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Target Zones And Realignment Risk

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Target Zones and Realignment Risk
Language: en
Pages: 26

Target Zones and Realignment Risk

Authors: Petrus Johannes Gerardus Vlaar
Categories:
Type: BOOK - Published: 1998 - Publisher:

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Target Zones and Realignment Risk
Language: en
Pages: 26

Target Zones and Realignment Risk

Authors: Peter J. G. Vlaar
Categories: Foreign exchange rates
Type: BOOK - Published: 1998 - Publisher:

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Target Zones and Realignment Risk: an Integrated Approach
Language: en
Pages: 27

Target Zones and Realignment Risk: an Integrated Approach

Authors: Petrus Johannes Gerardus Vlaar
Categories:
Type: BOOK - Published: 1992 - Publisher:

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Realignment Risk and Currency Option Pricing in Target Zones
Language: en
Pages: 56

Realignment Risk and Currency Option Pricing in Target Zones

Authors: Bernard Dumas
Categories: Currency convertibility
Type: BOOK - Published: 1993 - Publisher:

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This paper extends the Krugman target zone model by including a realignment mechanism. Various properties of that realignment mechanism are discussed. The movem
Target Zones and Forward Rates in a Model with Repeated Realignments
Language: en
Pages: 54

Target Zones and Forward Rates in a Model with Repeated Realignments

Authors: Mr.Leonardo Bartolini
Categories: Business & Economics
Type: BOOK - Published: 1992-03-01 - Publisher: International Monetary Fund

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This paper studies the implications of the imperfect credibility of an exchange rate target zone on the term structure of forward premia. The relationship betwe