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RecordNumber
33813
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Author
Stein, Jerome L.
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Title
Stochastic optimal control, international finance, and debt crises
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Author Statement
Jerome L. Stein
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Publication
Oxford University Press
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Collation
xvii, 286 p. : ill. ; 24 cm.
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Notes
Includes bibliographical references and index
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Contents
Optimal debt and equilibrium exchange rates in a stochastic environment : an overview -- Stochastic optimal control model of short-term debt -- Stochastic intertemporal optimization : long-term debt continuous time -- The NATREX model and the equilibrium real exchange rate -- The equilibrium real value of the euro : an evaluation of research -- The transition economies : a NATREX evaluation of research -- Country default risk in emerging markets -- Asian crises : theory, evidence, warning signals -- United States current account deficits : a stochastic optimal control analysis
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Subject
Foreign exchange rates,Equilibrium (Economics),Debts, Public,Endogenous growth (Economics),Stochastic processes
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ADDED ENTRIES
TI
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LC Class
HG
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LC Number
3823
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LC CutterNumber
.S74
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LC Date
2006
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LC NO
HG 3823 .S74 2006
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Published_Year
2006
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