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Stochastic optimal control and the U.S. financial debt crisis
Stein, Jerome L. - 2012
Persistent link: https://www.econbiz.de/10011760959
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US Financial Debt Crisis: A Stochastic Optimal Control Approach
Stein, Jerome L. - In: Review of Economics 62 (2011) 3, pp. 197-217
Summary The financial crisis was precipitated by the mortgage crisis. A whole structure of financial derivatives was based upon the ultimate debtors, the mortgagors. Insofar as the mortgagors were unable to service their debts, the values of the derivatives fell. The financial intermediaries...
Persistent link: https://www.econbiz.de/10014619261
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Methodological issues in asset pricing: Random walk or chaotic dynamics
Malliaris, A. G.; Stein, Jerome L. - In: Journal of Banking & Finance 23 (1999) 11, pp. 1605-1635
Persistent link: https://www.econbiz.de/10005201129
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Introduction to special issue on 'real and nominal exchange rates'
Stein, Jerome L. - In: Journal of Banking & Finance 14 (1990) 5, pp. 839-843
Persistent link: https://www.econbiz.de/10005201412
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The real exchange rate
Stein, Jerome L. - In: Journal of Banking & Finance 14 (1990) 5, pp. 1045-1078
Persistent link: https://www.econbiz.de/10005201439
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Recent developments in international finance: A guide to research
Stein, Jerome L.; Paladino, Giovanna - In: Journal of Banking & Finance 21 (1997) 11-12, pp. 1685-1720
Persistent link: https://www.econbiz.de/10005213596
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Stochastic optimal control, international finance and debt
Fleming, Wendell H.; Stein, Jerome L. - In: Journal of Banking & Finance 28 (2004) 5, pp. 979-996
Persistent link: https://www.econbiz.de/10005213761
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Capital market integration
Allen, Polly Reynolds; Stein, Jerome L. - In: Journal of Banking & Finance 14 (1990) 5, pp. 909-928
Persistent link: https://www.econbiz.de/10005213772
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United States current account deficits: A stochastic optimal control analysis
Stein, Jerome L. - In: Journal of Banking & Finance 31 (2007) 5, pp. 1321-1350
Persistent link: https://www.econbiz.de/10005213890
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Social welfare under fixed and flexible exchange rates: A comment on the Farber, Roll and Solnik paper
Stein, Jerome L. - In: Carnegie-Rochester Conference Series on Public Policy 5 (1977) 1, pp. 267-275
Persistent link: https://www.econbiz.de/10005348239