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...

Полное описание

Библиографические подробности
Главный автор: Kireyev, Alexei
Другие авторы: Leonidov, Andrei
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2016.
Серии:IMF Working Papers; Working Paper ; No. 2016/130
Online-ссылка:Full text available on IMF