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Speculative market structure and the collapse of an exchange rate mechanism

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Persistent link: https://www.econbiz.de/10013422069

Estimating expected exchange rates under target zones

Chen, Zhaohui; Giovannini, Alberto - 1992

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Speculative market structure and the collapse of an exchange rate mechanism

Chen, Zhaohui - 1995

Persistent link: https://www.econbiz.de/10000904040

The determinants of realignment expectations under the EMS : some empirical regularities

Chen, Zhaohui; Giovannini, Alberto - 1994

Persistent link: https://www.econbiz.de/10000882908

Cointegration and exchange rate forecasting : a state space model

Chen, Zhaohui - 1993

Persistent link: https://www.econbiz.de/10000148576

Target zones and the distribution of exchange rates : an estimation method

Chen, Zhaohui - In: Economics letters 40 (1992) 1, pp. 83-89

Persistent link: https://www.econbiz.de/10001137542

The determinants of realignment expectations under the EMS : some empirical regularities

Chen, Zhaohui - In: European economic review : EER 41 (1997) 9, pp. 1687-1707

Persistent link: https://www.econbiz.de/10001235875

Estimating expected exchange rates under target zone regimes

Chen, Zhaohui - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 43-59

Persistent link: https://www.econbiz.de/10001236675

The determinants of realignment expectations under the EMS : some empirical regularities

Chen, Zhaohui - 1993

Persistent link: https://www.econbiz.de/10000859334

The Determinants of Realignment Expectations Under the EMS : Some Empirical Regularities

Chen, Zhaohui - 1993

The stability of the EMS depends crucially on realignment expectations of the market participants. In this paper we discuss how to measure such expectations and how to relate them to economic fundamentals, central bank reputation, and institutional arrangements of the EMS. We find the following...

Persistent link: https://www.econbiz.de/10012474669