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Optimal Central Bank Intervention in the Foreign Exchange Market

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Author Info
Cadenillas, Abel
Zapatero, Fernando
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Article provided by Elsevier in its journal Journal of Economic Theory.

Volume (Year): 87 (1999)
Issue (Month): 1 (July)
Pages: 218-242
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Handle: RePEc:eee:jetheo:v:87:y:1999:i:1:p:218-242

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Web page: http://www.elsevier.com/locate/inca/622869

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  1. Vathana Ly Vath & Mohamed Mnif & Huyên Pham, 2007. "A model of optimal portfolio selection under liquidity risk and price impact," Finance and Stochastics, Springer, vol. 11(1), pages 51-90, January. [Downloadable!] (restricted)
  2. Basak, Suleyman & Pavlova, Anna, 2004. "A Dynamic Model with Import Quota Constraints," Working papers 4230-02, Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
  3. Yiannis Kamarianakis & Anastasios Xepapadeas, 2006. "Stochastic impulse control with discounted and ergodic optimization criteria: A comparative study for the control of risky holdings," Working Papers 0709, University of Crete, Department of Economics. [Downloadable!]
  4. Amartya Lahiri & Carlos A. Végh, 2002. "Living with the Fear of Floating: An Optimal Policy Perspective," NBER Chapters, in: Preventing Currency Crises in Emerging Markets, pages 663-704 National Bureau of Economic Research, Inc. [Downloadable!]
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  5. Abel Cadenillas & Steven Clark, 2007. "Free Cash Flow and Managerial Entrenchment: A Continuous-Time Stochastic Control-Theoretic Model," Contributions to Theoretical Economics, Berkeley Electronic Press, vol. 7(1), pages 1264-1264. [Downloadable!] (restricted)
  6. Yiannis Kamarianakis & Anastasios Xepapadeas, 2006. "Controlling the risky fraction process with an ergodic criterion," Working Papers 0710, University of Crete, Department of Economics. [Downloadable!]
  7. Yiannis Kamarianakis & Anastasios Xepapadeas, 2006. "An irreversible investment model with a stochastic production capacity and fixed plus proportional adjustment costs," Working Papers 0708, University of Crete, Department of Economics. [Downloadable!]
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