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Exchange rate realignments:


Title: French-German Interest Rate Differentials and Time-Varying Realignment Risk

Author: Caramazza, Francesco

Series: Working Paper No. 93/1

Date: January 1, 1993

Notes: Explores the determinants of expected rates of realignment of the French franc/Deutsche mark exchange rate during the period 1987-1991. Also published in Staff Papers, Vol. 40, No. 3, September 1993.

Subject: European Monetary System Exchange rate realignments Interest rate differential