Discussion Papers 395, Board of Governors of the Federal Reserve System (U.S.).
  8. Ethier, Wilfred, 1973. "International Trade and the Forward Exchange Market," American Economic Review, American Economic Association, vol. 63(3), pages 494-503, June.
  9. Kenneth A. Froot and Jeffrey A. Frankel., 1988. "Forward Discount Bias: Is It an Exchange Risk Premium?," Economics Working Papers 8874, University of California at Berkeley.
  10. Danthine, Jean-Pierre, 1978. "Information, futures prices, and stabilizing speculation," Journal of Economic Theory, Elsevier, vol. 17(1), pages 79-98, February.
  11. Newbery, David M., 1988. "On the accuracy of the mean-variance approximation for futures markets," Economics Letters, Elsevier, vol. 28(1), pages 63-68.
  12. Holthausen, Duncan M, 1979. "Hedging and the Competitive Firm under Price Uncertainty," American Economic Review, American Economic Association, vol. 69(5), pages 989-95, December.
  13. Kawai, Masahiro & Zilcha, Itzhak, 1986. "International trade with forward-futures markets under exchange rate and price uncertainty," Journal of International Economics, Elsevier, vol. 20(1-2), pages 83-98, February.
  14. Daniel Gros, 1988. "Dual Exchange Rates in the Presence of Incomplete Market Separation: Long-Run Effectiveness and Policy Implications," IMF Staff Papers, Palgrave Macmillan, vol. 35(3), pages 437-460, September.
  15. Bhandari, Jagdeep S. & Decaluwe, Bernard, 1987. "A stochastic model of incomplete separation between commercial and financial exchange markets," Journal of International Economics, Elsevier, vol. 22(1-2), pages 25-55, February.
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