{"id":"https://openalex.org/W2095550709","doi":"https://doi.org/10.1016/s0261-5606(99)85004-9","title":"The width of the band and exchange rate mean-reversion: some further ERM-based results","display_name":"The width of the band and exchange rate mean-reversion: some further ERM-based results","publication_year":1999,"publication_date":"1999-01-01","ids":{"openalex":"https://openalex.org/W2095550709","doi":"https://doi.org/10.1016/s0261-5606(99)85004-9","mag":"2095550709"},"language":"en","primary_location":{"id":"doi:10.1016/s0261-5606(99)85004-9","doi":"https://doi.org/10.1016/s0261-5606(99)85004-9","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0261-5606(99)85004-9","pdf_url":null,"source":{"id":"https://openalex.org/S10747938","display_name":"Journal of International Money and Finance","issn_l":"0261-5606","issn":["0261-5606","1873-0639"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-2","jufo-2","norway-1","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of International Money and Finance","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5110548025","display_name":"Myrvin L. Anthony","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I181647926","display_name":"University of Strathclyde","ror":"https://ror.org/00n3w3b69","country_code":"GB","type":"education","lineage":["https://openalex.org/I181647926"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Myrvin Anthony","raw_affiliation_strings":["Department of Economics, University of Strathclyde, Glasgow, G4 0LN, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics, University of Strathclyde, Glasgow, G4 0LN, UK","institution_ids":["https://openalex.org/I181647926"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5051953699","display_name":"Ronald R. MacDonald","orcid":"https://orcid.org/0000-0001-5900-5306","observed_orcids":["https://orcid.org/0000-0001-5900-5306"]},"institutions":[{"id":"https://openalex.org/I181647926","display_name":"University of Strathclyde","ror":"https://ror.org/00n3w3b69","country_code":"GB","type":"education","lineage":["https://openalex.org/I181647926"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Ronald MacDonald","raw_affiliation_strings":["Department of Economics, University of Strathclyde, Glasgow, G4 0LN, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics, University of Strathclyde, Glasgow, G4 0LN, UK","institution_ids":["https://openalex.org/I181647926"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5051953699"],"corresponding_institution_ids":["https://openalex.org/I181647926"],"apc_list":{"value":3130,"currency":"USD","value_usd":3130},"apc_paid":null,"fwci":3.3899,"has_fulltext":false,"cited_by_count":32,"citation_normalized_percentile":{"value":0.9367453,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":96},"biblio":{"volume":"18","issue":"3","first_page":"411","last_page":"428"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10503","display_name":"Global Financial Crisis and Policies","score":0.6166999936103821,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10503","display_name":"Global Financial Crisis and Policies","score":0.6166999936103821,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.34279999136924744,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.019300000742077827,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/european-exchange-rate-mechanism","display_name":"Exchange Rate Mechanism","score":0.8830000162124634},{"id":"https://openalex.org/keywords/european-monetary-system","display_name":"European Monetary System","score":0.7480000257492065},{"id":"https://openalex.org/keywords/exchange-rate-bands","display_name":"exchange rate bands","score":0.6949999928474426},{"id":"https://openalex.org/keywords/target-zone-model","display_name":"target zone model","score":0.9369999766349792},{"id":"https://openalex.org/keywords/variance-ratio-test","display_name":"variance ratio test","score":0.699999988079071},{"id":"https://openalex.org/keywords/unit-root-tests","display_name":"unit root tests","score":0.9580000042915344}],"concepts":[{"id":"https://openalex.org/C135205223","wikidata":"https://www.wikidata.org/wiki/Q367137","display_name":"Mean reversion","level":2,"score":0.9493354558944702},{"id":"https://openalex.org/C199163554","wikidata":"https://www.wikidata.org/wiki/Q1681619","display_name":"Univariate","level":3,"score":0.6088141202926636},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.6034196019172668},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5635465979576111},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5350106358528137},{"id":"https://openalex.org/C70883133","wikidata":"https://www.wikidata.org/wiki/Q7318316","display_name":"Reversion","level":4,"score":0.47858190536499023},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.47699788212776184},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.4320940673351288},{"id":"https://openalex.org/C195561663","wikidata":"https://www.wikidata.org/wiki/Q1307899","display_name":"Unit root","level":2,"score":0.41648441553115845},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3652837574481964},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.26684099435806274},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.20730122923851013},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.09369984269142151},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.07897087931632996},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.07817190885543823},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.05778920650482178},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C127716648","wikidata":"https://www.wikidata.org/wiki/Q104053","display_name":"Phenotype","level":3,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1016/s0261-5606(99)85004-9","doi":"https://doi.org/10.1016/s0261-5606(99)85004-9","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0261-5606(99)85004-9","pdf_url":null,"source":{"id":"https://openalex.org/S10747938","display_name":"Journal of International Money and Finance","issn_l":"0261-5606","issn":["0261-5606","1873-0639"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-2","jufo-2","norway-1","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of International Money and Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:jimfin:v:18:y:1999:i:3:p:411-428","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0261-5606(99)85004-9","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:eprints.gla.ac.uk:108410","doi":null,"is_oa":false,"landing_page_url":"https://eprints.gla.ac.uk/108410/","pdf_url":null,"source":{"id":"https://openalex.org/S4210235606","display_name":"ENLIGHTEN (Jurnal Bimbingan dan Konseling Islam)","issn_l":"2622-8912","issn":["2622-8912","2622-8920"],"is_oa":false,"is_in_doaj":true,"is_core":false,"listed_in":["doaj"],"host_organization":"https://openalex.org/I4405259220","host_organization_name":"Institut Agama Islam Negeri Langsa","host_organization_lineage":["https://openalex.org/I4405259220"],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Articles"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320334630","display_name":"Economic and Social Research Council","ror":"https://ror.org/03n0ht308"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":26,"referenced_works":["https://openalex.org/W1481945423","https://openalex.org/W1528850583","https://openalex.org/W1534100182","https://openalex.org/W1555410641","https://openalex.org/W1588163064","https://openalex.org/W1601563299","https://openalex.org/W1852024677","https://openalex.org/W1967031021","https://openalex.org/W1971867094","https://openalex.org/W1975994995","https://openalex.org/W2035500649","https://openalex.org/W2049287603","https://openalex.org/W2057346721","https://openalex.org/W2109904929","https://openalex.org/W2118926315","https://openalex.org/W2141207080","https://openalex.org/W2153720810","https://openalex.org/W2163253068","https://openalex.org/W2335559751","https://openalex.org/W3094476569","https://openalex.org/W3096310358","https://openalex.org/W3121563073","https://openalex.org/W3122580054","https://openalex.org/W3123598380","https://openalex.org/W3124010588","https://openalex.org/W4230644069"],"related_works":["https://openalex.org/W1528850583","https://openalex.org/W1982504434","https://openalex.org/W1967165608","https://openalex.org/W7029916387","https://openalex.org/W1600149671","https://openalex.org/W1578862900","https://openalex.org/W2019030127","https://openalex.org/W1523465997","https://openalex.org/W1601563299","https://openalex.org/W48917174"],"abstract_inverted_index":null,"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2026-11-03T10:50:19.383937","created_date":"2016-06-24T00:00:00"}
