Empirical features of the second-generation target zone models : mean-reverting fundamentals and endogenous devaluation risk
Year of publication: |
1999
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Authors: | Knot, Klaas H. W. ; Dijkstra, Theo K. ; Haan, Jakob de |
Published in: |
Economic inquiry : journal of the Western Economic Association International. - Hoboken, NJ : Wiley-Blackwell, ISSN 0095-2583, ZDB-ID 191139-9. - Vol. 37.1999, 3, p. 489-509
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Subject: | Wechselkurspolitik | Exchange rate policy | Zielzone | Target zone | Abwertung | Currency devaluation | Zinsstruktur | Yield curve | Deutschland | Germany | Österreich | Austria | Dänemark | Denmark | Niederlande | Netherlands | Belgien | Belgium | Frankreich | France | Italien | Italy | 1983-1993 |
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