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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Detalhes bibliográficos
Autor principal: Kireyev, Alexei
Outros Autores: Leonidov, Andrei
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2016.
Colecção:IMF Working Papers; Working Paper ; No. 2016/130
Acesso em linha:Full text available on IMF