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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

Les reseaux de neurones artificiels : une application à prévision des prix des actifs financiers

Avouyi-Dovi, Sanvi; Caulet, Renaud - 1995

Persistent link: https://www.econbiz.de/10000923490

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

Target zones and forward rates in a model with repeated realignments

Bartolini, Leonardo - In: Journal of monetary economics 30 (1992) 3, pp. 373-408

Persistent link: https://www.econbiz.de/10001140312

Target zones and forward rates in a model with repeated realignments

Bartolini, Leonardo - 1992

Persistent link: https://www.econbiz.de/10013425097

Target Zones and Forward Rates in a Model with Repeated Realignments

Bodnar, Gordon M. - 1992

This paper studies the implications of the imperfect credibility of an exchange rate target zone on the term structure of forward premia. The relationship between spot and forward exchange rates of different maturities reflects the possibility of repeated realignments of the exchange rate band....