haku: @author Pentecost, E. J. / yhteensä: 1
viite: 1 / 1
« edellinen | seuraava »
| Tekijä: | Pentecost, E. J. Hooydonk, C. van Poeck, A. van |
| Otsikko: | Measuring and estimating exchange market pressure in the EU |
| Lehti: | Journal of International Money and Finance
2001 : JUN, VOL. 20:3, p. 401-418 |
| Asiasana: | DEUTSCHMARKS EUROPEAN UNION EXCHANGE RATE MECHANISM |
| Kieli: | eng |
| Tiivistelmä: | 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. |
« edellinen | seuraava »
SCIMA