EMS exchange rate bands: a Monte Carlo investigation of three target zone models
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference28 articles.
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1. Testing the bounds: Empirical behavior of target zone fundamentals;Economic Modelling;2011-07
2. Exchange rate expectations: controlled experiments with artificial traders;Journal of International Money and Finance;2004-03
3. A pitfall in computing exchange rate density in the EMS band;Journal of International Money and Finance;1998-10
4. Testing for a unit root in ERM exchange rates in the presence of structural breaks: evidence from the bootstrap;Applied Economics Letters;1998-07
5. Exchange rate determination: Is there a role for macroeconomic fundamentals;De Economist;1997
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