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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...

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...