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On the mean-reverting properties of target zone exchange rates · Study

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ArticleOn the mean-reverting properties of target zone exchange rates

Myrvin L. Anthony1998

Article1998

On the mean-reverting properties of target zone exchange rates

Myrvin L. Anthony · Ronald R. MacDonald

60 citations·0/0 files stored·European Economic Review

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Global Financial Crisis and Policies

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 2010Critical Values for Cointegration Tests 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots

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2003Martingale Property of Exchange Rates and Central Bank Interventions 2007Model‐free evaluation of directional predictability in foreign exchange markets 2002Convergence in the ERM and Declining Numbers of Common Stochastic Trends 2011EXCHANGE RATE TARGET ZONES: A SURVEY OF THE LITERATURE 2002A panel cointegration approach to the estimation of the peseta real exchange rate

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Year1998

Typearticle

Published1998-09-01

VenueEuropean Economic Review

ISSN-L0014-2921

Languageen

Citations60

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s0014-2921(97)00087-1

openalex_workW1528850583

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1999The width of the band and exchange rate mean-reversion: some further ERM-based results

2016Swiss franc's one-sided target zone during 2011–2015