Swiss franc's one-sided target zone during 2011–2015

Author:

Hui Cho-Hoi,Lo Chi-Fai,Fong Tom Pak-Wing

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference27 articles.

1. On the mean reverting properties of target zone exchange rates: Some evidence from the ERM;Anthony;European Economic Review,1998

2. The width of the band and exchange rate mean reversion: Some further ERM-based results;Anthony;Journal of International Money and Finance,1999

3. Target zone modelling and estimation for European monetary system exchange rates;Ball;Journal of Empirical Finance,1994

4. Stochastic devaluation risk and the empirical fit of target-zone models;Bertola;Review of Economic Studies,1993

5. State dependent realignments in target zone currency regimes;Christensen;Review of Derivatives Research,1998

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