The Term Structure of Interest Rate Differentials in a Target Zone: Theory and Swedish Data
收藏数据链接：
官方服务：
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
