Imperfect credibility of the band and risk premia in the European Monetary System
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- Beetsma, R.M.W.J., 1992. "Imperfect credibility of the band and risk premia in the European Monetary System," Other publications TiSEM 1eb07633-99fa-49c0-bcaa-3, Tilburg University, School of Economics and Management.
References listed on IDEAS
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Cited by:
- Vlaar, P. J. G. & Palm, F. C., 1997.
"Inflation differentials and excess returns in the European Monetary System,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(1), pages 1-20, April.
- Peter J G Vlaar & Franz C Palm, 1993. "Inflation Differentials and Excess Returns in the European Monetary System," CEPR Financial Markets Paper 0038, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 33 Great Sutton Street, London EC1V 0DX..
- Benoît Cœuré & Antoine Magnier, 1996. "Crédibilité et fondamentaux macro-économiques au sein du SME : un examen empirique," Économie et Prévision, Programme National Persée, vol. 123(2), pages 113-146.
- de Jong, F.C.J.M., 1993. "Specification, solution and estimation of a discrete time target zone model of EMS exhange rates," Other publications TiSEM 63cae6f0-babd-48e9-bc35-f, Tilburg University, School of Economics and Management.
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Keywords
Estimation; Depreciation; Franc; EMS; Deutschmark; Lira;All these keywords.
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