A Network Model of Multilaterally Equilibrium Exchange Rates /

This paper proposes a network model of multilaterally equilibrium exchange rates. The model introduces a topological component into the exchange rate analysis, consistently taking into account simultaneous higher-order interactions among all currencies. The paper defines the currency demand indicato...

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Autor principal: Kireyev, Alexei
Altres autors: Leonidov, Andrei
Format: Revista
Idioma:English
Publicat: Washington, D.C. : International Monetary Fund, 2016.
Col·lecció:IMF Working Papers; Working Paper ; No. 2016/130
Accés en línia:Full text available on IMF