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Arbitrage-Based Tests of Target Zone Credibility: Evidence from ERM Cross-Rate Options
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Cited by

  • 2018Redenomination Risk52 cited
  • 2002An options-based analysis of emerging market exchange rate expectations: Brazil's Real Plan, 1994–199939 cited
  • 2019The Two-Pillar Policy for the RMB30 cited
  • 2009Inflation Targeting and Exchange Rate Regimes: Evidence from the Financial Markets26 cited
  • 2006Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts24 cited
  • 2007Do interventions in foreign exchange markets modify investors' expectations? The experience of Japan between 1992 and 200423 cited
  • 2008Foreign-exchange intervention strategies and market expectations: insights from Japan19 cited
  • 2016Financial Markets’ Views about the Euro-Swiss Franc Floor19 cited
  • 1999Market Expectations in the UK Before and After the ERM Crisis13 cited

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