Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps
Year of publication: |
March 2018
|
---|---|
Authors: | Perera, Sandun ; Buckley, Winston ; Long, Hongwei |
Published in: |
Risk management approaches in engineering applications. - New York, NY, USA : Springer. - 2018, p. 213-238
|
Subject: | Wechselkurspolitik | Exchange rate policy | Devisenmarkt | Foreign exchange market | Theorie | Theory | Zentralbank | Central bank | Geldpolitik | Monetary policy |
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