Advanced search
Publication Cover
Applied Financial Economics Volume 18, 2008 - Issue 8
Submit an article Journal homepage
57
Views
2
CrossRef citations to date
0
Altmetric
Original Articles

The behaviour of a small foreign exchange market with a long-term peg–Barbados

DeLisle Worrell Monetary and Financial Systems Department, International Monetary Fund, 700 19th Street, N.W, Washington, DC 20431, USA
,
Roland Craigwell Research Department, Central Bank of Barbados, P.O. Box 1016, Bridgetown, BarbadosCorrespondence[email protected]
&
Travis Mitchell Research Department, Central Bank of Barbados, P.O. Box 1016, Bridgetown, Barbados
Pages 673-682 | Published online: 21 Apr 2008

References

  • Bollerslev , T . 1986 . Generalized autoregressive conditional heteroscedasticity . Journal of Econometrics , 31 : 307 – 27 .
  • Bollerslev , T , Chou , R and Kroner , K . 1992 . ARCH modelling in finance: a review of the theory and empirical evidence . Journal of Econometrics , 52 : 5 – 59 .
  • Camarero , M , Ordonez , J and Tamarit , C . 2002 . Tests for interest rate convergence and structural breaks in the EMS: further analysis . Applied Financial Economics , 12 : 447 – 56 .
  • Elliott , G , Rothenberg , TJ and Stock , JH . 1996 . Efficient tests for an autoregressive unit root . Econometrica , 64 : 813 – 36 .
  • Flood , R and Rose , A . 2001 . Uncovered interest parity in crisis: the interest rate defense in the 1990s Discussion Paper Number 2943, Centre for Economic Policy Research (CEPR), September
  • Goh , S , Lim , G and Olekalns , N . 2006 . Deviations from uncovered interest parity in Malaysia . Applied Financial Economics , 16 : 745 – 59 .
  • IMF (2004) Monetary Policy Implementation at Different Stages of Market Development . October. Available online at www.imf.org
  • IMF (2005) Adopting the Euro In Central Europe–Challenges of Next Steps in European Integration . April . Occasional Paper Number 234 April ,
  • Kaminsky , G and Schmukler , S . 2003 . Short-run pain long run gain: the effects of financial liberalization, NBER Working Paper, June
  • Koedijk , K , Lothian , J and van Dijk , M . 2006 . Foreign exchange markets: overview of the special issue . Journal of International Money and Finance , 25 : 1 – 6 .
  • Quinn , D . 1997 . Correlates of changes in international financial regulation . American Political Science Review , 91 : 531 – 51 .
  • Sarno , L . 2005 . Towards a solution to the puzzles in exchange rate economics: where do we stand? . Canadian Journal of Economics , 38 : 673 – 708 .
  • Sarno , L and Taylor , M . 2001 . Official intervention in the foreign exchange market: is it effective and, if so, how does it work? . Journal of Economic Literature , XXXIX : 439 – 69 .
  • Sarno , L and Taylor , MP . 2002 . The Economics of Exchange Rates Cambridge University Press, Cambridge, UK
  • Worrell , D . 1998 . Capital market integration: capital controls and exchange rate stability . Social and Economic Studies , 47 : 1 – 13 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.