Verfügbarkeit: Exchange Rate Bands with Point Process Fundamentals

Exchange Rate Bands with Point Process Fundamentals:

This note derives closed form solutions for exchange rates in terms of fundamentals within a fully credible band exchange rate regime when the fundamentals are driven by Brownian motion and multiple point processes. The inclusion of point processes allows one to relax quite substantially the distrib...

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1. Verfasser:	Perraudin, W. R. M. (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 1990
Schriftenreihe:	IMF Working Papers Working Paper No. 90/108
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	This note derives closed form solutions for exchange rates in terms of fundamentals within a fully credible band exchange rate regime when the fundamentals are driven by Brownian motion and multiple point processes. The inclusion of point processes allows one to relax quite substantially the distributional assumptions about exchange rates implicit in models based on Brownian motions alone, and should therefore prove of use in empirical applications. Models with discontinuous driving processes also differ from the Brownian motion model in that monetary authorities will be obliged periodically to intervene on a large scale in discrete amounts
Beschreibung:	1 Online-Ressource (26 p)
ISBN:	1451946341 9781451946345

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spelling	Perraudin, W. R. M. Verfasser aut Exchange Rate Bands with Point Process Fundamentals Perraudin, W. R. M Washington, D.C International Monetary Fund 1990 1 Online-Ressource (26 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 90/108 This note derives closed form solutions for exchange rates in terms of fundamentals within a fully credible band exchange rate regime when the fundamentals are driven by Brownian motion and multiple point processes. The inclusion of point processes allows one to relax quite substantially the distributional assumptions about exchange rates implicit in models based on Brownian motions alone, and should therefore prove of use in empirical applications. Models with discontinuous driving processes also differ from the Brownian motion model in that monetary authorities will be obliged periodically to intervene on a large scale in discrete amounts Online-Ausg http://elibrary.imf.org/view/IMF001/02162-9781451946345/02162-9781451946345/02162-9781451946345.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Perraudin, W. R. M. Exchange Rate Bands with Point Process Fundamentals
title	Exchange Rate Bands with Point Process Fundamentals
title_auth	Exchange Rate Bands with Point Process Fundamentals
title_exact_search	Exchange Rate Bands with Point Process Fundamentals
title_exact_search_txtP	Exchange Rate Bands with Point Process Fundamentals
title_full	Exchange Rate Bands with Point Process Fundamentals Perraudin, W. R. M
title_fullStr	Exchange Rate Bands with Point Process Fundamentals Perraudin, W. R. M
title_full_unstemmed	Exchange Rate Bands with Point Process Fundamentals Perraudin, W. R. M
title_short	Exchange Rate Bands with Point Process Fundamentals
title_sort	exchange rate bands with point process fundamentals
url	http://elibrary.imf.org/view/IMF001/02162-9781451946345/02162-9781451946345/02162-9781451946345.xml
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