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The Dornbusch Model with Chaos and Foreign Exchange Intervention

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  • Sergio Da Silva

    (Federal University of Rio Grande Do Sul, Brazil)

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Bibliographic Info

Paper provided by EconWPA in its series International Finance with number 0405017.

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Date of creation: 11 May 2004
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Handle: RePEc:wpa:wuwpif:0405017

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  1. Obstfeld, Maurice & Rogoff, Kenneth, 1995. "Exchange Rate Dynamics Redux," Journal of Political Economy, University of Chicago Press, vol. 103(3), pages 624-60, June.
  2. Blake LeBaron, 1994. "Chaos and Nonlinear Forecastability in Economics and Finance," Finance 9411001, EconWPA.
  3. Charles Goodhart, 1990. "News and the Foreign Exchange Market," FMG Discussion Papers dp71, Financial Markets Group.
  4. Mark, Nelson C, 1995. "Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability," American Economic Review, American Economic Association, vol. 85(1), pages 201-18, March.
  5. Kathryn M. Dominguez, 1993. "Does Central Bank Intervention Increase the Volatility of Foreign Exchange Rates?," NBER Working Papers 4532, National Bureau of Economic Research, Inc.
  6. Da Silva, S., 1999. "Exchange Rate Dynamics Redux and Chaos," Discussion Papers 99-08, Department of Economics, University of Birmingham.
  7. Blake LeBaron, 1996. "Technical Trading Rule Profitability and Foreign Exchange Intervention," NBER Working Papers 5505, National Bureau of Economic Research, Inc.
  8. Szpiro, George G., 1994. "Exchange rate speculation and chaos inducing intervention," Journal of Economic Behavior & Organization, Elsevier, vol. 24(3), pages 363-368, August.
  9. Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-76, December.
  10. Leahy, Michael P, 1995. "The profitability of US intervention in the foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 14(6), pages 823-844, December.
  11. De Grauwe, Paul, 1990. "Deterministic Chaos in the Foreign Exchange Markets," CEPR Discussion Papers 370, C.E.P.R. Discussion Papers.
  12. Richard C. Marston, 1983. "Stabilization Policies in Open Economies," NBER Working Papers 1117, National Bureau of Economic Research, Inc.
  13. Marston, Richard C., 1985. "Stabilization policies in open economies," Handbook of International Economics, in: R. W. Jones & P. B. Kenen (ed.), Handbook of International Economics, edition 1, volume 2, chapter 17, pages 859-916 Elsevier.
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Cited by:
  1. Saeed Moshiri & Forough Seifi, 2008. "Nonlinearity in Exchange Rates and Forecasting," Iranian Economic Review, Economics faculty of Tehran university, vol. 13(1), pages 83-105, spring.

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