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Exchange-rate dynamics under stochastic regime shifts
8 references·16 citing·50 second hop
Exchange-rate dynamics under stochastic regime shifts (1991)Exchange-rate dynamics under stochastic r…Target Zones and Exchange Rate Dynamics (1991)Target Zones and Exchange Rat…Super contact and related optimality conditions (1991)Super contact and related opt…Long Swings in the Dollar: Are They in the Data and Do Markets Know It? (1990)Long Swings in the Dollar: Ar…Firing Costs and Labour Demand: How Bad is Eurosclerosis? (1990)Firing Costs and Labour Deman…Intrinsic Bubbles: The Case of Stock Prices (1989)Intrinsic Bubbles: The Case o…Entry and Exit Decisions under Uncertainty (1989)Entry and Exit Decisions unde…Exchange-Rate Dynamics (1983)Exchange-Rate DynamicsThe Value of Waiting to Invest (1982)The Value of Waiting to InvestDynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system (2021)Dynamic measures of asymmetri…Commodity Trade and the Carry Trade: A Tale of Two Countries (2017)Commodity Trade and the Carry…Regime Changes and Financial Markets (2011)Regime Changes and Financial …Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock (2010)Monetary Policy, Term Structu…International financial integration through the law of one price: The role of liquidity and capital controls (2008)International financial integ…Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals (2004)Estimation of Continuous-Time…Optimal Central Bank Intervention in the Foreign Exchange Market (1999)Optimal Central Bank Interven…Optimal stochastic intervention control with application to the exchange rate (1998)Optimal stochastic interventi…Optimal Impulse Control When Control Actions Have Random Consequences (1997)Optimal Impulse Control When …BLOCS, ZONES AND BANDS: INTERNATIONAL MONETARY HISTORY IN LIGHT OF RECENT THEORETICAL DEVELOPMENTS (1996)BLOCS, ZONES AND BANDS: INTER…A Model of the Bimetallic System (1995)A Model of the Bimetallic Sys…A Survey of Empirical Research on Nominal Exchange Rates (1994)A Survey of Empirical Researc…The foreign exchange risk premium in a target zone with devaluation risk (1992)The foreign exchange risk pre…Reputation and Credibility in the European Monetary System (1991)Reputation and Credibility in…An Empirical Exploration of Exchange Rate Target-Zones (1990)An Empirical Exploration of E…Target Zones and Interest Rate Variability (1989)Target Zones and Interest Rat…Empirical exchange rate models of the seventies (1983)How Big Is the Random Walk in GNP? 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this work references cited by second hop

References

  • 1982The Value of Waiting to Invest3,606 cited
  • 1989Entry and Exit Decisions under Uncertainty2,356 cited
  • 1990Firing Costs and Labour Demand: How Bad is Eurosclerosis?1,374 cited
  • 1991Target Zones and Exchange Rate Dynamics1,089 cited
  • 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?984 cited
  • 1989Intrinsic Bubbles: The Case of Stock Prices388 cited
  • 1991Super contact and related optimality conditions367 cited
  • 1983Exchange-Rate Dynamics304 cited

Cited by

  • 2021Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system205 cited
  • 1990An Empirical Exploration of Exchange Rate Target-Zones174 cited
  • 1999Optimal Central Bank Intervention in the Foreign Exchange Market167 cited
  • 2017Commodity Trade and the Carry Trade: A Tale of Two Countries154 cited
  • 2010Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock130 cited
  • 1991Reputation and Credibility in the European Monetary System112 cited
  • 1992The foreign exchange risk premium in a target zone with devaluation risk112 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1994A Survey of Empirical Research on Nominal Exchange Rates109 cited
  • 1998Optimal stochastic intervention control with application to the exchange rate105 cited
  • 1989Target Zones and Interest Rate Variability97 cited
  • 2004Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals93 cited
  • 2008International financial integration through the law of one price: The role of liquidity and capital controls72 cited
  • 2011Regime Changes and Financial Markets66 cited
  • 1996BLOCS, ZONES AND BANDS: INTERNATIONAL MONETARY HISTORY IN LIGHT OF RECENT THEORETICAL DEVELOPMENTS61 cited
  • 1995A Model of the Bimetallic System58 cited
  • 1997Optimal Impulse Control When Control Actions Have Random Consequences58 cited