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Exchange rate bands and realignments in a stationary stochastic setting
Miller, Marcus; Weller, Paul A. - 1988
Persistent link: https://www.econbiz.de/10000761764
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Stochastic process switching and intervention in exchange rate target zones : empirical evidence from the EMS
Weber, Axel A. - 1991
Persistent link: https://www.econbiz.de/10000128527
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Interest rate volatility prior to monetary union under alternative pre-switch regimes
Wilfling, Bernd - 2001
Persistent link: https://www.econbiz.de/10001647468
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Noise trading, central bank interventions, and the informational content of foreign currency options
Pierdzioch, Christian - 2001
Persistent link: https://www.econbiz.de/10001626608
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Zur Wechselkursdynamik vor der Einführung von Festkurssystemen
Maennig, Wolfgang; Wilfling, Bernd - In: Währung und wirtschaftliche Entwicklung : Festschrift …, (pp. 101-116). 2000
Persistent link: https://www.econbiz.de/10001501935
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The convergence of international interest rates prior to Monetary Union
Wilfling, Bernd - 2001
Persistent link: https://www.econbiz.de/10001572236
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Wechselkurszielzonen und Geldpolitik : Voraussetzungen für die Tragfähigkeit eines Zielzonensystems
Radeck, Karin - 2001
Persistent link: https://www.econbiz.de/10001565419
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Exchange Rate Dynamics in Anticipation of Time-Contingent Regime Switching : Modelling the Effects of a Possible Delay
Wilfling, Bernd - 2017
The procedure of fixing a currently floating exchange rate at a given (and publicly announced) future date has a broad range of applications. Based on a (continuous-time) monetary exchange rate model with flexible prices, this paper analyzes exchange rate dynamics during the transition from...
Persistent link: https://www.econbiz.de/10012955737
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A target zone model where the fundamentals follow a geometric Brownian motion
Cupidon, Jean René; Hyppolite, Judex - In: Journal of mathematical finance 6 (2016) 5, pp. 866-886
Persistent link: https://www.econbiz.de/10011657698
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The convergence of international interest rates prior to Monetary Union
Wilfling, Bernd - 2001
Persistent link: https://www.econbiz.de/10013430412