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Target zones and exchange rates : an empirical investigation
Bekaert, Geert; Gray, Stephen - 1996
Persistent link: https://www.econbiz.de/10000564009
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Target zones and exchange rates : an empirical investigation
Bekaert, Geert; Gray, Stephen - 1997
Persistent link: https://www.econbiz.de/10000956829
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Information and volatility links in the foreign exchange market
Sirimon Treepongkaruna; Gray, Stephen - In: Accounting and finance : journal of the Accounting … 49 (2009) 2, pp. 385-405
Persistent link: https://www.econbiz.de/10003859699
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Explaining the bid-ask spread in the foreign exchange market : a test of alternate models
Sirimon Treepongkaruna; Brailsford, Timothy J.; Gray, … - In: Australian journal of management 39 (2014) 4, pp. 573-591
Persistent link: https://www.econbiz.de/10010475670
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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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Target Zones and Exchange Rates : An Empirical Investigation
Bekaert, Geert; Gray, Stephen - 2021
In this paper we develop an empirical model of exchange rates in a target zone. The model is general enough to nest most theoretical and empirical models in the existing literature. We find evidence of two types of jumps in exchange rates. Realignment jumps are those that are associated with the...
Persistent link: https://www.econbiz.de/10013227206