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The Simplest Test of Target Zone Credibility
5 references·1 citing·24 second hop
The Simplest Test of Target Zone Credibility (1990)The Simplest Test of Target Zone Credibil…Target Zones and Exchange Rate Dynamics (1991)Target Zones and Exchange Rat…Stochastic Devaluation Risk and the Empirical Fit of Target Zone Models (1991)Stochastic Devaluation Risk a…The Term Structure of Interest Rate Differentials in a Target Zone: Theory and Swedish Data (1990)The Term Structure of Interes…The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk (1990)The Foreign Exchange Risk Pre…A Theoretical and Empirical Framework for Analyzing the Term Structure of Exchange Rate Expectations (Cadre theorique et empirique pour une analyse de l'evolution probable de la structure des taux de change) (Un marco teorico y empirico para analizar la estructura cronologica de las expectativas de tipos de cambio) (1971)A Theoretical and Empirical F…The Credibility of Hong Kong's Link from the Perspective of Modern Financial Theory (2011)The Credibility of Hong Kong'…Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach (1989)Nonlinear, Nonparametric, Nonessential Exchange Rate Estimation (1990)Target Zones and Realignments (1990)French-German Interest Rate Differentials and Time-Varying Realignment Risk (1993)Realignment Risk and Currency Option Pricing in Target Zones (1993)A new indicator to assess the credibility of the EMS (1997)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)A Theory of the Term Structure of Interest Rates (1985)Target zones and exchange rates: (1998)Optimal Central Bank Intervention in the Foreign Exchange Market (1999)On the transition densities for reflected diffusions (2005)Foreign currency option values (1983)Forward and spot exchange rates (1984)Estimating the Probability Distribution of the Future Exchange Rate from Option Prices (1997)International Portfolio Choice and Corporation Finance: A Synthesis (1983)The Specification and Influence of Asset Markets (1984)The Simplest Test of Target Zone Credibility (1990)Devaluation Expectations: The Swedish Krona 1982-1991 (1991)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)Exchange Risk: Whose View? (1977)International Investment and Interest Rate Linkages under Flexible Exchange Rates (1977)Uncovered Interest Parity (2006)
this work references cited by second hop

References

  • 1991Target Zones and Exchange Rate Dynamics1,089 cited
  • 1990The Term Structure of Interest Rate Differentials in a Target Zone: Theory and Swedish Data107 cited
  • 1991Stochastic Devaluation Risk and the Empirical Fit of Target Zone Models82 cited
  • 1971A Theoretical and Empirical Framework for Analyzing the Term Structure of Exchange Rate Expectations (Cadre theorique et empirique pour une analyse de l'evolution probable de la structure des taux de change) (Un marco teorico y empirico para analizar la estructura cronologica de las expectativas de tipos de cambio)39 cited
  • 1990The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk36 cited

Cited by

  • 2011The Credibility of Hong Kong's Link from the Perspective of Modern Financial Theory21 cited

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