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Assessing Target Zone Credibility: Mean Reversion and Devaluation Expectations in the EMS
Svensson, Lars E O, (1991)
Stochastic process switching and intervention in exchange rate target zones : empirical evidence from the EMS
Weber, Axel A., (1991)
Mean reversion in EMS exchange rates
Mizrach, Bruce Marshall, (1996)
The implications of first-order risk aversion for asset market risk premiums
Bekaert, G.R.J., (1997)
ON THE STATIONARITY OF MARKOV-SWITCHING GARCH PROCESSES
Abramson, Ari, (2007)
Regime-switching and interest rates in the European monetary system
Dahlquist, M., (2000)