Liquidity management of foreign exchange reserves in continuous time
Dewei Zhang; Yiqi Wang; Jingjing Wang; Weidong Xu
| Year of publication: |
2013
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|---|---|
| Authors: | Zhang, Dewei ; Wang, Yiqi ; Wang, Jingjing ; Xu, Weidong |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 31.2013, p. 138-142
|
| Subject: | Foreign exchange reserves | Liquidity management | Gamma process | Währungsreserven | Liquidität | Liquidity | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009725686