Stochastic optimal control, international finance, and debt crises /
Stein, Jerome L.
Oxford ; New York : Oxford University Press,
2006.
Includes bibliographical references and index.
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.
Foreign exchange rates
Equilibrium (Economics)
Debts, Public
Endogenous growth (Economics)
Stochastic processes