Similar Search Results

La Pléiade and exchange rate pass-through

Baniak, Andrzej; Phlips, Louis - 1994

Persistent link: https://www.econbiz.de/10000898364

Exchange rate fluctuations, market structure and the pass-through relationship

Herguera, Iñigo - 1993

Persistent link: https://www.econbiz.de/10000865571

New techniques to extract market expectations from financial instruments

Söderlind, Paul; Svensson, Lars E. O. - 1996

Persistent link: https://www.econbiz.de/10000955625

Pricing-to-market in Swedish exports

Alexius, Annika; Vredin, Anders - 1996

Persistent link: https://www.econbiz.de/10000956019

A latent factor model of European exchange rate risk premia

Alexius, Annika; Sellin, Peter - 1997

Persistent link: https://www.econbiz.de/10000958083

Essays on exchange rates, prices and interest rates

Alexius, Annika - 1997

Persistent link: https://www.econbiz.de/10000961609

A mixture multiplicative error model for realized volatility

Lanne, Markku (contributor) - 2006

Persistent link: https://www.econbiz.de/10003280702

DSGE models of high exchange-rate volatility and low pass-trough

Corsetti, Giancarlo (contributor); Dedola, Luca (contributor) - 2005

Persistent link: https://www.econbiz.de/10003291427

The effect of a transaction tax on exchange rate volatility

Lanne, Markku (contributor); Vesala, Timo (contributor) - 2005

Persistent link: https://www.econbiz.de/10003291437

A time series model for an exchange rate in a target zone with applications

Lundbergh, Stefan (contributor); … - 2003 - [Elektronische Ressource]

In this paper we introduce a flexible target zone model that is capable of characterizing the dynamic behaviour of an exchange rate implied by the original target zone model of Krugman (1991) and its modifications. Our framework also enables the modeller to estimate an implicit target zone if it...

Persistent link: https://www.econbiz.de/10001786381