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Displaying results 1 to 7 of 7.

  1. Mean reversion in EMS exchange rates
    Author: Mizrach, Bruce Marshall
    Published: [1996]
    Publisher:  Rutgers University, Department of Economics, New Brunswick, NJ

    Time series evidence on exchange rates has been unable to reject the random walk hypothesis. A simple structural model that accounts for target zone nonlinearities provides conclusive evidence of mean reversion in EMS exchange rates. more

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 66 (1995,25)
    Inter-library loan:
    No inter-library loan

     

    Time series evidence on exchange rates has been unable to reject the random walk hypothesis. A simple structural model that accounts for target zone nonlinearities provides conclusive evidence of mean reversion in EMS exchange rates.

     
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/94260
    Series: Departmental working papers / Rutgers University, Department of Economics ; 95, 25
    Subjects: Wechselkurstheorie; Wechselkurspolitik; Zielzone; Schätzung; EU-Staaten
    Scope: 1 Online-Ressource (circa 14 Seiten)
  2. Exchange rate behaviour under inflation targets
    Author: Orr, Adrian B.; Rae, David
    Published: 1996

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    C 206481
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Array ; 6
    Subjects: Geldpolitisches Ziel; Zielzone; Wechselkurs; Volatilität; Neuseeland
    Scope: 24 S. : graph. Darst
  3. Exchange rate premia and the credibility of the crawling target zone of Hungary
    Author: Darvas, Zsolt M.
    Published: 1996

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 32 (1307)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Array ; 1307
    Subjects: Wechselkurs; Stufenflexibilität; Zielzone; Zinsparität; Währungsderivat; Ungarn
    Scope: 28 S., graph. Darst.
  4. Dinámica del tipo de cambio en una zona objetivo
    Author: Gámez Amián, Consuelo; Torres, José L.
    Published: 1996

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 816 (16)
    Inter-library loan:
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    Source: Union catalogues
    Language: Spanish
    Media type: Book
    Format: Print
    ISBN: 8460092909
    Series: Array ; 16
    Subjects: Zielzone; Wechselkurs; Theorie
    Scope: 89 S. : graph. Darst
  5. Detecting intramarginal intervention within a target zone
    application to the European exchange rate mechanism
    Author: Ball, Clifford A.; Roma, Antonio
    Published: 1996

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 604 (197)
    Inter-library loan:
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Array ; 197
    Subjects: Zielzone; Währungsunion; Theorie; EU-Staaten
    Scope: 26 S
  6. Do agents believe in target zones?
    Author: Torres, José L.
    Published: 1996

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1175 (1996.6)
    Inter-library loan:
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Array ; 1996,6
    Subjects: Zielzone; Wechselkurspolitik; Glaubwürdigkeit; Theorie
    Scope: 26 S. : graph. Darst
  7. Some essys on discrete time target zones and their tails
    Author: Gielens, Geert
    Published: 1996

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    C 211198
    Inter-library loan:
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    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Print
    Series: Array ; 110
    Array ; 110
    Subjects: Zielzone; Geldpolitisches Ziel; Wechselkurspolitik; Theorie; Belgien
    Scope: X, 131 S. : graph. Darst
    Notes:

    Leuven, Kath. Univ., Diss., 1996

    Enth. 5 Beitr.