Exchange Rate and Interest Rate Volatility in a Target Zone: The Portuguese Case
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More about this item
Keywords
Credibility; Exchange rate stability; M-GARCH; ERM; EMS; Volatility and target zones;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2008-07-20 (Central Banking)
- NEP-IFN-2008-07-20 (International Finance)
- NEP-MON-2008-07-20 (Monetary Economics)
- NEP-OPM-2008-07-20 (Open Economy Macroeconomics)
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