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Between Realignments and Intervention: the Belgian Franc in the European Monetary System
13 references·2 citing·40 second hop
Between Realignments and Intervention: the Belgian Franc in the European Monetary System (1994)Between Realignments and Intervention: th…Intramarginal intervention in the EMS and the target-zone model of exchange-rate behavior (1992)Intramarginal intervention in…An Interpretation of Recent Research on Exchange Rate Target Zones (1992)An Interpretation of Recent R…An Analysis of the Determination of Deutsche Mark/French Franc Exchange Rate in a Discrete-Time Target-Zone Model (1992)An Analysis of the Determinat…Target Zones and Exchange Rate Dynamics (1991)Target Zones and Exchange Rat…Expected and Predicted Realignments: The FF/DM Exchange Rate During the EMS (1991)Expected and Predicted Realig…Empirical evidence on foreign exchange market intervention: Where do we stand? (1991)Empirical evidence on foreign…Assessing Target Zone Credibility: Mean Reversion and Devaluation Expectations in the ERM 1979-1992 (1991)Assessing Target Zone Credibi…The tail index of exchange rate returns (1990)The tail index of exchange ra…The European Monetary System: Developments and Perspectives (1990)The European Monetary System:…Target Zones and Realignments (1990)Target Zones and RealignmentsAn Empirical Exploration of Exchange Rate Target-Zones (1990)An Empirical Exploration of E…Beating the Foreign Exchange Market (1986)Beating the Foreign Exchange …Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…A survey of evidence on domestic and international stock exchange listings with implications for markets and managers (1996)A survey of evidence on domes…Financial Reporting for Foreign Exchange Derivatives. (1995)Financial Reporting for Forei…Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Brownian Motion and Stochastic Flow Systems. (1987)Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market (1997)Brownian Motion and Stochastic Calculus (2007)Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system (2021)An Intertemporal Capital Asset Pricing Model (1973)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Forward and spot exchange rates (1984)Technical trading rule profitability and foreign exchange intervention (1999)Agent-based computational finance: Suggested readings and early research (2000)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Trends and random walks in macroeconomic time series (1988)Anomalies: Foreign Exchange (1990)Liberalization of the Capital Account: Experiences and Issues (1992)Target zones and exchange rates: (1998)Conditional logit analysis of qualitative choice behavior (1972)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Collapsing exchange-rate regimes (1984)The stable Paretian hypothesis and the frequency of large returns: an examination of major German stocks (1996)Heavy tail modeling and teletraffic data: special invited paper (1997)Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management (1998)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator (1992)The foreign exchange risk premium in a target zone with devaluation risk (1992)Assessing target zone credibility (1993)State interests and institutional rule trajectories: A neorealist interpretation of the Maastricht treaty and European economic and monetary union (1996)Using option prices to estimate realignment probabilities in the European Monetary System: the case of sterling-mark (1996)Stochastic Devaluation Risk and the Empirical Fit of Target-Zone Models (1993)Implied exchange rate distributions: evidence from OTC option markets (1998)Regime-switching and interest rates in the European monetary system (2000)Exchange rate volatility and regime change: A Visegrad comparison (2006)Was the Federal Reserve Constrained by the Gold Standard During the Great Depression? Evidence from the 1932 Open Market Purchase Program (2006)No Single Currency Regime is Right for All Countries or At All Times (1999)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)The Trilemma in History: Tradeoffs Among Exchange Rates, Monetary Policies, and Capital Mobility (2004)
this work references cited by second hop

References

  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1991Target Zones and Exchange Rate Dynamics1,089 cited
  • 1986Beating the Foreign Exchange Market450 cited
  • 1990Target Zones and Realignments297 cited
  • 1992An Interpretation of Recent Research on Exchange Rate Target Zones261 cited
  • 1990The tail index of exchange rate returns252 cited
  • 1990An Empirical Exploration of Exchange Rate Target-Zones174 cited
  • 1990The European Monetary System: Developments and Perspectives135 cited
  • 1991Assessing Target Zone Credibility: Mean Reversion and Devaluation Expectations in the ERM 1979-1992126 cited
  • 1991Expected and Predicted Realignments: The FF/DM Exchange Rate During the EMS114 cited
  • 1992Intramarginal intervention in the EMS and the target-zone model of exchange-rate behavior41 cited
  • 1992An Analysis of the Determination of Deutsche Mark/French Franc Exchange Rate in a Discrete-Time Target-Zone Model34 cited
  • 1991Empirical evidence on foreign exchange market intervention: Where do we stand?27 cited

Cited by

  • 1996A survey of evidence on domestic and international stock exchange listings with implications for markets and managers29 cited
  • 1995

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Financial Reporting for Foreign Exchange Derivatives.
20 cited