Exchange rate dynamics in a multilateral target zone

Review of Economic Studies

Volumn 67, Issue 1, 2000, Pages 193-211

  Serrat, Angel ^a  

^a UNIVERSITY OF CHICAGO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CURRENCY MARKET; EXCHANGE RATE; FINANCIAL MARKET; MULTILATERAL TRADE;

EID: 0034535338     PISSN: 00346527     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-937X.00127     Document Type: Article

References (14)

1. Continuous-time models of exchange rates and intervention
2. Existence and uniqueness of semimartingale reflecting brownian motions in convex polyhedrons
3. An empirical exploration of exchange rate target zones
4. The stationary distribution of reflected brownian motion in a Planar region
5. Multidimensional reflected brownian motions having exponential stationary distributions
6. The European monetary system and the theory of target zones
7. An arbitrage-free trilateral target zone model
8. Target zones and exchange rate dynamics
9. Target zones and the European monetary system: A reconciliation
10. Exchange rate dynamics in a multilateral target zone
11. An empirical examination of a multilateral target zone model
12. An interpretation of recent research on exchange rate target zones
13. Conformal mapping solution of Laplace's equation on a polygon with oblique derivative boundary conditions