06-112/2 - Model-free Measurement of Exchange Market Pressure

• Authors
  Franc Klaassen, Universiteit van Amsterdam; Henk Jager, Universiteit van Amsterdam
• Publication date
  January 2, 2007

• Keywords
  EMP; EMS crisis; exchange rate regime; monetary policy; real interest differential; temporal aggregation
• JEL
  E58; F31; F33; G15