Volatility trade-offs in exchange rate target zones

International Review of Economics and Finance

Volumn 17, Issue 3, 2008, Pages 366-379

  Lai, Ching chong ^a,b,c   Fang, Chung rou ^d   Chang, Juin jen ^a,e  

^a INSTITUTE OF ECONOMICS   (Taiwan)

^b FENG CHIA UNIVERSITY   (Taiwan)

^c LING TUNG UNIVERSITY   (Taiwan)

^d NATIONAL CHENGCHI UNIVERSITY   (Taiwan)

^e FU JEN CATHOLIC UNIVERSITY   (Taiwan)

Author keywords

Exchange rate target zones; Imperfect capital mobility; Stochastic processes; Volatility trade offs

Indexed keywords

EID: 43849110950     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.iref.2006.10.004     Document Type: Article

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