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Sticky prices and the nominal effects of real shocks
Dewachter, Hans; Lustig, Hanno - 1998
Persistent link: https://www.econbiz.de/10000977354
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Can Markov switching models replicate chartist profits in the foreign exchange market?
Dewachter, Hans - 1997
Persistent link: https://www.econbiz.de/10000977355
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Stochastic process switching and stage III of EMU
De Grauwe, Paul - 1997
Persistent link: https://www.econbiz.de/10000978325
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An assessment of central banks' stand on exchange rate stabilization policies
Dewachter, Hans; Gielens, Geert; Veestraeten, Dirk - 1997
Persistent link: https://www.econbiz.de/10000955542
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Setting futures margins : the extremes approach
Dewachter, Hans - 1996
Persistent link: https://www.econbiz.de/10000940633
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A chaotic monetary model of the exchange rate
De Grauwe, Paul - In: Open-economy macroeconomics : proceedings of a …, (pp. 352-376). 1993
Persistent link: https://www.econbiz.de/10001313909
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Measuring convergence speed of asset prices toward a pre-announced target
Dewachter, Hans; Veestraeten, Dirk - 1999
Persistent link: https://www.econbiz.de/10001355074
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Price dynamics under stochastic process switching : some extensions and an application to EMU
De Grauwe, Paul; Dewachter, Hans; Veestraeten, Dirk - In: Journal of international money and finance 18 (1999) 2, pp. 195-224
Persistent link: https://www.econbiz.de/10001381556
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Expectation revisions and jumps in asset prices
Dewachter, Hans - In: Economics letters 59 (1998) 3, pp. 367-372
Persistent link: https://www.econbiz.de/10001242829
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A chaotic model of the exchange rate : the role of fundamentalists and chartists
De Grauwe, Paul - In: Open economies review 4 (1993) 4, pp. 351-379
Persistent link: https://www.econbiz.de/10001158485