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Mizrach, Bruce Marshall - 1996

Time series evidence on exchange rates has been unable to reject the random walk hypothesis. A simple structural model that accounts for target zone nonlinearities provides conclusive evidence of mean reversion in EMS exchange rates.

Persistent link: https://www.econbiz.de/10011576548

Target zones and conditional volatility : an ARCH application to the EMS

Neely, Christopher J. - 1993

Persistent link: https://www.econbiz.de/10000897484

Mean reversion in EMS exchange rates

Mizrach, Bruce Marshall - 1993

Persistent link: https://www.econbiz.de/10000858944

Assessing the credibility of a target zone : evidence from EMS countries

Tronzano, Marco; Sola, Martin - 1996

Persistent link: https://www.econbiz.de/10000593181

Target zones and exchange rates : an empirical investigation

Bekaert, Geert; Gray, Stephen - 1996

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Target zones and exchange rates : an empirical investigation

Bekaert, Geert; Gray, Stephen - 1997

Persistent link: https://www.econbiz.de/10000956829

Conditional volatility of exchange rates under a target zone

Engle, Robert F. - 1997

Persistent link: https://www.econbiz.de/10000958487

Credibility and duration in target zones : evidence from the EMS

Sosvilla-Rivero, Simón; Pérez-Bermejo, Francisco - In: International macroeconomics : recent developments, (pp. 257-284). 2006

Persistent link: https://www.econbiz.de/10003426027

The advantages of introducing an exchange rate target within the statutes of the European Central Bank

Menguy, Séverine - In: Journal of multinational financial management 17 (2007) 4, pp. 304-316

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TARGET2-Securities: what are the challenges and opportunities for CSDs and custodians?

Rosenkranz, Katja; Kindler, Tomas - In: Journal of securities operations & custody 1 (2007/08) 1, pp. 41-52

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