Impulse control with random reaction periods: A central bank intervention problem

Author:

Bensoussan Alain,Long Hongwei,Perera Sandun,Sethi Suresh

Publisher

Elsevier BV

Subject

Applied Mathematics,Industrial and Manufacturing Engineering,Management Science and Operations Research,Software

Reference42 articles.

1. R. Avesani, G. Gallo, Jumping in the band: undeclared intervention thresholds in a target zone, Working Paper, Economics Department, University of Torento, 1991.

2. Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations;Beine;Journal of International Money and Finance,2002

3. Official central bank intervention and exchange rate volatility: evidence from a regime-switching analysis;Beine;European Economic Review,2003

4. Reported and secret interventions in the foreign exchange market;Beine;Finance Research Letters,2004

5. Target zones and exchange rates: an empirical investigation;Bekaert;Journal of International Economics,1998

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