Assessing Target Zone Credibility: Mean Reversion and Devaluation Expectations in the EMS

Lars Svensson

Working Papers from Stockholm - International Economic Studies

Keywords: currencies; interest rate; exchange rate; behaviour (search for similar items in EconPapers)
Pages: 25 pages
Date: 1991
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Citations: View citations in EconPapers (14)

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Working Paper: Assessing Target Zone Credibility: Mean Reversion and Devaluation Expectations in the EMS (1991)
Working Paper: Assessing Target Zone Credibility: Mean Reversion and Devaluation Expectations in the EMS (1991)
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