Stochastic processes and target zones revisited

DOI10.1016/J.ECONLET.2011.12.065MaRDI QIDQ1925674zbMATH OpenOpenAlexFDO

Authors 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

exchange ratestochastic processestarget zones

Mathematics Subject Classification ID

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

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Cites work

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

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