Exchange rate target zones and stock price volatility

International Journal of Finance and Economics

Volumn 4, Issue 4, 1999, Pages 297-311

  Kempa, Bernd ^a   Nelles, Michael ^a   Pierdzioch, Christian ^b  

^a UNIVERSITY OF DUISBURG ESSEN   (Germany)

^b KIEL INSTITUTE FOR THE WORLD ECONOMY   (Germany)

Author keywords

Endogenous mean reversion; Exchange rate target zones; Q theory of investment; Stochastic saddlepoint system; Stock market

Indexed keywords

EID: 0040960838     PISSN: 10769307     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1158(199910)4:4<297::AID-IJFE100>3.0.CO;2-B     Document Type: Article

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