Stochastic Optimal Control, International Finance and Debt
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- Fleming, Wendell H. & Stein, Jerome L., 2004. "Stochastic optimal control, international finance and debt," Journal of Banking & Finance, Elsevier, vol. 28(5), pages 979-996, May.
- Stein Jerome & Wendell Fleming, "undated". "Stochastic Optimal Control, International Finance and Debt," EcoMod2002 330800063, EcoMod.
References listed on IDEAS
- Stein, Jerome L & Paladino, Giovanna, 2001.
"Country Default Risk: An Empirical Assessment,"
Australian Economic Papers,
Wiley Blackwell, vol. 40(4), pages 417-436, December.
- Jerome L. Stein & Giovanna Paladino, 2001. "Country Default Risk: An Empirical Assessment," CESifo Working Paper Series 469, CESifo Group Munich.
- Stein, Jerome L & Paladino, Giovanna, 2001.
"Country Default Risk: An Empirical Assessment,"
Australian Economic Papers,
Wiley Blackwell, vol. 40(4), pages 417-436, December.
- Jerome L. Stein & Giovanna Paladino, 2001. "Country Default Risk: An Empirical Assessment," CESifo Working Paper Series 469, CESifo Group Munich.
- Jerome L. Stein & Giovanna Paladino, 2001. "Country Default Risk: An Empirical Assessment," Working Papers 2001-08, Brown University, Department of Economics.
- Ettore F. Infante & Jerome L. Stein, 1973. "Optimal Growth with Robust Feedback Control," Review of Economic Studies, Oxford University Press, vol. 40(1), pages 47-60.
- repec:spr:sptbec:978-3-662-49862-0 is not listed on IDEAS
- Giancarlo Gandolfo, 2016. "International Finance and Open-Economy Macroeconomics," Springer Texts in Business and Economics, Springer, edition 2, number 978-3-662-49862-0, April.
- Gandolfo, Giancarlo & Goldberg, Michael D., 2005. "International Finance And Open-Economy Macroeconomics," Macroeconomic Dynamics, Cambridge University Press, vol. 9(02), pages 263-266, April.
- Milton Friedman & Anna J. Schwartz, 1963. "A Monetary History of the United States, 1867–1960," NBER Books, National Bureau of Economic Research, Inc, number frie63-1.
- Stein, Jerome L. & Paladino, Giovanna, 1997. "Recent developments in international finance: A guide to research," Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1685-1720, December. Full references (including those not matched with items on IDEAS)
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:- Jerome L. Stein, 2004.
"Optimal Debt and Equilibrium Exchange Rates in a Stochastic Environment: an Overview,"
CESifo Working Paper Series
1363, CESifo Group Munich.
- Jerome Stein, 2005. "Optimal debt and equilibrium exchange rates in a Stochastic Environment: An Overview," Centre for International Economic Studies Working Papers 2005-12, University of Adelaide, Centre for International Economic Studies.
- Belloc, Marianna & Federici, Daniela, 2010.
"A two-country NATREX model for the euro/dollar,"
Journal of International Money and Finance,
Elsevier, vol. 29(2), pages 315-335, March.
- Belloc, Marianna & Federici, Daniela, 2007. "A Two-Country NATREX Model for the Euro/Dollar," MPRA Paper 4046, University Library of Munich, Germany.
- Marianna Belloc & Daniela Federici, 2008. "A Two-Country NATREX Model for the Euro/Dollar," CESifo Working Paper Series 2290, CESifo Group Munich.
- Abutaleb, Ahmed S. & Hamad, Marwa G., 2012. "Optimal foreign debt for Egypt: A stochastic control approach," Economic Modelling, Elsevier, vol. 29(3), pages 544-556.
- repec:spr:annopr:v:247:y:2016:i:2:d:10.1007_s10479-015-2052-9 is not listed on IDEAS
- Haluk Yener & Thanasis Stengos & M. Ege Yazgan, 2015.
"Survival Maximizing Leverage of an Economy: The Case of Greece,"
Working Papers
1503, University of Guelph, Department of Economics and Finance.
- Haluk Yener & Thanasis Stengos & M. Ege Yazgan, 2015. "Survival Maximizing Leverage of an Economy: The Case of Greece," Working Paper series 15-17, Rimini Centre for Economic Analysis.
- Eckhard Platen, 2005.
"On The Role Of The Growth Optimal Portfolio In Finance,"
Australian Economic Papers,
Wiley Blackwell, vol. 44(4), pages 365-388, December.
- Eckhard Platen, 2005. "On the Role of the Growth Optimal Portfolio in Finance," Research Paper Series 144, Quantitative Finance Research Centre, University of Technology, Sydney.
- Rey, Serge, 2009. "L’apport du NATREX à la modélisation des taux de change d’équilibre : théorie et application au dollar canadien," L'Actualité Economique, Société Canadienne de Science Economique, vol. 85(2), pages 131-181, juin.
- Kwamie Dunbar, 2009. "Stochastic Business Cycle Volatilities, Capital Accumulation and Economic Growth: Lessons from the Global Credit Market Crisis," Working papers 2009-36, University of Connecticut, Department of Economics.
- repec:spr:eurase:v:7:y:2017:i:2:d:10.1007_s40822-017-0066-0 is not listed on IDEAS
- Stein, Jerome L., 2011.
"The crisis, Fed, Quants and stochastic optimal control,"
Economic Modelling,
Elsevier, vol. 28(1-2), pages 272-280, January.
- Stein, Jerome L., 2011. "The crisis, Fed, Quants and stochastic optimal control," Economic Modelling, Elsevier, vol. 28(1), pages 272-280.
- Haluk Yener & Thanasis Stengos & M. Ege Yazgan, 2017.
"Analysis of the seeds of the debt crisis in Europe,"
The European Journal of Finance,
Taylor & Francis Journals, vol. 23(15), pages 1589-1610, December.
- Haluk Yener & Thanasis Stengos & M. Ege Yazgan, 2014. "Analysis Of The Seeds Of The Debt Crisis In Europe," Working Papers 1406, University of Guelph, Department of Economics and Finance.
- Stein, Jerome L., 2010.
"A tale of two debt crises: a stochastic optimal control analysis,"
Economics - The Open-Access, Open-Assessment E-Journal,
Kiel Institute for the World Economy (IfW), vol. 4, pages 1-24.
- Jerome L. Stein, 2008. "A Tale of Two Debt Crises: A Stochastic Optimal Control Analysis," CESifo Working Paper Series 2220, CESifo Group Munich.
- Stein, Jerome L., 2009. "A tale of two debt crises: a stochastic optimal control analysis," Economics Discussion Papers 2009-44, Kiel Institute for the World Economy (IfW).
- Stein, Jerome L., 2007.
"United States current account deficits: A stochastic optimal control analysis,"
Journal of Banking & Finance,
Elsevier, vol. 31(5), pages 1321-1350, May.
- Jerome L. Stein, 2006. "United States Current Account Deficits: A Stochastic Optimal Control Analysis," CESifo Working Paper Series 1805, CESifo Group Munich.
- Haluk Yener & Thanasis Stengos & M. Ege Yazgan, 2014. "Analysis of The Seeds of Debt Crisis in Europe," Working Paper series 24_14, Rimini Centre for Economic Analysis.
- Mariam Camarero & Jesús Peiró-Palomino & Cecilio Tamarit, 2017. "External imbalances and growth," Working Papers 2017/02, Economics Department, Universitat Jaume I, Castellón (Spain).
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Keywords
stochastic optimal control; foreign debt; international finance; vulnerability to external shocks; sustainable current account deficits;Statistics
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