search query: @author Poeck, A. Van / total: 3
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| Author: | Pentecost, E. J. Hooydonk, C. van Poeck, A. van |
| Title: | Measuring and estimating exchange market pressure in the EU |
| Journal: | Journal of International Money and Finance
2001 : JUN, VOL. 20:3, p. 401-418 |
| Index terms: | DEUTSCHMARKS EUROPEAN UNION EXCHANGE RATE MECHANISM |
| Language: | eng |
| Abstract: | This paper estimates a model of exchange market pressure for several EU currencies vis-à-vis the German mark over the period 1980-94. It differs from previous work in that the authors use principal components analysis to derive a measure of exchange market pressure, rather than adding exchange rate and reserves changes or using ad hoc weighting schemes. |
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