-
1
-
-
0007977744
-
-
Working paper no. 4350. NBER, Cambridge, MA.
-
Alesina, A., Grilli, V., 1993. On the feasibility of a one or multi-speed european monetary union. Working paper no. 4350. NBER, Cambridge, MA.
-
(1993)
On the Feasibility of a One or Multi-speed European Monetary Union
-
-
Alesina, A.1
Grilli, V.2
-
2
-
-
0039926541
-
European monetary union in a globalized world economy: The beginning of the end for europe?
-
January
-
Anderson, D., 1998. European monetary union in a globalized world economy: the beginning of the end for europe? Business Economics, January, 27-34.
-
(1998)
Business Economics
, pp. 27-34
-
-
Anderson, D.1
-
3
-
-
0000677539
-
Exchange rates capital controls, and the european monetary system: assessing the track record, chap. 7.
-
In: Francesco (Giavazzi), Stefano (Micossi) and Marcus (Miller) (Eds.), Banco d'Italia, Centro Interuniversitariodi Studi Teoriciper la Politica Economica and Centre for Economic Policy Research. Cambridge University Press, Cambridge.
-
Artis, M.J., Taylor, M.P., 1988, Exchange rates capital controls, and the european monetary system: assessing the track record, chap. 7. In: Francesco (Giavazzi), Stefano (Micossi) and Marcus (Miller) (Eds.), The European Monetary System. Banco d'Italia, Centro Interuniversitariodi Studi Teoriciper la Politica Economica and Centre for Economic Policy Research. Cambridge University Press, Cambridge.
-
(1988)
The European Monetary System
-
-
Artis, M.J.1
Taylor, M.P.2
-
4
-
-
0001349781
-
The stabilizing effect of the ERM on exchange rates and interest rates
-
Artis M.J., Taylor M.P. The stabilizing effect of the ERM on exchange rates and interest rates. IMF Staff Papers. 41(1):1994;123-148.
-
(1994)
IMF Staff Papers
, vol.41
, Issue.1
, pp. 123-148
-
-
Artis, M.J.1
Taylor, M.P.2
-
6
-
-
84959819944
-
Intra-day and intra-market volatility in foreign exchange rates
-
Baillie R., Bollerslev T.P. Intra-day and intra-market volatility in foreign exchange rates. Review of Economic Studies. 58:1990;565-585.
-
(1990)
Review of Economic Studies
, vol.58
, pp. 565-585
-
-
Baillie, R.1
Bollerslev, T.P.2
-
8
-
-
0001847257
-
Shocking aspects of european monetary unification
-
In: Torres, F., Giavazzi, F. (Eds.), Cambridge University Press, Cambridge.
-
Bayoumi, T., Eichengreen, B., 1993. Shocking aspects of european monetary unification. In: Torres, F., Giavazzi, F. (Eds.), Adjustment and Growth in the European Monetary Union. Cambridge University Press, Cambridge.
-
(1993)
Adjustment and Growth in the European Monetary Union
-
-
Bayoumi, T.1
Eichengreen, B.2
-
10
-
-
0039926459
-
Implications for international business of european economic and monetary unification
-
Jan
-
Billoud, G.D., 1998. Implications for international business of european economic and monetary unification. Business Economics, Jan, 35-40.
-
(1998)
Business Economics
, pp. 35-40
-
-
Billoud, G.D.1
-
11
-
-
0039334206
-
-
Manuscript, Copenhagen, National Bank of Denmark.
-
Biltoft-Jensen, K., Boersch, C., 1990. Interest Rate Causality and Asymmetry in the EMS. Manuscript, Copenhagen, National Bank of Denmark.
-
(1990)
Interest Rate Causality and Asymmetry in the EMS
-
-
Biltoft-Jensen, K.1
Boersch, C.2
-
13
-
-
0001023182
-
Modeling the coherence in short-run exchange rates: A multivariate generalized ARCH model
-
Bollerslev T. Modeling the coherence in short-run exchange rates: a multivariate generalized ARCH model. The Review of Economics and Statistics. 72:1990;498-505.
-
(1990)
The Review of Economics and Statistics
, vol.72
, pp. 498-505
-
-
Bollerslev, T.1
-
15
-
-
43549117863
-
No news is good news. An asymmetric model of changing volatility in stock returns
-
Campbell J.Y., Hentschel L. No news is good news. An asymmetric model of changing volatility in stock returns. Journal of Financial Economics. 31:1992;281-318.
