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European monetary arrangements: Implications for the dollar, exchange rate variability and credibility
16 references·0 citing·47 second hop
European monetary arrangements: Implications for the dollar, exchange rate variability and credibility (1995)European monetary arrangements: Implicati…Target zone models with stochastic realignments: an econometric evaluation (1995)Target zone models with stoch…The Determinants of Realignment Expectations Under the EMS: Some Empirical Regularities (1993)The Determinants of Realignme…Stochastic Devaluation Risk and the Empirical Fit of Target-Zone Models (1993)Stochastic Devaluation Risk a…Interest Rate Linkages Within the European Monetary System: Further Analysis (1993)Interest Rate Linkages Within…European Exchange Rate Credibility Before the Fall (1993)European Exchange Rate Credib…Devaluation Expectations: The Swedish Krona 1985-92 (1993)Devaluation Expectations: The…THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…The foreign exchange risk premium in a target zone with devaluation risk (1992)The foreign exchange risk pre…Is the European Monetary System a DM-Zone? (1991)Is the European Monetary Syst…Expected and Predicted Realignments: The FF/DM Exchange Rate During the EMS (1991)Expected and Predicted Realig…The European Monetary System: Developments and Perspectives (1990)The European Monetary System:…The European Monetary System in the 1990s (1990)The European Monetary System …Limiting exchange rate flexibility: the European monetary system (1990)Limiting exchange rate flexib…Interest Rate Linkages Within the European Monetary System: A Time Series Analysis: Note (1990)Interest Rate Linkages Within…German dominance in the EMS: evidence from interest rates (1990)German dominance in the EMS: …The advantage of tying one's hands (1988)The advantage of tying one's …Rules, discretion and reputation in a model of monetary policy (1983)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Staggered Prices in a Utility-Maximizing Framework (1996)The Road To Maastricht (1999)Policy Transfer in the European Union: Institutional Isomorphism as a Source of Legitimacy (2000)Global Capital and National Governments (2001)Anomalies: Foreign Exchange (1990)Currency Fluctuations in the Post-Bretton Woods Era (1990)Fixing Exchange Rates: A Virtual Quest for Fundamentals (1993)International Currency Experience: New Lessons and Lessons Relearned (1995)The Mexican Peso Crisis: Sudden Death or Death Foretold? (1996)Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system (2021)A Positive Theory of Monetary Policy in a Natural-Rate Model (1981)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)Topology of foreign exchange markets using hierarchical structure methods (2007)China's Dominance Hypothesis and the Emergence of a Tri-polar Global Currency System (2013)On the global financial market integration “swoosh” and the trilemma (2019)The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification? (1982)Empirical exchange rate models of the seventies (1983)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Dynamics of Private and Public Real Estate Markets (2000)Was There Monetary Autonomy in Europe on the Eve of Emu? the German Dominance Hypothesis Re-Examined (2002)Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests (2006)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Dynamic Econometrics (1995)Testing for Error Correction in Panel Data* (2007)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Target Zones and Exchange Rate Dynamics (1991)An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator (1992)Regime-switching and interest rates in the European monetary system (2000)Optimum consumption and portfolio rules in a continuous-time model (1971)International Portfolio Choice and Corporation Finance: A Synthesis (1983)Why exchange rate bands? (1994)Target Zones and Realignments (1990)An Interpretation of Recent Research on Exchange Rate Target Zones (1992)Are currency crises self-fulfilling? (1997)Implied exchange rate distributions: evidence from OTC option markets (1998)The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets (2014)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)The theory of optimum currency areas and the possibility of forming a yen bloc in Asia (1998)Real Impacts of Intra-European Exchange Rate Variability: A Case for EMU? (2001)Monetary Union Membership in West Africa: A Cluster Analysis (2008)
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References

  • 1992THE POWER OF COINTEGRATION TESTS1,319 cited
  • 1988The advantage of tying one's hands852 cited
  • 1993Stochastic Devaluation Risk and the Empirical Fit of Target-Zone Models269 cited
  • 1993European Exchange Rate Credibility Before the Fall238 cited
  • 1990German dominance in the EMS: evidence from interest rates152 cited
  • 1990The European Monetary System: Developments and Perspectives135 cited
  • 1993Interest Rate Linkages Within the European Monetary System: Further Analysis125 cited
  • 1990The European Monetary System in the 1990s116 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
  • 1990Interest Rate Linkages Within the European Monetary System: A Time Series Analysis: Note111 cited
  • 1990Limiting exchange rate flexibility: the European monetary system77 cited
  • 1993Devaluation Expectations: The Swedish Krona 1985-9267 cited
  • 1991Is the European Monetary System a DM-Zone?61 cited
  • 1993The Determinants of Realignment Expectations Under the EMS: Some Empirical Regularities52 cited

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  • 1995Target zone models with stochastic realignments: an econometric evaluation43 cited
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