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The fundamental determinants of interest rate differentials in the ERM
Knot, Klaas H. W. - In: Applied economics 30 (1998) 2, pp. 165-176
Persistent link: https://www.econbiz.de/10001241381
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The term structure of interest differentials in a target zone with time-varying devaluation risk
Knot, Klaas H. W.; Dijkstra, Theo K.; Haan, Jakob de - 1994
Persistent link: https://www.econbiz.de/10000917395
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Learning about fundamentals in a target zone : the widening of the French ERM bands in 1993
Garretsen, Harry; Knot, Klaas H. W.; Nijsse, Erwin - 1997
Persistent link: https://www.econbiz.de/10000973290
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Learning about fundamentals : the widening of the French ERM bands in 1993
Garretsen, Harry - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 134 (1998) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10001239310
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Testing for long horizon UIP using PPP-based exchange rate expectations
Berk, Jan Marc; Knot, Klaas H. W. - In: Journal of banking & finance 25 (2001) 2, pp. 377-391
Persistent link: https://www.econbiz.de/10001545307
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Empirical features of the second-generation target zone models : mean-reverting fundamentals and endogenous devaluation risk
Knot, Klaas H. W.; Dijkstra, Theo K.; Haan, Jakob de - In: Economic inquiry : journal of the Western Economic … 37 (1999) 3, pp. 489-509
Persistent link: https://www.econbiz.de/10001410482
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The term structure of interest differentials in a target zone with time-varying devaluation risk
Knot, Klaas H. W.; Dijkstra, Theo K.; Haan, Jakob de - In: Economic notes : economic review of Banca Monte dei … 28 (1999) 2, pp. 171-194
Persistent link: https://www.econbiz.de/10001414856