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Volumn 19, Issue 4, 2002, Pages 509-529

Toward an econometric target zone model with endogenous devaluation risk for a small open economy

Author keywords

Endogenous devaluation risk; Exchange rate target zones

Indexed keywords


EID: 0036096930     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0264-9993(00)00069-9     Document Type: Article
Times cited : (6)

References (25)
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    • Target zones and exchange rates: An empirical investigation
    • NBER Working Paper No. 5445
    • (1996)
    • Bekaert, G.1    Gray, S.F.2
  • 7
    • 84968510937 scopus 로고
    • A class of methods for solving nonlinear simultaneous equations
    • (1965) Math. Comput , vol.19 , pp. 577-593
    • Broyden, C.G.1
  • 8
    • 0004167179 scopus 로고
    • The distribution of exchange rates in the EMS
    • NBER Working Paper No. 4834
    • (1994)
    • Engel, C.1    Hakkio, C.S.2
  • 9
    • 0000051984 scopus 로고
    • Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
    • (1982) Econometrica , vol.50 , pp. 987-1007
    • Engel, R.1
  • 21
    • 43949169857 scopus 로고
    • Assessing target zone credibility: Mean reversion and devaluation expectations in the ERM, 1979-1992
    • (1993) Eur. Econ. Rev , vol.37 , pp. 763-802
    • Svensson, L.E.O.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.