Stochastic processes and target zones revisited

DOI10.1016/J.ECONLET.2011.12.065zbMath1253.91195OpenAlexW1971573937MaRDI QIDQ1925674

Hamid Beladi, Avik Chakrabarti

Publication date: 18 December 2012

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2011.12.065

zbMATH Keywords

stochastic processestarget zonesexchange rate

Mathematics Subject Classification ID

Economic time series analysis (91B84) Financial applications of other theories (91G80)

Related Items (1)

Stochastic processes and target zones revisited

Cites Work

• Exchange rate pass-through: a generalization
• Theory of functional differential equations. 2nd ed
• Uncertainty and entry deterrence
• Stochastic processes and target zones revisited
• Langevins stochastic differential equation extended by a time-delayed term
• Stochastic Process Switching: Some Simple Solutions
• Roots of the Transcendental Equation Associated with a Certain Difference-Differential Equation

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