:::

詳目顯示

回上一頁
題名:The “Lack” of Volatility Trade-Offs in Exchange Rate Zones with Sticky Prices
書刊名:International Journal of Business and Economics
作者:Belessakos, Elias D.Giannikos, Christos I.
出版日期:2002
卷期:1:1
頁次:頁69-78
主題關鍵詞:Exchange rateTarget zonesVolatility trade-offsSticky pricesOvershooting
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:0
  • 點閱點閱:22
In target zone regimes, volatility trade-offs between the nominal exchange rate and the nominal interest rate differential depend on the underlying monetary model assumption. In an economy with price rigidities there exists no such trade-off when the exchange rate overshoots.
期刊論文
1.Miller, M.、Weller, P.(1995)。Stochastic Saddlepoint Systems Stabilization Policy and the Stock Market。Journal of Economic Dynamics and Control,19,279-302。  new window
2.Svensson, L. E. O.(1992)。An Interpretation of Recent Research on Exchange Rate Target Zones。Journal of Economic Perspectives,6(4),119-144。  new window
3.Svensson, L. E. O.(1991)。The Term Structure of Interest Rate Differentials in a Target Zone。Journal of Monetary Economics,28,87-116。  new window
4.Beetsma, R. M. W. J.、van der Ploeg, F.(1998)。Macroeconomic Stabilization and Intervention Policy under an Exchange Band。Journal of International Money and Finance,17,339-353。  new window
5.Dornbusch, R.(1976)。Expectations and the Exchange Rate Dynamics。Journal of Political Economy,84,1161-1176。  new window
6.Kempa, B.、Nelles, M.、Pierdzioch, C.(1999)。The Term Structure of Interest Rates in a Sticky-Price Target Zone Model。Journal of International Money and Finance,18,817-834。  new window
7.Rogoff, K.(1993)。Comments on Assessing Target Zone Credibility。European Economic Review,37,800-802。  new window
8.Sutherland, A.(1994)。Target Zone Models with Price Inertia: Solutions and Some Testable Implications。The Economic Journal,104,96-112。  new window
9.Svensson, L. E. O.(1991)。Target Zones and Interest Rate Variability。Journal of International Economics,31,27-54。  new window
10.Svensson, L.(1993)。Assessing Target Zone Credibility。European Economic Review,37,763-793。  new window
11.Bertola, G.、Caballero, R. J.(1992)。Target Zones and Realignments。American Economic Review,82(3),520-536。  new window
12.Bertola, G.、Svensson, L. E. O.(1993)。Stochastic Devaluation Risk and the Empirical Fit of Target-Zone Models。Review of Economic Studies,60,689-712。  new window
13.Flood, R. P.、Rose, A. K.、Mathieson, D. J.(1991)。An Empirical Exploration of Exchange Rate Target Zones。Carnegie-Rochester Series on Public Policy,35,7-65。  new window
14.Miller, M.、Weller, P.(1991)。Exchange Rate Bands with Price Inertia。The Economic Journal,101,1380-1399。  new window
15.Krugman, Paul R.(1991)。Target Zones and Exchange Rate Dynamics。Quarterly Journal of Economics,106(3),669-682。  new window
研究報告
1.Lindberg, H.、Soderlind, P.(1991)。Testing the Basic Target Zone Model on Swedish Data。  new window
2.Lindberg, H.、Soderlind, P.(1992)。Target Zone Models and Intervention Policy:The Swedish Case。  new window
3.Weber, A.(1990)。EMU and Asymmetries and Adjustment Problems in the EMS: Some Empirical Evidence。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE