Search Results

SORT BY: PREVIOUS / NEXT
Author:Mathieson, Donald J. 

Conference Paper
Exchange rate policy, international capital mobility and monetary policy instruments

Proceedings

Conference Paper
International capital flows, capital controls, and financial reform

Proceedings , Issue Dec , Pages 237-260

Working Paper
Is the EMS the perfect fix? An empirical exploration of exchange rate target zones

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 is then used to explore the importance of non-linearities in the relationship between the exchange rates and fundamentals. While some statistical evidence of non-linearities in conditional means of exchange rates is detected, these seem to have little economic content. A number of implications of existing "target zone" exchange rate models are tested; little support ...
International Finance Discussion Papers , Paper 388

Conference Paper
Exchange rate arrangements and monetary policy

Proceedings

Conference Paper
Exchange rate policy, financial structure, and the transition from credit to monetary instruments

Proceedings , Issue Sep

PREVIOUS / NEXT