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Assessing Target Zone Credibility

Assessing Target Zone Credibility »

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

Volume/Issue: 1991/96

Series: IMF Working Papers

Author(s): Lars Svensson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1991

ISBN: 9781451949964

Keywords: exchange rate, exchange rates, foreign exchange, exchange risk, foreign exchange risk

The paper presents estimates of devaluation expectations for six EMS currencies relative to the Deutsche mark, for the period March 1979-May 1990. The estimation method is simple and operational, and consistently g...

The Credibility of Nordic Exchange Rate Bands: 1987-1991

The Credibility of Nordic Exchange Rate Bands: 1987-1991 »

Source: The Credibility of Nordic Exchange Rate Bands : 1987-1991

Volume/Issue: 1992/3

Series: IMF Working Papers

Author(s): Sami Geadah , Lars Svensson , and Tapio Saavalainen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1992

ISBN: 9781451841817

Keywords: exchange rate, exchange rate band, forward exchange, foreign exchange

The credibility of the exchange rate bands in the Nordic countries during 1987-91 is examined with two tests. The results suggest that the credibility of Finland’s exchange rate band within a twelve-month ho...

Determinants of the Spread in a Two-Tier Foreign Exchange Market

Determinants of the Spread in a Two-Tier Foreign Exchange Market »

Source: Determinants of the Spread in a Two-Tier Foreign Exchange Market

Volume/Issue: 1988/67

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 July 1988

ISBN: 9781451961348

Keywords: exchange rates, exchange rate, foreign exchange, exchange markets

The literature on two-tier foreign exchange markets has concentrated on relating various shocks to the spread between the exchange rates relevant to the two tiers of the exchange market. In some earlier work we fou...

Equilibrium Exchange Rates

Equilibrium Exchange Rates »

Source: Equilibrium Exchange Rates : Assessment Methodologies

Volume/Issue: 2007/296

Series: IMF Working Papers

Author(s): Peter Isard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2007

ISBN: 9781451868593

Keywords: Equilibrium exchange rates, exchange rates, exchange rate, real exchange rate, real exchange rates, foreign exchange,

The paper describes six different methodologies that have been used to assess the equilibrium values of exchange rates and discusses their limitations. It applies several of the approaches to data for the United St...

Floating Exchange Rates in Africa

Floating Exchange Rates in Africa »

Source: Floating Exchange Rates in Africa

Volume/Issue: 1988/47

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 June 1988

ISBN: 9781451972719

Keywords: exchange rates, foreign exchange, exchange rate, exchange markets, floating exchange rate

The paper examines the experiences of nine African countries that have introduced floating exchange rate regimes in the 1980s. The various types of market arrangements are explored, focusing on the roles of market...

Uncovered Interest Parity

Uncovered Interest Parity »

Volume/Issue: 2006/96

Series: IMF Working Papers

Author(s): Peter Isard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2006

DOI: http://dx.doi.org/10.5089/9781451863567.001

ISBN: 9781451863567

Keywords: unbiasedness hypothesis, exchange risk premium, exchange rate, foreign exchange, exchange rate expectations, spot exchange rate, Open Economy Macroeconomics,

This paper provides an overview of the uncovered interest parity assumption. It traces the history of the interest parity concept, summarizes evidence on the empirical validity of uncovered interest parity, and dis...

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

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

Volume/Issue: 1991/96

Series: IMF Working Papers

Author(s): Lars Svensson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1991

DOI: http://dx.doi.org/10.5089/9781451949964.001

ISBN: 9781451949964

Keywords: exchange rate, exchange rates, foreign exchange, exchange risk, foreign exchange risk

The paper presents estimates of devaluation expectations for six EMS currencies relative to the Deutsche mark, for the period March 1979-May 1990. The estimation method is simple and operational, and consistently g...

Determinants of the Spread in a Two-Tier Foreign Exchange Market

Determinants of the Spread in a Two-Tier Foreign Exchange Market »

Volume/Issue: 1988/67

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 July 1988

DOI: http://dx.doi.org/10.5089/9781451961348.001

ISBN: 9781451961348

Keywords: exchange rates, exchange rate, foreign exchange, exchange markets

The literature on two-tier foreign exchange markets has concentrated on relating various shocks to the spread between the exchange rates relevant to the two tiers of the exchange market. In some earlier work we fou...

Equilibrium Exchange Rates
			: Assessment Methodologies

Equilibrium Exchange Rates : Assessment Methodologies »

Volume/Issue: 2007/296

Series: IMF Working Papers

Author(s): Peter Isard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2007

DOI: http://dx.doi.org/10.5089/9781451868593.001

ISBN: 9781451868593

Keywords: Equilibrium exchange rates, exchange rates, exchange rate, real exchange rate, real exchange rates, foreign exchange,

The paper describes six different methodologies that have been used to assess the equilibrium values of exchange rates and discusses their limitations. It applies several of the approaches to data for the United St...

Floating Exchange Rates in Africa

Floating Exchange Rates in Africa »

Volume/Issue: 1988/47

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 June 1988

DOI: http://dx.doi.org/10.5089/9781451972719.001

ISBN: 9781451972719

Keywords: exchange rates, foreign exchange, exchange rate, exchange markets, floating exchange rate

The paper examines the experiences of nine African countries that have introduced floating exchange rate regimes in the 1980s. The various types of market arrangements are explored, focusing on the roles of market...