-
(1992)
Journal of Financial Economics
, vol.31
, pp. 281-318
-
-
Campbell, J.Y.1
Hentschel, L.2
-
16
-
-
0002180887
-
The european monetary union: an agnostic evaluation
-
In: Bryant, R.C., Currie, D.A., Frenkel, J.A., Masson, P.R., Portes, R. (Eds.), International Monetary Fund, Washington
-
Cohen, D., Wyplosz, C., 1989. The european monetary union: an agnostic evaluation. In: Bryant, R.C., Currie, D.A., Frenkel, J.A., Masson, P.R., Portes, R. (Eds.), Macroeconomic Policies in an Interdependent World. International Monetary Fund, Washington, pp. 341-52.
-
(1989)
Macroeconomic Policies in An Interdependent World
, pp. 341-352
-
-
Cohen, D.1
Wyplosz, C.2
-
18
-
-
0010755857
-
Monetary union and convergence economics
-
De Grauwe P. Monetary union and convergence economics. European Economic Review. 40:1996;1091-1101.
-
(1996)
European Economic Review
, vol.40
, pp. 1091-1101
-
-
De Grauwe, P.1
-
19
-
-
0002807737
-
Exchange rate regimes and volatility
-
Engel, C., Hakkio, G.S., 1993. Exchange rate regimes and volatility. Federal Reserve Bank of Kansas City Review, 3rd Quarter, pp. 43-58.
-
(1993)
Federal Reserve Bank of Kansas City Review, 3rd Quarter
, pp. 43-58
-
-
Engel, C.1
Hakkio, G.S.2
-
21
-
-
0000051984
-
Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
-
Engle R.F. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econometrica. 50:1982;987-1008.
-
(1982)
Econometrica
, vol.50
, pp. 987-1008
-
-
Engle, R.F.1
-
22
-
-
84963146757
-
Modelling the persistence of conditional variances
-
Engle R.F., Bollerslev T. Modelling the persistence of conditional variances. Econometric Reviews. 5:1986;1-50.
-
(1986)
Econometric Reviews
, vol.5
, pp. 1-50
-
-
Engle, R.F.1
Bollerslev, T.2
-
23
-
-
0001659575
-
Meteor showers or heat waves. Heteroskedastic intra-daily volatility in the foreign exchange market
-
Engle R.F., Ito T., Lin W.-L. Meteor showers or heat waves. Heteroskedastic intra-daily volatility in the foreign exchange market. Econometrica. 55:1990;525-542.
-
(1990)
Econometrica
, vol.55
, pp. 525-542
-
-
Engle, R.F.1
Ito, T.2
Lin, W.-L.3
-
24
-
-
0011148428
-
Asymmetries and realignments in the EMS. chap. 5.
-
In: DeGrauwe, P., Papademos, L. (Eds.), Longman, London
-
Fratianni, M., Von Hagen, J., 1990. Asymmetries and realignments in the EMS. chap. 5. In: DeGrauwe, P., Papademos, L. (Eds.), The European Monetary System in the 1990's. Longman, London, pp. 86-113.
-
(1990)
The European Monetary System in the 1990's
, pp. 86-113
-
-
Fratianni, M.1
Von Hagen, J.2
-
26
-
-
0000070072
-
Asymmetry in the ERM: A case study of German and French interest rates before and after unification
-
Gardner E., Perraudin W. Asymmetry in the ERM: a case study of German and French interest rates before and after unification. IMF Staff Papers. 40:1993;427-450.
-
(1993)
IMF Staff Papers
, vol.40
, pp. 427-450
-
-
Gardner, E.1
Perraudin, W.2
-
27
-
-
0001584170
-
Models of the EMS: is Europe a greater deutschemark area?
-
In: Bryant R.C., Portes, R. (Eds.), St. Martin's, New York
-
Giavazzi, F., Giovannini, A., 1987, Models of the EMS: is Europe a greater deutschemark area? In: Bryant R.C., Portes, R. (Eds.), Global Macroeconomics: Policy Conflict and Cooperation. St. Martin's, New York, pp. 237-72.
-
(1987)
Global Macroeconomics: Policy Conflict and Cooperation
, pp. 237-272
-
-
Giavazzi, F.1
Giovannini, A.2
-
28
-
-
0003834391
-
-
MIT Press, Cambridge, MA.
-
Giavazzi, F., Giovannini, A., 1989, Limiting Exchange Rate Flexibility: The European Monetary System. MIT Press, Cambridge, MA.
-
(1989)
Limiting Exchange Rate Flexibility: The European Monetary System
-
-
Giavazzi, F.1
Giovannini, A.2
-
29
-
-
0001441479
-
The advantage of tying one's hands: EMS discipline and central bank credibility
-
Giavazzi F., Pagano M. The advantage of tying one's hands: EMS discipline and central bank credibility. European Economic Review. 32:1988;1055-1082.
