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EXCHANGE RATE BANDS AND REALIGNMENTS IN A STATIONARY STOCHASTIC SETTING
0 references·4 citing·13 second hop
EXCHANGE RATE BANDS AND REALIGNMENTS IN A STATIONARY STOCHASTIC SETTING (1988)EXCHANGE RATE BANDS AND REALIGNMENTS IN A…On the evolution of credibility and flexible exchange rate target zones (1999)On the evolution of credibili…Target zone modelling and estimation for European Monetary System exchange rates (1994)Target zone modelling and est…Target zones and forward rates in a model with repeated realignments (1992)Target zones and forward rate…The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk (1990)The Foreign Exchange Risk Pre…A Stochastic Approximation Method (1951)Rules, discretion and reputation in a model of monetary policy (1983)A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information (1986)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Target Zones and Exchange Rate Dynamics (1991)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The Pricing of Options and Corporate Liabilities (1973)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Swiss franc's one-sided target zone during 2011–2015 (2016)International Portfolio Choice and Corporation Finance: A Synthesis (1983)The Specification and Influence of Asset Markets (1984)Devaluation Expectations: The Swedish Krona 1982-1991 (1991)
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  • 1990The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk36 cited
  • 1994Target zone modelling and estimation for European Monetary System exchange rates32 cited
  • 1999On the evolution of credibility and flexible exchange rate target zones27 cited
  • 1992Target zones and forward rates in a model with repeated realignments26 cited

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