Assessing Target Zone Credibility: Mean Reversion and Devaluation Expectations in the EMS
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- Lars E. O. Svensson, 1991. "Assessing Target Zone Credibility; Mean Reversion and Devaluation Expectations in the EMS," IMF Working Papers 91/96, International Monetary Fund.
- Svensson, L.E., 1991. "Assessing Target Zone Credibility: Mean Reversion and Devaluation Expectations in the EMS," Papers 493, Stockholm - International Economic Studies.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hans Lindberg & Lars E.O. Svensson & Paul Soderlind, 1991.
"Devaluation Expectations: The Swedish Krona 1982-1991,"
NBER Working Papers
3918, National Bureau of Economic Research, Inc.
- Lindberg, H. & Svensson, L.E. & Soderlind, P., 1991. "Devaluation Expectations: the Swedish Krona 1982-1991," Papers 495, Stockholm - International Economic Studies.
- Alberto Giovannini, 1992. "Bretton Woods and Its Precursors: Rules Versus Discretion in the History of International Monetary Regimes," NBER Working Papers 4001, National Bureau of Economic Research, Inc.
- Jean-Pierre Laffargue & Sanvi Avouyi-Dovi, 1992.
"Anticipations stabilisatrices dans un système de serpent monétaire. Théorie et application au système monétaire européen,"
Programme National Persée, vol. 43(6), pages 1107-1128.
- Laffargue Jean-pierre & Avouyi-dovi Sanvi, 1991. "Anticipations stabilisatrices dans un système de serpent monétaire : théorie et application au système monétaire européen," CEPREMAP Working Papers (Couverture Orange) 9112, CEPREMAP.
- Antoine Magnier, 1992. "Théorie des zones cibles et fonctionnement du SME," Économie et Prévision, Programme National Persée, vol. 104(3), pages 87-113.
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- Zhaohui Chen & Alberto Giovannini, 1992. "Estimating Expected Exchange Rates Under Target Zones," NBER Working Papers 3955, National Bureau of Economic Research, Inc.
- Milind M. Shrikhande, 1997. "The cost of doing business abroad and international capital market equilibrium," FRB Atlanta Working Paper 97-3, Federal Reserve Bank of Atlanta.
- Gerlach, Stefan, 1995. "Adjustable pegs vs. single currencies: How valuable is the option to realign?," European Economic Review, Elsevier, vol. 39(6), pages 1155-1170, June.
- Zhaohui Chen & Alberto Giovannini, 1993. "The Determinants of Realignment Expectations Under the EMS: Some Empirical Regularities," NBER Working Papers 4291, National Bureau of Economic Research, Inc.
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- Olavi Rantala, 1992. "An econometric diffusion model of exchange rate movements within a band : implications for interest rate differential and credibility of exchange rate policy," Finnish Economic Papers, Finnish Economic Association, vol. 5(2), pages 98-109, Autumn.
More about this item
KeywordsEMS; Exchange Rate; Mean Reversion; Realignment; Target Zone; Unit Root Devaluation;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
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