Exchange rate pass-through: a generalization

DOI10.1016/j.jmateco.2010.03.003zbMath1232.91731OpenAlexW2078800925MaRDI QIDQ990287

Sugata Marjit, Hamid Beladi, Avik Chakrabarti

Publication date: 6 September 2010

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2010.03.003

zbMATH Keywords

Brownian motionstochastic processespass-throughexchange rate

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Actuarial science and mathematical finance (91G99)

Related Items (1)

Stochastic processes and target zones revisited

Cites Work

• Theory of functional differential equations. 2nd ed
• Langevins stochastic differential equation extended by a time-delayed term
• Investment Under Uncertainty
• Stochastic Process Switching: Some Simple Solutions
• Roots of the Transcendental Equation Associated with a Certain Difference-Differential Equation

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