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Arbitrage-Based Tests of Target-Zone Credibility: Evidence from ERM Cross-Rate Options.. (1996). Campa, Jose ; Chang, P H Kevin, .
In: American Economic Review.
RePEc:aea:aecrev:v:86:y:1996:i:4:p:726-40.

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  1. The Two-Pillar Policy for the RMB. (2019). Yue, Vivian ; Wei, Bin ; Jermann, Urban.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2019-08.

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  2. State-controlled companies and political risk: Evidence from the 2014 Brazilian election. (2018). guimaraes, bernardo ; Carvalho, Augusto.
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:159:y:2018:i:c:p:66-78.

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  3. The Swiss francs honeymoon. (2017). Studer-Suter, Rahel ; Janssen, Alexandra .
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  4. State-controlled companies and political risk: evidence from the 2014 Brazilian election. (2017). guimaraes, bernardo ; Carvalho, Augusto.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:86172.

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  5. The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?. (2017). Moessner, Richhild ; Funke, Michael ; Loermann, Julius.
    In: BIS Working Papers.
    RePEc:bis:biswps:652.

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  6. Financial Markets’ Views about the Euro-Swiss Franc Floor. (2016). Jermann, Urban.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21977.

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  7. State-controlled companies and political risk: evidence from the 2014 Brazilian election. (2016). guimaraes, bernardo ; Guimares, Bernardo ; Carvalho, Augusto.
    In: Textos para discussão.
    RePEc:fgv:eesptd:435.

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  8. State-controlled companies and political risk: Evidence from the 2014 Brazilian election. (2016). guimaraes, bernardo ; Carvalho, Augusto.
    In: Discussion Papers.
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  9. FX Options in Target Zone. (2016). Carr, Peter ; Kakushadze, Zura.
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  10. A Cautionary Note on the Put-Call Parity under an Asset Pricing Model with a Lower Reflecting Barrier. (2015). Hertrich, Markus.
    In: Swiss Journal of Economics and Statistics (SJES).
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  11. Reserve option mechanism as a stabilizing policy tool: Evidence from exchange rate expectations. (2015). Fendoglu, Salih ; DeÄŸerli, Ahmet ; Deerli, Ahmet ; Fendolu, Salih.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:35:y:2015:i:c:p:166-179.

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  12. A measure of redenomination risk. (2015). De Santis, Roberto A..
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    RePEc:ecb:ecbwps:20151785.

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  13. Using Interest Rate Derivative Prices to Estimate LIBOR-OIS Spread Dynamics and Systemic Funding Liquidity Shock Probabilities. (2013). Chung, Tsz-Kin ; Hui, Cho-Hoi ; Lo, Chi-Fai.
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  14. Forecasting with Option-Implied Information. (2013). Christoffersen, Peter ; Young, BO ; Jacobs, Kris.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-581.

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  15. Forecasting with Option Implied Information. (2011). Christoffersen, Peter ; Chang, Bo Young ; Jacobs, Kris.
    In: CREATES Research Papers.
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  16. Inflation Targeting and Exchange Rate Regimes: Evidence from the Financial Markets. (2010). Sokoler, Meir ; Brenner, Menachem.
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  17. Predicting nominal exchange rate movements using skewness information from options prices. (2010). Ratcliff, Ryan .
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  18. Currency crisis prediction using ADR market data: An options-based approach. (2010). Eichler, Stefan ; Maltritz, Dominik .
    In: International Journal of Forecasting.
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  19. The Credibility of the Link from the Perspective of Modern Financial Theory. (2009). Genberg, Hans ; Hui, Cho-Hoi.
    In: Working Papers.
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  20. A note on estimating realignment probabilities - A first-passage-time approach. (2009). Lo, C. F. ; Hui, C. H..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:5:p:804-812.

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  21. Foreign-exchange intervention strategies and market expectations: insights from Japan. (2009). Gnabo, Jean-Yves ; Teiletche, Jerome .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:3:p:432-446.

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  22. The credibility of The Link from the perspective of modern financial theory. (2008). Genberg, Hans ; Hui, Cho-Hoi.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:18.

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  23. A Note on Estimating Realignment Probabilities -- A First-Passage-Time Approach. (2008). Lo, Chi-Fai ; Hui, Cho-Hoi.
    In: Working Papers.
    RePEc:hkg:wpaper:0809.

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  24. Vulnerability of currency pegs: evidence from Brazil. (2008). guimaraes, bernardo.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:4909.

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  25. Do interventions in foreign exchange markets modify investors expectations? The experience of Japan between 1992 and 2004. (2008). Morel, Christophe ; Teiletche, Jerome .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:2:p:211-231.

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  26. Do interventions in foreign exchange markets modify investors expectations? The experience of Japan between 1992 and 2004. (2008). Morel, Christophe ; Teiletche, Jerome .
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/12956.

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  27. Vulnerability of Currency Pegs: Evidence from Brazil. (2008). guimaraes, bernardo.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp0871.

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  28. Currency Crisis Triggers: Sunspots or Thresholds?. (2007). guimaraes, bernardo ; Guimares, Bernardo .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6487.

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  29. Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts. (2006). Mittnik, Stefan ; Mizrach, Bruce ; Haas, Markus.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:2:y:2006:i:1:p:28-54.

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  30. On the feasibility of a regional exchange rate system for East Asia: Lessons of the 1992/1993 EMS crisis. (2006). Volz, Ulrich.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:17:y:2006:i:6:p:1107-1127.

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  31. Pegs, Baskets, and the Importance of Policy Credibility: Lessons of the 1992-93 ERM Crisis. (2005). Volz, Ulrich.
    In: HWWA Discussion Papers.
    RePEc:zbw:hwwadp:26238.

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    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200509.