-
(1988)
European Economic Review
, vol.32
, pp. 1055-1082
-
-
Giavazzi, F.1
Pagano, M.2
-
31
-
-
0004159824
-
-
Manuscript, University of Siegen, June.
-
Gros, D., Weber, A.A., 1991. Changing asymmetries in the EMS-what does the high-frequency data tell us? Manuscript, University of Siegen, June.
-
(1991)
Changing Asymmetries in the EMS-what Does the High-frequency Data Tell Us?
-
-
Gros, D.1
Weber, A.A.2
-
33
-
-
0011089596
-
Asymmetry in a fixed exchange rate system: who gains from the EMS?
-
(Reichenau), June
-
Gros, D., Lane, T., 1990. Asymmetry in a fixed exchange rate system: who gains from the EMS? Konstanz seminar on Monetary Theory and Policy. (Reichenau), June 13-15.
-
(1990)
Konstanz Seminar on Monetary Theory and Policy
, pp. 13-15
-
-
Gros, D.1
Lane, T.2
-
34
-
-
0001919954
-
The effect of 1987 stock crash on international financial integration
-
In: Ziemba, W.T., Bailey, W., Hamao, Y.R. (Eds.) Elsevier Science Publishers, Amsterdam
-
Hamao, Y.R., Masulis R.W., Eng, V.K., 1991. The effect of 1987 stock crash on international financial integration. In: Ziemba, W.T., Bailey, W., Hamao, Y.R. (Eds.) Japanese Financial Market Research. Elsevier Science Publishers, Amsterdam, pp. 483-502.
-
(1991)
Japanese Financial Market Research
, pp. 483-502
-
-
Hamao, Y.R.1
Masulis, R.W.2
Eng, V.K.3
-
35
-
-
38249008664
-
The EMS is a greater Deutschemark area
-
Herz B., Röger W. The EMS is a greater Deutschemark area. European Economic Review. 36:1996;1413-1425.
-
(1996)
European Economic Review
, vol.36
, pp. 1413-1425
-
-
Herz, B.1
Röger, W.2
-
36
-
-
0040519340
-
On the relationship between the New York closing spot U.S.$/$Australian exchange rate and the reserve bank of Australia's official rate
-
Hogan W.P., Sharpe I.G. On the relationship between the New York closing spot U.S.$/$Australian exchange rate and the reserve bank of Australia's official rate. Economics Letters. 14:1984;73-79.
-
(1984)
Economics Letters
, vol.14
, pp. 73-79
-
-
Hogan, W.P.1
Sharpe, I.G.2
-
37
-
-
84952520952
-
Modeling heteroscedasticity in daily foreign exchange rates
-
Hsieh D. Modeling heteroscedasticity in daily foreign exchange rates. Journal of Business and Economic Statistics. 7:1989;307-317.
-
(1989)
Journal of Business and Economic Statistics
, vol.7
, pp. 307-317
-
-
Hsieh, D.1
-
38
-
-
45949123289
-
News from the US and Japan, which moves the yen/dollar exchange rate
-
Ito T., Roley V.V. News from the US and Japan, which moves the yen/dollar exchange rate. Journal of Monetary Economics. 19:1987;225-278.
-
(1987)
Journal of Monetary Economics
, vol.19
, pp. 225-278
-
-
Ito, T.1
Roley, V.V.2
-
40
-
-
0006303109
-
Preferences, domains, and sustainability
-
Papers and Proceedings
-
Kenen P. Preferences, domains, and sustainability. American Economic Review. 87(2):1997;211-213. Papers and Proceedings.
-
(1997)
American Economic Review
, vol.87
, Issue.2
, pp. 211-213
-
-
Kenen, P.1
-
41
-
-
0002372383
-
Exchange rate volatility during appreciations and depreciations
-
Koutmos G. Exchange rate volatility during appreciations and depreciations. Journal of the Midwest Finance Association. 22:1993;15-23.
-
(1993)
Journal of the Midwest Finance Association
, vol.22
, pp. 15-23
-
-
Koutmos, G.1
-
42
-
-
0002077048
-
Time-series properties and predictability of Greek exchange rates
-
Koutmos G., Theodossiou P. Time-series properties and predictability of Greek exchange rates. Managerial and Decision Economics. 14:1993;1-9.
-
(1993)
Managerial and Decision Economics
, vol.14
, pp. 1-9
-
-
Koutmos, G.1
Theodossiou, P.2
-
44
-
-
0000035903
-
Modeling the dynamic interdependence of major european stock markets
-
Koutmos G. Modeling the dynamic interdependence of major european stock markets. Journal of Business Finance and Accounting. 23(7):1996;975-988.
