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Assessing target zone credibility

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References

1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
1987Time Series Regression with a Unit Root2,821 cited
1990Anomalies: Foreign Exchange902 cited
1990Target Zones and Realignments297 cited
1993Stochastic Devaluation Risk and the Empirical Fit of Target-Zone Models269 cited
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1990An Empirical Exploration of Exchange Rate Target-Zones174 cited
1991The Simplest Test of Target Zone Credibility158 cited
1990The European Monetary System: Developments and Perspectives135 cited
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1991Reputation and Credibility in the European Monetary System112 cited
1992The foreign exchange risk premium in a target zone with devaluation risk112 cited
1990The Term Structure of Interest Rate Differentials in a Target Zone: Theory and Swedish Data107 cited
1991The term structure of interest rate differentials in a target zone99 cited
1993Devaluation Expectations: The Swedish Krona 1985-9267 cited

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Cited by

2000Regime-switching and interest rates in the European monetary system100 cited
2006Exchange rate volatility and regime change: A Visegrad comparison98 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
1995Credibility and Changes in Policy Regime60 cited
1995Real Effects of Exchange-Rate-Based Stabilization: An Analysis of Competing Theories59 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
1999The Target Zone Model, Non‐Linearity and Mean Reversion: is the Honeymoon Really Over?46 cited
2005Assessing the credibility of a target zone: evidence from the EMS41 cited
1998ERM Realignment Risk and its Economic Determinants as Reflected in Cross‐rate Options34 cited
1996Interest rate parity and foreign exchange risk premia in the ERM32 cited
1994Target zone modelling and estimation for European Monetary System exchange rates32 cited
1995Exchange rate target zones, realignments and the interest rate differential: Theory and evidence31 cited
1999The width of the band and exchange rate mean-reversion: some further ERM-based results31 cited