Working Papers

Working Paper 77
Why did Central Banks Intervenein the EMS? The Post 1993 Experience

Peter Brandner, Harald Grech

October 14, 2002

 

The opinions are strictly those of the authors and in no way commit the OeNB.


Editorial

In this paper, Peter Brandner and Harald Grech present stylized facts on exchange rate and intervention behavior in the Exchange Rate Mechanism I (ERM I) from 1993 to 1998. Moreover, the authors estimate bilateral exchange rate distributions of the maximum spot rate deviations of six ERM-currencies, taking explicitly account of the multilateral setting of the ERM I. In a further analysis, Peter Brandner and Harald Grech estimate short term reaction functions for the Banque de Belgique, the Danmarks Nationalbank, the Banco d’España, the Banque de France, the Central Bank of Ireland and the Banco de Portugal in order to identify the determinants of intervention.



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    Why did Central Banks Intervenein the EMS? The Post 1993 Experience Peter Brandner and Harald Grech

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