Narrow search
Showing 1 - 10 of 40
Cover Image
Non-linear exchange rate dynamics in target zones : a bumpy road towards a honeymoon : some evidence from the ERM, ERM2 and selected new EU member states
Crespo Cuaresma, Jesús (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002999269
Cover Image
Non-linear exchange rate dynamics in target zones : a bumpy road towards a honeymoon ; some evidence from the ERM, ERM2 and selected new EU member states
Crespo Cuaresma, Jesús; Égert, Balázs; MacDonald, Ronald - 2005
This study investigates exchange rate movements in the Exchange Rate Mechanism (ERM) of the European Monetary System (EMS) and in the Exchange Rate Mechanism II (ERM-II). On the basis of the variant of the target zone model proposed by Bartolini and Prati (1999) and Bessec (2003), we set up a...
Persistent link: https://www.econbiz.de/10003090269
Cover Image
Non-linear exchange rate dynamics in target zones : a bumpy road towards a honeymoon ; some evidence from the ERM, ERM2 and selected new EU member states
Crespo Cuaresma, Jesús (contributor);  … - 2005
This study investigates exchange rate movements in the Exchange Rate Mechanism (ERM) of the European Monetary System (EMS) and in the Exchange Rate Mechanism II (ERM-II). On the basis of the variant of the target zone model proposed by Bartolini and Prati (1999) and Bessec (2003), we set up a...
Persistent link: https://www.econbiz.de/10003113302
Cover Image
Time-varying comovements in developed and emerging European stock markets : evidence from intraday data
Égert, Balázs (contributor); Kočenda, Evžen (contributor) - 2007
Persistent link: https://www.econbiz.de/10003454451
Cover Image
Interest rate pass-through in Central and Eastern Europe : reborn from ashes merely to pass away?
Égert, Balázs; Crespo Cuaresma, Jesús; Reininger, Thomas - In: Journal of policy modeling : JPMOD ; a social science … 29 (2007) 2, pp. 209-225
Persistent link: https://www.econbiz.de/10003457467
Cover Image
Time-varying synchronization of European stock markets
Égert, Balázs; Kočenda, Evžen - In: Empirical economics : a journal of the Institute for … 40 (2011) 2, pp. 393-407
Persistent link: https://www.econbiz.de/10008987463
Cover Image
Nonlinear exchange rate dynamics in target zones : a bumpy road toward a honeymoon ; some evidence from the ERM, ERM II and selected new EU member states
Crespo Cuaresma, Jesús; Égert, Balázs; McDonald, … - In: Focus on European economic integration (2004) 1, pp. 46-69
Persistent link: https://www.econbiz.de/10002570521
Cover Image
The monetary approach to the exchange rate : rational expectations, long-run equilibrium and forecasting
MacDonald, Ronald; Taylor, Mark P. - 1992
Persistent link: https://www.econbiz.de/10000839181
Cover Image
Government expenditure under rational expectations : some estimates for the UK, Canada, Germany and the US
MacDonald, Ronald; Speight, Alan E. H. - 1988
Persistent link: https://www.econbiz.de/10000764301
Cover Image
European excess stock returns and capital market integration : an empirical perspective
Fraser, Patricia; MacDonald, Ronald - 1992
Persistent link: https://www.econbiz.de/10000139395