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

DOI10.1016/S0165-1765(99)00203-7MaRDI QIDQ1978335zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Wiener processstochastic systemscurrency crisis

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

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