| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w3543 |
| 来源ID | Working Paper 3543 |
| An Empirical Exploration of Exchange Rate Target-Zones | |
| Robert P. Flood; Andrew K. Rose; Donald J. Mathieson | |
| 发表日期 | 1990-12-20 |
| 出版年 | 1990 |
| 语种 | 英语 |
| 摘要 | In the context of a flexible-price monetary exchange rate model and the assumption of uncovered interest parity, we obtain a measure of the fundamental determinant of exchange rates. Daily data for the European Monetary System are used to explore the importance of non-linearities in the relationship between the exchange rates and fundamentals. Many implications of existing "target-zone" exchange rate models are tested; little support is found for existing non-linear models of limited exchange rate flexibility. |
| 主题 | International Economics |
| URL | https://www.nber.org/papers/w3543 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/560864 |
| 推荐引用方式 GB/T 7714 | Robert P. Flood,Andrew K. Rose,Donald J. Mathieson. An Empirical Exploration of Exchange Rate Target-Zones. 1990. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w3543.pdf（172KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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