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The Simplest Test of Target Zone Credibility
0 references·16 citing·50 second hop
The Simplest Test of Target Zone Credibility (1991)The Simplest Test of Target Zone Credibil…Dirty float or clean intervention? The Bank of England in the foreign exchange market (2020)Dirty float or clean interven…Venezuela 1999–2014: Macro-Policy, Oil Governance and Economic Performance (2015)Venezuela 1999–2014: Macro-Po…The sterling trap: foreign reserves management at the Bank of France, 1928-1936 (2009)The sterling trap: foreign re…Assessing the credibility of a target zone: evidence from the EMS (2005)Assessing the credibility of …An options-based analysis of emerging market exchange rate expectations: Brazil's Real Plan, 1994–1999 (2002)An options-based analysis of …The Euro and the Dollar, 1998 (1999)The Euro and the Dollar, 1998Suez and Sterling, 1956 (1999)Suez and Sterling, 1956Exchange Rate Fluctuations and Trade Flows (1998)Exchange Rate Fluctuations an…High Yields: The Spread on German Interest Rates (1997)High Yields: The Spread on Ge…Using option prices to estimate realignment probabilities in the European Monetary System: the case of sterling-mark (1996)Using option prices to estima…Testing the basic target zone model on Swedish data 1982–1990 (1994)Testing the basic target zone…The Simplest Test of Inflation Target Credibility (1993)The Simplest Test of Inflatio…Devaluation Expectations: The Swedish Krona 1985-92 (1993)Devaluation Expectations: The…Assessing target zone credibility (1993)Assessing target zone credibi…Reputation and Credibility in the European Monetary System (1991)Reputation and Credibility in…Expected and Predicted Realignments: The FF/DM Exchange Rate During the EMS (1991)Expected and Predicted Realig…Trends and random walks in macroeconomic time series (1988)Target Zones and Exchange Rate Dynamics (1991)Simulated Moments Estimation of Markov Models of Asset Prices (1993)Regime-switching and interest rates in the European monetary system (2000)A time series model for an exchange rate in a target zone with applications (2005)The multiscale causal dynamics of foreign exchange markets (2012)The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)Determinants and Impact of Sovereign Credit Ratings (1996)Financial Crises in Emerging Markets: The Lessons from 1995 (1996)The Euro and European Financial Markets (2005)A key currency view of global imbalances (2019)Promoting Global Monetary and Financial Stability (2020)The Term Structure of Interest Rates (1987)The Effect of Monetary and Fiscal Credibility on Exchange Rate Pass-Through in an Emerging Economy (2014)Central bank credibility and the expectations channel: evidence based on a new credibility index (2018)Monetary Rules When Economic Behaviour Changes (2021)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Reading the smile: the message conveyed by methods which infer risk neutral densities (2000)Option-Implied Risk-Neutral Distributions and Risk Aversion (2004)Theory of rational option pricing (2005)Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options (2007)Parsimonious Modeling of Yield Curves (1987)Statistical analysis of cointegration vectors (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries (2004)Fiscal institutions, fiscal policy and sovereign risk premia in EMU (2008)FOOL THE MARKETS? 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  • 1996Using option prices to estimate realignment probabilities in the European Monetary System: the case of sterling-mark135 cited
  • 1991Expected and Predicted Realignments: The FF/DM Exchange Rate During the EMS114 cited
  • 1991Reputation and Credibility in the European Monetary System112 cited
  • 1993Assessing target zone credibility109 cited
  • 1997High Yields: The Spread on German Interest Rates107 cited
  • 1994Testing the basic target zone model on Swedish data 1982–199085 cited
  • 1993Devaluation Expectations: The Swedish Krona 1985-9267 cited
  • 1999The Euro and the Dollar, 199866 cited
  • 1993The Simplest Test of Inflation Target Credibility62 cited
  • 1998Exchange Rate Fluctuations and Trade Flows61 cited
  • 2009The sterling trap: foreign reserves management at the Bank of France, 1928-193656 cited
  • 2020Dirty float or clean intervention? The Bank of England in the foreign exchange market43 cited
  • 2005Assessing the credibility of a target zone: evidence from the EMS41 cited
  • 2015Venezuela 1999–2014: Macro-Policy, Oil Governance and Economic Performance39 cited
  • 2002

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An options-based analysis of emerging market exchange rate expectations: Brazil's Real Plan, 1994–1999
39 cited
  • 1999Suez and Sterling, 195638 cited