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Can exchange rate predictability be achieved without monetary convergence? : evidence from the EMS

Citations

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Cited by:

  1. Barry Eichengreen., 1993. "International Monetary Arrangements for the 21st Century," Center for International and Development Economics Research (CIDER) Working Papers C93-021, University of California at Berkeley.
  2. Collins, S.M. & Giavazzi, F., 1992. "Attitudes Towards Inflation and the Viability of Fixed Exchange Rates: Evidence from the EMS," Harvard Institute of Economic Research Working Papers 1592, Harvard - Institute of Economic Research.
  3. Susan M. Collins, 1988. "Inflation and the E M S," NBER Working Papers 2599, National Bureau of Economic Research, Inc.
  4. Bernard Bensaïd & Olivier Jeanne, 1996. "Fragilité des systèmes de change fixe et contrôle des capitaux," Économie et Prévision, Programme National Persée, vol. 123(2), pages 163-174.
  5. Michael T. Belongia, 1988. "Prospects for international policy coordination: some lessons from the EMS," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 19-29.
  6. Oscar Bajo-Rubio & Sosvilla-Rivero Simon, 2001. "A Quantitative Analysis of the Effects of Capital Controls: Spain, 1986-1990," International Economic Journal, Taylor & Francis Journals, vol. 15(3), pages 129-146.
  7. Kenneth A. Froot & Kenneth Rogoff, 1991. "The EMS, the EMU, and the Transition to a Common Currency," NBER Chapters,in: NBER Macroeconomics Annual 1991, Volume 6, pages 269-328 National Bureau of Economic Research, Inc.
  8. Susan M. Collins & Francesco Giavazzi, 1993. "Attitudes toward Inflation and the Viability of Fixed Exchange Rates: Evidence from the EMS," NBER Chapters,in: A Retrospective on the Bretton Woods System: Lessons for International Monetary Reform, pages 547-586 National Bureau of Economic Research, Inc.
  9. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
  10. Susan M. Collins, 1992. "The Expected Timing of EMS Realignments: 1979-83," NBER Working Papers 4068, National Bureau of Economic Research, Inc.
  11. Eichengreen, Barry, 1989. "The Comparative Performance of Fixed and Flexible Exchange Rate Regimes: Interwar Evidence," CEPR Discussion Papers 349, C.E.P.R. Discussion Papers.
  12. Eichengreen, Barry & Portes, Richard, 1986. "The Anatomy of Financial Crises," CEPR Discussion Papers 130, C.E.P.R. Discussion Papers.
  13. Jeff Frankel, Steve Phillips, and Menzie Chinn., 1992. "Financial and Currency Integration in the European Monetary System: The Statistical Record," Center for International and Development Economics Research (CIDER) Working Papers C92-005, University of California at Berkeley.
  14. Alexakis, Panayotis & Apergis, Nicholas & Xanthakis, Emmanuel, 1997. "Integration of international capital markets: further evidence from EMS and non-EMS membership," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(3), pages 277-287, October.
  15. Jochem, Axel & Herrmann, Sabine, 2003. "The international integration of money markets in the central and east European accession countries: deviations from covered interest parity, capital controls and inefficiencies in the financial secto," Discussion Paper Series 1: Economic Studies 2003,07, Deutsche Bundesbank, Research Centre.
  16. Bajo-Rubio, Oscar & Sosvilla-Rivero, Simon & Fernandez-Rodriguez, Fernando, 2001. "Asymmetry in the EMS: New evidence based on non-linear forecasts," European Economic Review, Elsevier, vol. 45(3), pages 451-473, March.
  17. Barry Eichengreen., 1989. "International Monetary Instability Between the Wars: Structural Flaws or Misguided Policies?," Economics Working Papers 89-118, University of California at Berkeley.
  18. Alberto Alesina & Vittorio Grilli & Gian Maria Milesi-Ferrett, 1993. "The Political Economy of Capital Controls," NBER Working Papers 4353, National Bureau of Economic Research, Inc.
  19. Paul De Grauwe & Guy Verfaille, 1988. "Exchange Rate Variability, Misalignment, and the European Monetary System," NBER Chapters,in: Misalignment of Exchange Rates: Effects on Trade and Industry, pages 77-104 National Bureau of Economic Research, Inc.
  20. Bensaid, Bernard & Jeanne, Olivier, 1997. "The instability of fixed exchange rate systems when raising the nominal interest rate is costly," European Economic Review, Elsevier, pages 1461-1478.
  21. Herrmann, Sabine & Jochem, Axel, 2003. "Die internationale Integration der Geldmärkte in den mittel- und osteuropäischen Beitrittsländern: Abweichungen von der gedeckten Zinsparität, Kapitalverkehrskontrollen und Ineffizienzen des Finanzsek," Discussion Paper Series 1: Economic Studies 2003,07, Deutsche Bundesbank, Research Centre.
  22. N. T. Laopodis, 2003. "Stochastic behaviour of Deutsche mark exchange rates within EMS," Applied Financial Economics, Taylor & Francis Journals, pages 665-676.
  23. Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas, 1996. "Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS," Journal of Macroeconomics, Elsevier, vol. 18(4), pages 693-714.
  24. Maurice Obstfeld, 1988. "Competitiveness, Realignment, and Speculation: The Role of Financial Markets," NBER Working Papers 2539, National Bureau of Economic Research, Inc.
  25. Beum-Jo Park, 2002. "Asymmetric Volatility of Exchange Rate Returns Under The EMS: Some Evidence From Quantile Regression Approach for Tgarch Models," International Economic Journal, Taylor & Francis Journals, vol. 16(1), pages 105-125.
  26. Weber, A.A., 1988. "The credibility of monetary policies, policymakers' reputation and the EMS-hypothesis : Empirical evidence from 13 countries," Discussion Paper 1988-3, Tilburg University, Center for Economic Research.
  27. Simón Sosvilla-Rivero & Francisco Pérez-Bermejo, "undated". "Credibility and Duration in Target Zones: Evidence from the EMS," Working Papers 2003-19, FEDEA.
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