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Stochastic optimal control, international finance, and debt crises

Author: Jerome L Stein
Publisher: Oxford ; New York : Oxford University Press, 2006.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
Focuses on the interaction between equilibrium real exchange rates, optimal external debt, endogenous optimal growth and account balances. This book derives benchmarks for the optimal debt and equilibrium real exchange rate in an environment where both the return on capital and the real rate of interest are stochastic variables.
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Stein, Jerome L.
Stochastic optimal control, international finance, and debt crises.
Oxford ; New York : Oxford University Press, 2006
(DLC) 2005034735
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Jerome L Stein
ISBN: 9781435623286 1435623282
OCLC Number: 427507388
Description: 1 online resource (xvii, 286 pages) : illustrations
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.
Responsibility: Jerome L. Stein.

Abstract:

Focuses on the interaction between equilibrium real exchange rates, optimal external debt, endogenous optimal growth and account balances. This book derives benchmarks for the optimal debt and  Read more...

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This book makes an important contribution to the analysis of international financial problems. * Serge Rey, University of PAU and Pays de l'Adour, CATT - ECONOMIA, 2006 *

 
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