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The width of the band and exchange rate mean-reversion: some further ERM-based results · Study

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ArticleThe width of the band and exchange rate mean-reversion: some further ERM-based results

Myrvin L. Anthony1999

Article1999

The width of the band and exchange rate mean-reversion: some further ERM-based results

Myrvin L. Anthony · Ronald R. MacDonald

31 citations·0/0 files stored·Journal of International Money and Finance

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Global Financial Crisis and Policies Monetary Policy and Economic Impact Financial Markets and Investment Strategies

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 2010Critical Values for Cointegration Tests 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag

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2016Swiss franc's one-sided target zone during 2011–2015 2012A Quasi-Bounded Target Zone Model – Theory and Application to Hong Kong Dollar 2002Mean-reversion vs. adjustment to PPP: the two regimes of exchange rate dynamics under the EMS, 1979–1998

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Year1999

Typearticle

Published1999-01-01

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations31

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

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doi10.1016/s0261-5606(99)85004-9

openalex_workW2095550709

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