Pricing currency risk under currency boards

Author:

Schmukler Sergio L,Servén Luis

Publisher

Elsevier BV

Subject

Economics and Econometrics,Development

Reference41 articles.

1. Target zones and forward rates in a model with repeated realignments;Bartolini;Journal of Monetary Economics,1992

2. Calomiris, C., Powell, A., 2001. The Argentine Financial System under the Currency Board. Mimeo, Columbia University.

3. Cheng, L., Kwan, Y., Lui, F., 1999. Risk premium, currency board, and attacks on the Hong Kong dollar. Mimeo, Hong Kong University of Science and Technology.

4. Financial links around the Pacific Rim: 1982–1992;Chinn,1994

5. Clarida, R., Taylor, M., 1993. The term structure of forward exchange premia and the forecastability of spot exchange rates: correcting the errors. NBER Working Paper 4442.

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