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An options-based analysis of emerging market exchange rate expectations : Brazil's Real plan, 1994 - 1999
Campa, José Manuel; Chang, P. H. Kevin; Refalo, James F. - 2000
Persistent link: https://www.econbiz.de/10001486777
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An Options-Based Analysis of Emerging Market Exchange Rate Expectations : Brazil's Real Plan, 1994-1997
Campa, José Manuel - 2008
This paper uses currency option data from the BMF, the Commodities and Futures exchange in Sao Paulo, Brazil, to … credibility of the quot;crawling pegquot; and target zone (quot;maxibandquot;) regimes governing the exchange rate. Since we do … zones. The paper, one of the first to use options data from an emerging market, finds that target zone credibility was poor …
Persistent link: https://www.econbiz.de/10012769225
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An Options-Based Analysis of Emerging Market Exchange Rate Expectations : Brazil's Real Plan, 1994-1997
Campa, Jose M. - 1999
This paper uses currency option data from the BMF, the Commodities and Futures exchange in Sao Paulo, Brazil, to … credibility of the crawling peg' and target zone ( maxiband') regimes governing the exchange rate. Since we do not impose an … one of the first to use options data from an emerging market, finds that target zone credibility was poor prior to …
Persistent link: https://www.econbiz.de/10012471878
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An options-based analysis of emerging market exchange rate expectations : Brazil's Real plan, 1994 - 1999
Campa, José Manuel - 2000
Persistent link: https://www.econbiz.de/10013423222
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An options-based analysis of emerging market exchange rate expectations: Brazil's Real Plan, 1994-1999
Campa, José Manuel; Chang, P. H. Kevin; Refalo, James F. - In: Journal of development economics 69 (2002) 1, pp. 227-253
Persistent link: https://www.econbiz.de/10001696072
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An Options-Based Analysis of Emerging Market Exchange Rate Expectations : Brazil's Real Plan, 1994-1999
Campa, José Manuel - 2000
This paper uses currency option data from the BMF, the Commodities and Futures exchange in Sao Paulo, Brazil, to … the credibility of the quot;crawling pegquot; and target zone (quot;maxibandquot;) regimes governing the exchange rate … credibility was poor prior to February 1996, improved afterwards through September 1997 and later started to worsen again. The …
Persistent link: https://www.econbiz.de/10012788770
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An Options-Based Analysis of Emerging Market Exchange Rate Expectations : Brazil'S Real Plan, 1994-1997
Campa, José Manuel; Chang, P. H. Kevin; Refalo, James F. - 2021
This paper uses currency option data from the BMF, the Commodities and Futures exchange in Sao Paulo, Brazil, to … credibility of the crawling peg' and target zone ( maxiband') regimes governing the exchange rate. Since we do not impose an … one of the first to use options data from an emerging market, finds that target zone credibility was poor prior to …
Persistent link: https://www.econbiz.de/10013224319
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Handbook of exchange rates
James, Jessica (ed.); Marsh, Ian W. (ed.); Sarno, Lucio (ed.) - 2012
Handbook of Exchange Rates is an impressive compilation of research from more than thirty-five leading researchers and experts on the topic. The book is clearly organized into five succinct sections that explore the foreign exchange (FX) market, from its background and economic foundation to...
Persistent link: https://www.econbiz.de/10009582267
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The determinants of realignment expectations under the EMS : some empirical regularities
Chen, Zhaohui; Giovannini, Alberto - 1994
Persistent link: https://www.econbiz.de/10000882908
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The determinants of realignment expectations under the EMS : some empirical regularities
Chen, Zhaohui - 1993
Persistent link: https://www.econbiz.de/10000859334