Currency substitution, risk premia and the Taylor principle
type: Item
instance of: scholarly article
title: Currency substitution, risk premia and the Taylor principle
zbMATH Open document ID: 1402.91394
author: Marco Airaudo
publication date: 2018-11-02T00:00:00Z
Mathematics Subject Classification ID: 91B64
zbMATH DE Number: 6971144
zbMATH Keywords: small open economy
zbMATH Keywords: interest rate rules
zbMATH Keywords: Taylor principle
zbMATH Keywords: determinacy
zbMATH Keywords: currency substitution
zbMATH Keywords: dollarization
MaRDI profile type: Publication
full work available at URL: j.jedc.2014.09.028
OpenAlex ID: W2164191209
cites work: Interest rate rules, endogenous cycles, and chaotic dynamics in open economies
cites work: Limited asset markets participation, monetary policy and (inverted) aggregate demand logic
cites work: An estimated stochastic general equilibrium model with partial dollarization: a Bayesian approach
cites work: Does trade openness matter for aggregate instability?
cites work: Learning about monetary policy rules when the cost-channel matters
cites work: Currency substitution: New evidence from emerging economies
DOI: 10.1016/J.JEDC.2014.09.028
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6971144