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Optimal central bank intervention in the foreign exchange market

Cadenillas, Abel; Zapatero, Fernando - In: Journal of economic theory 87 (1999) 1, pp. 218-242

Persistent link: https://www.econbiz.de/10001403535

Leverage decision and manager compensation with choice of effort and volatility

Cadenillas, Abel; Cvitanić, Jakša; Zapatero, Fernando - In: Journal of financial economics 73 (2004) 1, pp. 71-92

Persistent link: https://www.econbiz.de/10002128553

Classical and impulse stochastic control of the exchange rate using interest rates and reserves

Cadenillas, Abel; Zapatero, Fernando - In: Mathematical finance : an international journal of … 10 (2000) 2, pp. 141-156

Persistent link: https://www.econbiz.de/10002177370

Optimal risk-sharing with effort and project choice

Cadenillas, Abel; Cvitanić, Jakša; Zapatero, Fernando - In: Journal of economic theory 133 (2007) 1, pp. 403-440

Persistent link: https://www.econbiz.de/10003445723

Optimal dividend policy with mean-reverting cash reservoir

Cadenillas, Abel; Sarkar, Sudipto; Zapatero, Fernando - In: Mathematical finance : an international journal of … 17 (2007) 1, pp. 81-109

Persistent link: https://www.econbiz.de/10003543111

Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves

Cadenillas, Abel; Zapatero, Fernando - In: Mathematical Finance 10 (2000) 2, pp. 141-156

We consider the problem of a Central Bank that wants the exchange rate to be as close as possible to a given target, and in order to do that uses both the interest rate level and interventions in the foreign exchange market. We model this as a mixed classical-impulse stochastic control problem,...

Persistent link: https://www.econbiz.de/10008609916

Leverage decision and manager compensation with choice of effort and volatility

Cadenillas, Abel; Cvitanic, Jaksa; Zapatero, Fernando - In: Journal of Financial Economics 73 (2004) 1, pp. 71-92

Persistent link: https://www.econbiz.de/10005362784

Optimal risk-sharing with effort and project choice

Cadenillas, Abel; Cvitanic, Jaksa; Zapatero, Fernando - In: Journal of Economic Theory 133 (2007) 1, pp. 403-440

Persistent link: https://www.econbiz.de/10005112022

Optimal Central Bank Intervention in the Foreign Exchange Market

Cadenillas, Abel; Zapatero, Fernando - In: Journal of Economic Theory 87 (1999) 1, pp. 218-242

Persistent link: https://www.econbiz.de/10005112066

OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR

Cadenillas, Abel; Sarkar, Sudipto; Zapatero, Fernando - In: Mathematical Finance 17 (2007) 1, pp. 81-109

Persistent link: https://www.econbiz.de/10005655261