Can one hear the shape of a target zone?
Jean-Louis Arcand, Shekhar Hari Kumar, Max-Olivier Hongler, Daniele Rinaldo
| Year of publication: |
2023
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|---|---|
| Authors: | Arcand, Jean-Louis L. ; Kumar, Shekhar Hari ; Hongler, Max-Olivier ; Rinaldo, Daniele |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 107.2023, p. 1-18
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| Subject: | Exchange rate target zones | Non-stationary exchange rate dynamics | Reflected stochastic differential equations | Dynamic mean-preserving spreads | Spectral gap | Regime shifts | Theorie | Theory | Wechselkurspolitik | Exchange rate policy | Zielzone | Target zone | Wechselkurs | Exchange rate | Stochastischer Prozess | Stochastic process | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmateco.2023.102852 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014366799