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The Term Structure of Interest Rate Differentials in a Target Zone: Theory and Swedish Data
5 references·16 citing·43 second hop
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this work references cited by second hop

References

  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1990Target Zones and Realignments297 cited
  • 1991Analytical Approximations in Models of Hysteresis179 cited
  • 1989Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach135 cited

Cited by

  • 1999Optimal Central Bank Intervention in the Foreign Exchange Market167 cited
  • 2005On the transition densities for reflected diffusions122 cited
  • 1998Target zones and exchange rates:121 cited
  • 1991Expected and Predicted Realignments: The FF/DM Exchange Rate During the EMS114 cited
  • 1992The foreign exchange risk premium in a target zone with devaluation risk112 cited
  • 1993Assessing target zone credibility109 cited
  • 1998Optimal stochastic intervention control with application to the exchange rate105 cited
  • 1994Stochastic trends and jumps in EMS exchange rates84 cited
  • 2004Monetary Sovereignty, Exchange Rates, and Capital Controls: The Trilemma in the Interwar period77 cited
  • 1998A currency crisis model with an optimising policymaker

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75 cited
  • 1996A reexamination of the uncovered interest rate parity hypothesis50 cited
  • 2002Pricing currency risk under currency boards50 cited
  • 1994A univariate analysis of EMS exchange rates using a target zone model49 cited
  • 1995Target zone models with stochastic realignments: an econometric evaluation43 cited
  • 2006Target zones in theory and history: Credibility, efficiency, and policy autonomy41 cited
  • 1993Learning about intervention target zones40 cited