An Empirical Exploration of Exchange Rate Target-Zones /
In the context of a flexible-price monetary exchange rate model and the assumption of uncovered interest parity, we obtain a measure of the fundamental determinant of exchange rates. Daily data for the European Monetary System are used to explore the importance of nonlinearities in the relationship...
Prif Awdur: | |
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Awduron Eraill: | , |
Fformat: | Cylchgrawn |
Iaith: | English |
Cyhoeddwyd: |
Washington, D.C. :
International Monetary Fund,
1991.
|
Cyfres: | IMF Working Papers; Working Paper ;
No. 1991/015 |
Mynediad Ar-lein: | Full text available on IMF |