The Term Structure of Interest Rate Differentials in a Target Zone: Theory and Swedish Data
收藏NBER1990-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w3374
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资源简介：
The term structure of interest rate differentials is derived in a model of a small open economy with a target zone exchange rate regime. The target zone is modeled as a regulated Brownian motion. The interest rate differentials are computed as the solution to a parabolic partial differential
提供机构：
美国国家经济研究局
创建时间：
1990-06-01
