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Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM
Ma, Yue, (2000)
Target zones and conditional volatility : the role of realignments
Neely, Christopher J., (1999)
On the mean-reverting properties of target zone exchange rates : some evidence from the ERM
Anthony, Myrvin L., (1998)
Investigating nonlinearities and undelared narrow zones in the exchange rate mechanism
Veestraeten, Dirk, (2005)
Currency option pricing in a credible exchange rate target zone
Veestraeten, Dirk, (2013)
Transition probabilities in a problem of stochastic process switching
Veestraeten, Dirk, (2012)