Financial market segmentation and choice of exchange rate regimes

DOI10.1016/J.ECONLET.2016.02.035zbMath1398.91712OpenAlexW2294582789MaRDI QIDQ1668230

Chetan Subramanian, Vipul Mathur

Publication date: 3 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2016.02.035

zbMATH Keywords

exchange ratesoptimal monetary policyfinancial shockssegmented asset markets

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Actuarial science and mathematical finance (91G99)

Cites Work

• Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium

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