SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Assessing Target Zone Credibility: Mean Reversion and Devaluation Expectations in the ERM 1979-1992
0 references·16 citing·51 second hop
Assessing Target Zone Credibility: Mean Reversion and Devaluation Expectations in the ERM 1979-1992 (1991)Assessing Target Zone Credibility: Mean R…The sterling trap: foreign reserves management at the Bank of France, 1928-1936 (2009)The sterling trap: foreign re…Was the Federal Reserve Constrained by the Gold Standard During the Great Depression? Evidence from the 1932 Open Market Purchase Program (2006)Was the Federal Reserve Const…Exchange rate volatility and regime change: A Visegrad comparison (2006)Exchange rate volatility and …Assessing the credibility of a target zone: evidence from the EMS (2005)Assessing the credibility of …Crises in the Global Economy from Tulips to Today: Contagion and Consequences (2002)Crises in the Global Economy …Regime-switching and interest rates in the European monetary system (2000)Regime-switching and interest…On the mean-reverting properties of target zone exchange rates (1998)On the mean-reverting propert…A new indicator to assess the credibility of the EMS (1997)A new indicator to assess the…Interest rate parity and foreign exchange risk premia in the ERM (1996)Interest rate parity and fore…BLOCS, ZONES AND BANDS: INTERNATIONAL MONETARY HISTORY IN LIGHT OF RECENT THEORETICAL DEVELOPMENTS (1996)BLOCS, ZONES AND BANDS: INTER…Exchange rate target zones, realignments and the interest rate differential: Theory and evidence (1995)Exchange rate target zones, r…Target zone modelling and estimation for European Monetary System exchange rates (1994)Target zone modelling and est…Between Realignments and Intervention: the Belgian Franc in the European Monetary System (1994)Between Realignments and Inte…The Determinants of Realignment Expectations Under the EMS: Some Empirical Regularities (1993)The Determinants of Realignme…Exchange Rate Regimes and Volatility (1993)Exchange Rate Regimes and Vol…Currency CrisesCurrency CrisesDistribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Convergence in the ERM and Declining Numbers of Common Stochastic Trends (2002)Martingale Property of Exchange Rates and Central Bank Interventions (2003)Model‐free evaluation of directional predictability in foreign exchange markets (2007)The Measurement of Productive Efficiency (1957)Recent developments in DEA (1990)Dynamic Econometrics (1995)Volatility Regimes in Central and Eastern European Countries' Exchange Rates (2007)Volatility in EMU sovereign bond yields: permanent and transitory components (2012)The causal relationship between debt and growth in EMU countries (2015)Empirical exchange rate models of the seventies (1983)Target Zones and Exchange Rate Dynamics (1991)A Retrospective on the Bretton Woods System (1993)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Volatility of exchange rates in selected new EU members: Evidence from daily data (2007)Technological Imitation and Innovation in New European Union Markets (2010)Geopolitical risks and historical exchange rate volatility of the BRICS (2021)Portfolio Selection (1952)The world in depression, 1929-1939 (1973)Mean-Variance Analysis in Portfolio Choice and Capital Markets. (1989)Did France Cause the Great Depression? (2010)Flight‐to‐safety and the credit crunch: a new history of the banking crises in France during the Great Depression† (2020)The Historical Evolution of Central Banking (2020)A Positive Theory of Monetary Policy in a Natural-Rate Model (1981)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)The Role of Monetary Policy (1995)Capital flows and speculative attacks in prospective EU member states1 (2004)Capital Flows and Speculative Attacks in Prospective EU Member States (2022)A Theory of the Term Structure of Interest Rates (1985)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)On alternative interest rate processes (1996)Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates (2007)Regime Changes and Financial Markets (2011)A Monetary History of the United States, 1867-1960 (1964)A Model of Balance-of-Payments Crises (1979)Fetters of Gold and Paper (2010)A Monetary History of the United States, 1867-1960 (2017)International Monetary Relations: Taking Finance Seriously (2017)Autoregressive conditional heteroskedasticity and changes in regime (1994)What causes currency crises : sunspots, contagion or fundamentals? (1999)Swiss franc's one-sided target zone during 2011–2015 (2016)Unemployment and Labor Market Rigidities: Europe versus North America (1997)Monetary policy rules in practice (1998)Recovery or Recession? Post-Devaluation Output Performance: The Thai Experience (2000)Germany and the Euro: Redefining EMU, Handling Paradox, and Managing Uncertainty and Contingency (2002)Why EMU Is—or May Be—Good for European Welfare States (2002)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2000Regime-switching and interest rates in the European monetary system100 cited
  • 2006Exchange rate volatility and regime change: A Visegrad comparison98 cited
  • 2006Was the Federal Reserve Constrained by the Gold Standard During the Great Depression? Evidence from the 1932 Open Market Purchase Program62 cited
  • 1996BLOCS, ZONES AND BANDS: INTERNATIONAL MONETARY HISTORY IN LIGHT OF RECENT THEORETICAL DEVELOPMENTS61 cited
  • 1998On the mean-reverting properties of target zone exchange rates60 cited
  • 2009The sterling trap: foreign reserves management at the Bank of France, 1928-193656 cited
  • 1997A new indicator to assess the credibility of the EMS54 cited
  • 1993The Determinants of Realignment Expectations Under the EMS: Some Empirical Regularities52 cited
  • n.d.Currency Crises44 cited
  • 2005Assessing the credibility of a target zone: evidence from the EMS41 cited
  • 1993Exchange Rate Regimes and Volatility39 cited
  • 2002Crises in the Global Economy from Tulips to Today: Contagion and Consequences34 cited
  • 1996Interest rate parity and foreign exchange risk premia in the ERM32 cited
  • 1994Target zone modelling and estimation for European Monetary System exchange rates

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

32 cited
  • 1994Between Realignments and Intervention: the Belgian Franc in the European Monetary System32 cited
  • 1995Exchange rate target zones, realignments and the interest rate differential: Theory and evidence31 cited