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Quantitative modelling of the EUR/CHF exchange rate during the target zone regime of September 2011 to January 2015
Lera, Sandro Claudio; Sornette, Didier - 2015
Krugman (1991)'s target zone model has become the reference of a large part of this literature. Despite its simplicity and elegance, empirical evidence has been lacking. Deriving from Krugman's model analytical expressions for the conditional volatility and density distribution close to the...
Persistent link: https://www.econbiz.de/10011411918
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A model of realignments in the EMS
Gutiérrez, Eva - In: Investigaciones económicas 20 (1996) 2, pp. 161-176
Persistent link: https://www.econbiz.de/10001208469
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Zonas objetivo para el tipo de cambio : un panorámica teórica y empírica
Gámez Amián, Consuelo - In: Información comercial española : ICE : revista de … (1996), pp. 131-155
Persistent link: https://www.econbiz.de/10001211548
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Testing target-zone models using efficient method of moments
Chung, Chae-shick; Tauchen, George Eugene - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 255-269
Persistent link: https://www.econbiz.de/10001603242
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Determinants of the implied shadow exchange rates from a target zone
Rangvid, Jesper; Sørensen, Carsten - In: European economic review : EER 45 (2001) 9, pp. 1655-1696
Persistent link: https://www.econbiz.de/10001606608
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Determinants of the implied shadow exchange rates from a target zone
Rangvid, Jesper; Sørensen, Carsten - In: Exchange rate policies for small open economies, (pp. 113-151). 1999
Persistent link: https://www.econbiz.de/10001508939
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An EMS target zone model in discrete time
Koedijk, Kees - In: Journal of applied econometrics 13 (1998) 1, pp. 31-48
Persistent link: https://www.econbiz.de/10001237950
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Riesgo cambiario y riesgo tasa de interés en la banda de flotación
DellaMea Palumbo, Umberto - In: Revista de economía 4 (1997) 2, pp. 59-95
Persistent link: https://www.econbiz.de/10001239769
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Target zones and exchange rates : an empirical investigation
Bekaert, Geert - In: Journal of international economics 45 (1998) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10001248183
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The spot-forward relationship revisited : an ERM perspective
MacDonald, Ronald; Moore, Michael J. - 1997
Persistent link: https://www.econbiz.de/10000973756