Stochastic Devaluation Risk and the Empirical Fit of Target Zone Models.
Year of publication: |
1990
|
---|---|
Authors: | Bertola, G. ; Svensson, L.E. |
Institutions: | Institute for International Economic Studies (IIES), Stockholms Universitet |
Subject: | exchange rate | econometrics | economic models | interest rates |
-
On Impatience and Policy Effectiveness
Sgherri, Silvia, (2009)
-
Volatility and Jump Risk Premia in Emerging Market Bonds
Matovu, John, (2007)
-
What Drives Household Borrowing and Credit Constraints? Evidence From Bosnia and Herzegovina
Chen, Ke Chen, (2008)
- More ...
-
Nontraded Assets in Incomplete Markets: Pricing and Portfolio Choices.
Svensson, L.E., (1990)
-
Policy Inconsistency and External Debt Service.
Dooley, M., (1990)
-
The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk.
Svensson, L.E., (1990)
- More ...