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Exchange rate dynamics in a target zone : a heterogeneous expectations approach
Bauer, Christian (contributor); De Grauwe, Paul (contributor) - 2007
We present a simple behavioral model with chartists and fundamentalists and analyze their trading behavior in a floating regime and in a target zone regime. Regarding the floating regime the model replicates the well-known stylized facts like excessive volatility, fat tails, volatility...
Persistent link: https://www.econbiz.de/10003482484
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Credibility and duration in target zones : evidence from the EMS
Sosvilla-Rivero, Simón; Pérez-Bermejo, Francisco - In: International macroeconomics : recent developments, (pp. 257-284). 2006
Persistent link: https://www.econbiz.de/10003426027
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Target zones for exchange rates and policy changes
Driffill, John; Sola, Martin - In: Journal of international money and finance 25 (2006) 6, pp. 912-931
Persistent link: https://www.econbiz.de/10003377913
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Essays in international finance
Parente, Arthur Rothstein Barreto - 2005
Persistent link: https://www.econbiz.de/10003909221
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The advantages of introducing an exchange rate target within the statutes of the European Central Bank
Menguy, Séverine - In: Journal of multinational financial management 17 (2007) 4, pp. 304-316
Persistent link: https://www.econbiz.de/10003613104
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Exchange rates dynamics in a target zone : a heterogeneous expectations approach
Bauer, Christian (contributor); De Grauwe, Paul (contributor) - 2007
Persistent link: https://www.econbiz.de/10003598631
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Price-level versus inflation targeting
Vestin, David - In: Journal of monetary economics 53 (2006) 7, pp. 1361-1376
Persistent link: https://www.econbiz.de/10003381900
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Optimal real exchange rate targeting : a stochastic analysis
Menoncin, Francesco; Tronzano, Marco - In: Revue économique : revue bimestrielle 58 (2007) 4, pp. 807-840
Persistent link: https://www.econbiz.de/10003503026
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Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian; Sørensen, Michael - In: Mathematical finance : an international journal of … 17 (2007) 2, pp. 285-306
Persistent link: https://www.econbiz.de/10003543132
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The optimal degree of exchange rate flexibility : a target zone approach
Rodríguez López, Jesús; Rodríguez, Hugo - In: Review of international economics 15 (2007) 4, pp. 803-833
Persistent link: https://www.econbiz.de/10003531428