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[Rezension von: Exchange rate targets and currency bands, ed. by P. Krugman ..]

Vries, Casper G. de - In: The economic journal : the journal of the Royal … 102 (1992) 415, pp. 1548-1550

Persistent link: https://www.econbiz.de/10001345563

Primary commodity prices and exchange rate volatility : paper presented at the CEPR Conference on Primary Commodities

Kofman, Paul; Viaene, Jean-Marie; Vries, Casper G. de - 1989

Persistent link: https://www.econbiz.de/10000770147

The tail index of exchange rate returns

Koedijk, Kees; Schafgans, Marcia M. A.; Vries, Casper G. de - 1989 - Rev

Persistent link: https://www.econbiz.de/10000770879

Conditional heteroskedasticity, realignments and the European monetary system

Koedijk, Kees; Stork, Philip; Vries, Casper G. de - 1991

Persistent link: https://www.econbiz.de/10000824537

International trade and exchange rate volatility

Viaene, Jean-Marie; Vries, Casper G. de - 1989

Persistent link: https://www.econbiz.de/10000760511

Between realignments and intervention : the Belgian franc in the European Monetary System

Koedijk, Kees; Stork, Philip; Vries, Casper G. de - 1993

Persistent link: https://www.econbiz.de/10000122519

The forward premium puzzle only emerges gradually

Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - 2007

Persistent link: https://www.econbiz.de/10003482669

IMF support and inter-regime exchange rate volatility

Arnold, Ivo J. M. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003564636

Large swings in currencies driven by fundamentals

Cumperayot, Phornchanok J.; Vries, Casper G. de - 2006

Persistent link: https://www.econbiz.de/10003392199

The forward premium puzzle only emerges gradually

Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - 2007

The forward premium puzzle (FPP) is the negative correlation between the forward premium and the realized exchange rate return at maturities of a month and beyond. Some recent evidence shows that at maturities of multiple years and at the highest intra day frequency the correlation is positive...

Persistent link: https://www.econbiz.de/10011372514