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

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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Year of publication:	2012
Authors:	Gandolfo, Giancarlo
Institutions:	Dipartimento di Economia e Management, Università degli Studi di Trento
Subject:	Tobin tax \| exchange rate \| chaos \| continuous-time non-linear dynamics

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Extent:	application/pdf
Series:	ASSRU Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	Number 1221
Classification:	F31 - Foreign Exchange ; F37 - International Finance Forecasting and Simulation ; C49 - Econometric and Statistical Methods: Special Topics. Other ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010584375