An Exchange Rate Target Zone Model with a Terminal Condition and Mean-Reverting Fundamentals
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- Ajevskis, Viktors, 2015. "An exchange rate target zone model with a terminal condition and mean-reverting fundamentals," MPRA Paper 65078, University Library of Munich, Germany.
References listed on IDEAS
- Paul R. Krugman, 1991. "Target Zones and Exchange Rate Dynamics," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 106(3), pages 669-682.
- Viktors Ajevskis, 2011. "A target zone model with the terminal condition of joining a currency area," Applied Economics Letters, Taylor & Francis Journals, vol. 18(13), pages 1273-1278.
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- Jean-Louis Arcand & Max-Olivier Hongler & Shekhar Hari Kumar & Daniele Rinaldo, 2020. "Can one hear the shape of a target zone?," Papers 2002.00948, arXiv.org, revised Jun 2022.
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JEL classification:
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- F31 - International Economics - - International Finance - - - Foreign Exchange
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