SStudyAcademic Library

Dashboard Shelves Open access My library Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Optimal Central Bank Intervention in the Foreign Exchange Market · Study

ArticleShelves

ArticleOptimal Central Bank Intervention in the Foreign Exchange Market

Abel Cadenillas1999

Article1999

Optimal Central Bank Intervention in the Foreign Exchange Market

Abel Cadenillas · Fernando Zapatero

167 citations·0/0 files stored·Journal of Economic Theory

No readable copy stored yet — this record is metadata only.

Stochastic processes and financial applications Monetary Policy and Economic Impact Global Financial Crisis and Policies

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 167 citations exist upstream.

References

1991Target Zones and Exchange Rate Dynamics 1989Hysteresis, Import Penetration, and Exchange Rate Pass-Through 1990Target Zones and Realignments 1995Does foreign exchange intervention work?1993Impulse Control Method and Exchange Rate 1983Impulse Control of Brownian Motion 1993Does Foreign Exchange Intervention Work 1978Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time

Cited by

2007The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis 1998Portfolio optimisation with strictly positive transaction costs and impulse control 1999Some applications of impulse control in mathematical finance 2006A model of optimal portfolio selection under liquidity risk and price impact 2011Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs 2008Oral Interventions Versus Actual Interventions in FX Markets – an Event‐Study Approach 2001Official Intervention in the Foreign Exchange Market: Is it Effective, and, If so, How Does it Work?2006OPTIMAL DIVIDEND POLICY WITH MEAN‐REVERTING CASH RESERVOIR

Details

Year1999

Typearticle

Published1999-07-01

VenueJournal of Economic Theory

ISSN-L0022-0531

Languageen

Citations167

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1006/jeth.1999.2523

openalex_workW1982644477

Links

Imported from OpenAlex (CC0) — nothing here is generated.