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Stochastic optimal control, international finance, and debt crises /

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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 inte...

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Bibliographic Details
Main Author: Stein, Jerome L.
Format: eBook
Language:English
Published: Oxford ; New York : Oxford University Press, 2006.
Subjects:
Foreign exchange rates > Mathematical models.
Equilibrium (Economics) > Mathematical models.
Debts, Public > Mathematical models.
Endogenous growth (Economics) > Mathematical models.
Stochastic processes > Mathematical models.
Taux de change > Modèles mathématiques.
Dettes publiques > Modèles mathématiques.
Processus stochastiques > Modèles mathématiques.
BUSINESS & ECONOMICS > Finance.
Debts, Public > Mathematical models
Endogenous growth (Economics) > Mathematical models
Equilibrium (Economics) > Mathematical models
Foreign exchange rates > Mathematical models
Stochastic processes > Mathematical models
Auslandsschulden
Stochastische Kontrolltheorie
Buitenlandse schulden.
Wisselkoersen.
Electronic books.
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Call Number: HG3823 .S74 2006eb
 
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HG3823 .S74 2006eb Available