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...

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Xehetasun bibliografikoak
Egile nagusia: Mathieson, Donald
Beste egile batzuk: Flood, Robert, Rose, Andrew
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 1991.
Saila:IMF Working Papers; Working Paper ; No. 1991/015
Sarrera elektronikoa:Full text available on IMF