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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Mathieson, Donald
अन्य लेखक: Flood, Robert, Rose, Andrew
स्वरूप: पत्रिका
भाषा:English
प्रकाशित: Washington, D.C. : International Monetary Fund, 1991.
श्रृंखला:IMF Working Papers; Working Paper ; No. 1991/015
ऑनलाइन पहुंच:Full text available on IMF