Volatility trade-offs in exchange rate target zones

Author:

Lai Ching-chong,Fang Chung-rou,Chang Juin-jen

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference24 articles.

1. Capital controls: A political economy approach;Alfaro;Review of International Economics,2004

2. Interventions, bands and the pattern of EMS exchange rate distributions;Beetsma;International Economic Review,1994

3. Macroeconomic stabilization and interventions policy under an exchange rate band;Beetsma;Journal of International Money and Finance,1998

4. The “lack” of volatility trade-offs in exchange rate target zones with sticky prices;Belessakos;International Journal of Business and Economics,2002

5. Target zones and realignments;Bertola;American Economic Review,1992

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2. The stabilizing effect of the zero lower bound: A perspective of interest rate target zones;The Quarterly Review of Economics and Finance;2022-05

3. FX options in target zones;Quantitative Finance;2016-11-23

4. FX Options in Target Zone;SSRN Electronic Journal;2016

5. A quasi-bounded target zone model — Theory and application to Hong Kong dollar;International Review of Economics & Finance;2015-05

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