A currency crisis model with a misaligned central parity: A stochastic analysis

DOI10.1016/S0165-1765(99)00203-7zbMath0951.91046OpenAlexW2123187613MaRDI QIDQ1978335

Sean Holly, Luisa Corrado

Publication date: 4 June 2000

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

Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00203-7

zbMATH Keywords

Wiener processstochastic systemscurrency crisis

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

Cites Work

• Stochastic saddlepoint systems
• A Model of Stochastic Process Switching

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