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  33. ERM effects on currency spot and futures markets. (2005). Inci, Ahmet Can .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:16:y:2005:i:2:p:145-163.

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  34. Pegs, Baskets, and the Importance of Policy Credibility: Lessons of the 1992-92 ERM Crisis. (2005). Volz, Ulrich.
    In: Discussion Paper Series.
    RePEc:ags:hwwadp:26238.

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  35. Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts. (2004). Mittnik, Stefan ; Haas, Markus.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200424.

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  36. A sáveltolás árfolyamhatásának vizsgálata opciós modell keretei között. (2004). Naszodi, Anna.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
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  37. Exchange rates and trade: How important is hysteresis in trade?. (2004). Campa, Jose.
    In: European Economic Review.
    RePEc:eee:eecrev:v:48:y:2004:i:3:p:527-548.

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  38. Confidence Building on Euro Conversion: Theory and Evidence from Currency Options. (2004). Perotti, Enrico ; Driessen, Joost.
    In: CEPR Discussion Papers.
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  39. Regimen changes and duration in the European Monetary System. (2003). Sosvilla-Rivero, Simon ; Maroto-Illera, Reyes.
    In: Applied Economics.
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  40. A Drift of the Drift Adjustment Method. (2003). Mundaca, Gabriela.
    In: Memorandum.
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  41. The devaluation expectations in Hong Kong and their determinants. (2003). Rzepkowski, Bronka .
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:17:y:2003:i:2:p:174-191.

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  42. Estimation of risk-neutral densities using positive convolution approximation. (2003). Bondarenko, Oleg.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:116:y:2003:i:1-2:p:85-112.

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  43. Common Vulnerabilities. (2003). Taylor, Mark ; Mody, Ashoka.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3759.

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    In: Finance.
    RePEc:wpa:wuwpfi:0207008.

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  45. Extracting Market Expectations from Option Prices: Two Case Studies in Market Perceptions of the ECBs Monetary Policy 1999/2000. (2002). Mandler, Martin.
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2002-ii-4.

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  46. The uncovered parity properties of the czech koruna. (2002). Derviz, Alexis.
    In: Prague Economic Papers.
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  47. A sávos árfolyamú deviza megközelítése opciók segítségével. (2002). Naszodi, Anna.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
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  48. An options-based analysis of emerging market exchange rate expectations: Brazils Real Plan, 1994-1999. (2002). Campa, Jose ; Chang, P. H. Kevin, ; Refalo, James F..
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:69:y:2002:i:1:p:227-253.

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  49. Pouvoir prédictif de la volatilité implicite dans le prix des options de change. (2001). Rzepkowski, Bronka .
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2001_num_148_2_6278.

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  50. Determinants of the implied shadow exchange rates from a target zone. (2001). Sorensen, Carsten ; Rangvid, Jesper .
    In: European Economic Review.
    RePEc:eee:eecrev:v:45:y:2001:i:9:p:1665-1696.

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  51. The EMS Crisis in Retrospect. (2001). Eichengreen, Barry.
    In: CEPR Discussion Papers.
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  52. The EMS Crisis in Retrospect. (2000). Eichengreen, Barry.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8035.

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  53. Regime-switching and interest rates in the European monetary system. (2000). Dahlquist, Magnus ; Gray, Stephen F..
    In: Journal of International Economics.
    RePEc:eee:inecon:v:50:y:2000:i:2:p:399-419.

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  54. Exchange rates and trade: How important is hysteresis in trade?. (2000). Campa, Jose.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0427.

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  55. Exchange Rates and Trade: How Important is Hysteresis in Trade?. (2000). Campa, Jose.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2606.

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  56. An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazils Real Plan, 1994-1997. (1999). Campa, Jose ; P. H. Kevin Chang, ; Refalo, James F..
    In: Working Papers.
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  57. Mesures et tests de convergence : une revue de la littérature. (1999). Fuss, Catherine.
    In: Revue de l'OFCE.
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  58. Le Franc français et la récente crise monétaire européenne. (1999). Jona-Lasinio, Cecilia.
    In: Économie et Prévision.
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  59. Option Implied Risk-Neutral Distributions and Implied Binomial Trees: A Literature Review. (1999). Jackwerth, Jens.
    In: MPRA Paper.
    RePEc:pra:mprapa:11634.

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  60. Az árfolyamsávok empirikus modelljei és a devizaárfolyam sávon belüli előrejelezhetetlensége. (1999). Darvas, Zsolt.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:253.

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  61. The forecasting ability of correlations implied in foreign exchange options. (1998). Campa, Jose ; Chang, P. H. Kevin, .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:17:y:1998:i:6:p:855-880.

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  62. Implied exchange rate distributions: evidence from OTC option markets1. (1998). Campa, Jose ; Chang, P. H. Kevin, ; Reider, Robert L..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:17:y:1998:i:1:p:117-160.

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  63. Target zones and exchange rates:: An empirical investigation. (1998). Bekaert, Geert ; Gray, Stephen F..
    In: Journal of International Economics.
    RePEc:eee:inecon:v:45:y:1998:i:1:p:1-35.

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  64. The Forecasting Ability of Correlations Implied in Foreign Exchange Options. (1997). Campa, Jose ; P. H. Kevin Chang, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5974.

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  65. New techniques to extract market expectations from financial instruments. (1997). Svensson, Lars ; Söderlind, Paul.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:40:y:1997:i:2:p:383-429.

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  66. Options-based evidence of the credibility of the peseta in the ERM. (1996). Campa, Jose ; P. H. Kevin Chang, .
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:20:y:1996:i:1:p:3-22.

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  67. Using option prices to estimate realignment probabilities in the European Monetary System: the case of sterling-mark. (1996). Malz, Allan M..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:15:y:1996:i:5:p:717-748.

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