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Author：Jerome L. Stein
Publisher：Oxford University Press
ISBN: 0199280576
Pages：304 pages （原版高清）
This book is concerned with a world where the return on capital, interest rates and exchange rates are not known with certainty. On the basis of state of the art research in applied mathematics and economics, the author derives benchmarks that are used to answer many important questions. This
research develops analytical tools that can explain and evaluate trends in real exchange rates, and provide theoretically based warning signals of currency and debt crises.
About the Author
Jerome L. Stein is Emeritus Professor of Economics, Eastman Professor of Political Economy (Emeritus), and is Visiting Professor in the Division of Applied Mathematics at Brown University. He received his Ph. D. from Yale University (1955) and Docteur Honoris Causa from the Universite de la Mediterranee, Aix-Marseille II (1997). He has been an Associate Editor of the American Economic Review, Journal of Banking and Finance and of the Journal of Finance. He is a member of the Editorial Board of the Australian Economic Papers and the Journal of Banking and Finance. He has been awarded Fellowships by the Guggenheim Foundation, Social Science Research Council and Ford Foundation.
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Contents
List of Figures xiv
List of Tables xvi
Part I. Overview
1. Optimal debt and equilibrium exchange rates in a stochastic environment: An overview 3
Part II. Theoretical Framework
2. Stochastic optimal control model of short-term debt 45
3. Stochastic intertemporal optimization: Long-term debt continuous time 62
4. The NATREX model and the equilibrium real exchange rate 89
Part III. Evaluating Exchange Rates
5. The equilibrium real value of the euro: An evaluation of research 123
6. The transition economies: A NATREX evaluation of research 153
Part IV. External Debt and Exchange Rate Crises
7. Country default risk in emerging markets 191
8. Asian crises: Theory, evidence, warning Signals 215
9. United States current account deficits: A stochastic optimal control analysis 245
Index 283
xiii
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