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

DOI10.1016/S0165-1765(99)00203-7zbMATH Open0951.91046OpenAlexW2123187613MaRDI QIDQ1978335FDOQ1978335

Authors: Luisa Corrado, Sean Holly 

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

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zbMATH Keywords

Wiener processstochastic systemscurrency crisis

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

Cites Work

• A Model of Stochastic Process Switching
• Stochastic saddlepoint systems

Cited In (7)

• Currency manipulation and currency wars: analyzing the dynamics of competitive central bank interventions
• A stochastic simulation model of an optimum currency area
• Currency crisis warning model and its empirical research based on equilibrium stability theory
• Macroeconomic regime switches and speculative attacks
• Modelling the dependency between currency and debt crises: an option based approach
• A new \& simple model of currency crisis: bifurcations and the emergence of a bad equilibrium
• Title not available (Why is that?)

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