-
(1996)
Journal of Business Finance and Accounting
, vol.23
, Issue.7
, pp. 975-988
-
-
Koutmos, G.1
-
45
-
-
0000242555
-
US dollar asymmetry and exchange rate volatility
-
Laopodis N. US dollar asymmetry and exchange rate volatility. Journal of Applied Business Research. 13(2):1997;1-8.
-
(1997)
Journal of Applied Business Research
, vol.13
, Issue.2
, pp. 1-8
-
-
Laopodis, N.1
-
46
-
-
0003242322
-
Interventions, sterilization and monetary policy in European monetary system countries, 1979-1987. chap. 10.
-
In: Giavazzi, F., Micossi, S., Miller, M. (Eds.), Banca d'Italia, Centro Interuniversitario di Studi Teorici par la Politica Economica and Center for Economic Policy Research. Cambridge University Press, Cambridge
-
Mastropasqua, C., Micossi, S., Rinaldi, R., 1988. Interventions, sterilization and monetary policy in European monetary system countries, 1979-1987. chap. 10. In: Giavazzi, F., Micossi, S., Miller, M. (Eds.), The European Monetary System. Banca d'Italia, Centro Interuniversitario di Studi Teorici par la Politica Economica and Center for Economic Policy Research. Cambridge University Press, Cambridge, pp. 252-81.
-
(1988)
The European Monetary System
, pp. 252-281
-
-
Mastropasqua, C.1
Micossi, S.2
Rinaldi, R.3
-
47
-
-
0000641348
-
Conditional heteroskedasticity in asset returns: A new approach
-
Nelson D. Conditional heteroskedasticity in asset returns: a new approach. Econometrica. 59:1991;347-370.
-
(1991)
Econometrica
, vol.59
, pp. 347-370
-
-
Nelson, D.1
-
50
-
-
0041113404
-
The changing european political economy
-
In: Stubbs, R., Underhill, G.R.D. (Eds.), St. Martin's, New York
-
Padoan, P.C., 1994. The changing european political economy. In: Stubbs, R., Underhill, G.R.D. (Eds.), Political Economy and the Changing Global Order. St. Martin's, New York, pp. 336-51.
-
(1994)
Political Economy and the Changing Global Order
, pp. 336-351
-
-
Padoan, P.C.1
-
52
-
-
0004084781
-
-
International Monetary Fund occasional paper
-
Ungerer, H., Hauvonen, J.J., Lopez-Claros A., Mayer, T., 1990. The European monetary system: developments and perspectives. International Monetary Fund occasional paper 73.
-
(1990)
The European Monetary System: Developments and Perspectives
, pp. 73
-
-
Ungerer, H.1
Hauvonen, J.J.2
Lopez-Claros, A.3
Mayer, T.4
-
53
-
-
0039926442
-
European monetary integration. A narrow or wide EMU
-
Viñals J. European monetary integration. A narrow or wide EMU. European Economic Review. 40:1996;1103-1109.
-
(1996)
European Economic Review
, vol.40
, pp. 1103-1109
-
-
Viñals, J.1
-
54
-
-
21144464186
-
The message in weekly exchange rates in the European monetary system: Mean reversion, conditional heteroscedasticity, and jumps
-
Vlaar P.J.G., Palm F.C. The message in weekly exchange rates in the European monetary system: mean reversion, conditional heteroscedasticity, and jumps. Journal of Business and Economic Statistics. 11(3):1993;351-360.
-
(1993)
Journal of Business and Economic Statistics
, vol.11
, Issue.3
, pp. 351-360
-
-
Vlaar, P.J.G.1
Palm, F.C.2
-
55
-
-
0008721181
-
Monetary targeting with exchange rate constraints: The Bundesbank in the 1980's
-
Sept./Oct.
-
Von Hagen, J., 1989. Monetary targeting with exchange rate constraints: the Bundesbank in the 1980's. Federal Reserve Bank of St. Louis Review, Sept./Oct.
-
(1989)
Federal Reserve Bank of St. Louis Review
-
-
Von Hagen, J.1
-
57
-
-
0000577063
-
European economic and monetary union and asymmetries and adjustment problems in the European monetary system: Some empirical evidence
-
Weber A.A. European economic and monetary union and asymmetries and adjustment problems in the European monetary system: some empirical evidence. European Economy. Commission of the European Communities (Brussels). 1:1991;187-207.
-
(1991)
European Economy. Commission of the European Communities (Brussels)
, vol.1
, pp. 187-207
-
-
Weber, A.A.1
-
59
-
-
0000543940
-
Asymmetry in the EMS: International or systemic
-
Wyplosz C. Asymmetry in the EMS: international or systemic. European Economic Review. 33:1989;310-320.
-
(1989)
European Economic Review
, vol.33
, pp. 310-320
-
-
Wyplosz, C.1
|