The Target Zone Model, Non‐Linearity and Mean Reversion: is the Honeymoon Really Over?

The Economic Journal ◽

10.1111/1468-0297.00419 ◽

1999 ◽

Vol 109 (454) ◽

pp. 96-110 ◽

Author(s):

Matteo Iannizzotto ◽

Mark P. Taylor

Keyword(s):

Mean Reversion ◽

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Can Exchange Rate Dynamics in Krugman's Target-Zone Model Be Directly Tested?

SSRN Electronic Journal ◽

10.2139/ssrn.2875630 ◽

2016 ◽

Author(s):

C. H. Hui ◽

Chi-Fai Lo ◽

Po-Hon Chau

Keyword(s):

Exchange Rate ◽

Target Zone ◽

Exchange Rate Dynamics

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Toward an econometric target zone model with endogenous devaluation risk for a small open economy

Economic Modelling ◽

10.1016/s0264-9993(00)00069-9 ◽

2002 ◽

Vol 19 (4) ◽

pp. 509-529 ◽

Author(s):

Michel A. Klaster ◽

Klaas H.W. Knot

Keyword(s):

Open Economy ◽

Small Open Economy ◽

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A Target Zone Model Where the Fundamentals Follow a Geometric Brownian Motion

Journal of Mathematical Finance ◽

10.4236/jmf.2016.65058 ◽

2016 ◽

Vol 06 (05) ◽

pp. 866-886

Author(s):

Jean René Cupidon ◽

Judex Hyppolite

Keyword(s):

Brownian Motion ◽

Geometric Brownian Motion ◽

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Assessing Target Zone Credibility: Mean Reversion and Devaluation Expectations in the ERM 1979-1992

10.3386/w3795 ◽

1991 ◽

Author(s):

Lars E.O. Svensson

Keyword(s):

Mean Reversion ◽

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Testing mean reversion in target-zone exchange rates

Applied Economics ◽

10.1080/00036840500359283 ◽

2005 ◽

Vol 37 (20) ◽

pp. 2335-2347 ◽

Author(s):

Giuseppe Cavaliere

Keyword(s):

Exchange Rates ◽

Mean Reversion ◽

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Intramarginal Intervention in the EMS and the Target-Zone Model of Exchange-Rate Behavior

10.3386/w3670 ◽

1991 ◽

Author(s):

Kathryn Dominguez ◽

Peter Kenen

Keyword(s):

Exchange Rate ◽

Target Zone ◽

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An Analysis of the Determination of Deutsche Mark/French Franc Exchange Rate in a Discrete-Time Target-Zone Model

The Economic Journal ◽

10.2307/2234523 ◽

1992 ◽

Vol 102 (411) ◽

pp. 388 ◽

Author(s):

M. Hashem Pesaran ◽

Hossein Samiei

Keyword(s):

Exchange Rate ◽

Discrete Time ◽

French Franc ◽

Target Zone ◽

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Assessing target zone credibility: Mean reversion and devaluation expectations

European Economic Review ◽

10.1016/0014-2921(93)90088-r ◽

1993 ◽

Vol 37 (4) ◽

pp. 794-800 ◽

Author(s):

Philippe P. Moutot

Keyword(s):

Mean Reversion ◽

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Nonparametric Empirical Evidence for Krugman's Target Zone Model

SSRN Electronic Journal ◽

10.2139/ssrn.2634425 ◽

2015 ◽

Author(s):

Sandro Lera ◽

Didier Sornette

Keyword(s):

Empirical Evidence ◽

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Assessing target zone credibility: Mean reversion and devaluation expectations in the ERM 1979–1982

European Economic Review ◽

10.1016/0014-2921(93)90089-s ◽

1993 ◽

Vol 37 (4) ◽

pp. 800-802

Author(s):

Kenneth Rogoff

Keyword(s):

Mean Reversion ◽

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