Model-free Measurement of Exchange Market Pressure
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References listed on IDEAS
- Hallwood, C. Paul & Marsh, Ian W., 2004.
"Exchange market pressure on the pound-dollar exchange rate: 1925-1931,"
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More about this item
KeywordsEMP; EMS crisis; exchange rate regime; monetary policy; real interest differential; temporal aggregation;
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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