An heterogeneous expectations target zone model

DOI10.1016/S0165-1765(99)00243-8MaRDI QIDQ1978336zbMATH OpenOpenAlexFDO

Authors Yanyan Li

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)00243-8

zbMATH Keywords

exchange ratesheterogeneous expectationstarget zones

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cited in

(8)

• Credibility and interest rate discretion in the ERM
• Target zones and small realignments
• Exchange rate dynamics in a target zone-A heterogeneous expectations approach
• The revival of target zone modeling
• Variable Probability of Realignment in a Target Zone
• Estimating Expected Exchange Rates Under Target Zone Regimes
• On the sustainability of exchange rate target zones with central parity realignments
• Expected gains in the MacQueen-Heyde model

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