Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Carlos Felipe López-Suárez"'
Publikováno v:
Journal of International Money and Finance. 70:234-256
We present a two-country model of speculative attacks where the two countries peg their currency to the U.S. dollar and a continuum of investors can either attack or defend one or the two pegs. The main objective of the paper is to show how extending
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fd2f5e4120f33365f446c5b3717d4363
https://doi.org/10.1016/j.jimonfin.2016.09.001
https://doi.org/10.1016/j.jimonfin.2016.09.001
Publikováno v:
Journal of International Money and Finance. 30:877-895
We study whether the nonlinear behavior of the real exchange rate can help us account for the lack of predictability of the nominal exchange rate. We construct a smooth nonlinear error-correction model that allows us to test the hypotheses of nonline
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::257ca08f5a60d2c6500efb0a04b49006
https://doi.org/10.1016/j.jimonfin.2011.04.002
https://doi.org/10.1016/j.jimonfin.2011.04.002