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The Tobin Tax in a Continuous-time Non-linear Dynamic Model of the Exchange rate

  • Giancarlo Gandolfo

Starting from a new continuous-time non-linear dynamic model of the exchange rate, we formally show that the introduction of a Tobin tax reduces speculators’ prot and inuences the dynamics of the system making it more stable and less prone to chaotic motion.

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Paper provided by ASSRU - Algorithmic Social Science Research Unit in its series ASSRU Discussion Papers with number 1221.

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Date of creation: 2012
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Handle: RePEc:trn:utwpas:1221
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  1. Jeffrey Frankel., 1995. "How Well Do Foreign Exchange Markets Function: Might a Tobin Tax Help?," Center for International and Development Economics Research (CIDER) Working Papers C95-058, University of California at Berkeley.
  2. Daniela Federici & Giancarlo Gandolfo, 2011. "The Euro/Dollar Exchange Rate: Chaotic or Non-Chaotic?," DEGIT Conference Papers c016_035, DEGIT, Dynamics, Economic Growth, and International Trade.
  3. James Tobin, 1978. "A Proposal for International Monetary Reform," Eastern Economic Journal, Eastern Economic Association, vol. 4(3-4), pages 153-159, Jul/Oct.
  4. Marianna Belloc & Daniela Federici, 2008. "A Two-Country NATREX Model for the Euro/Dollar," CESifo Working Paper Series 2290, CESifo Group Munich.
  5. Stein, Jerome L., 1990. "The real exchange rate," Journal of Banking & Finance, Elsevier, vol. 14(5), pages 1045-1078, November.
  6. Belloc Marianna & Federici Daniela & Gandolfo Giancarlo, 2008. "The Euro/Dollar Equilibrium Real Exchange Rate: A Continuous Time Approach," Economia politica, Società editrice il Mulino, issue 2, pages 243-264.
  7. Jerome L. Stein, 2002. "Enlargement and the Value of the Euro," Australian Economic Papers, Wiley Blackwell, vol. 41(4), pages 462-479, December.
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