Eyal Neuman

Imperial College London

South Kensington Campus

Exhibition Road

London, Greater London SW7 2AZ

United Kingdom

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Scholarly Papers (1)

1.

A Central Bank Strategy for Defending a Currency Target Zone

Number of pages: 10 Posted: 17 Dec 2019 Last Revised: 03 Jan 2020
Imperial College London, University of Waterloo, University of Waterloo and Shandong University
Downloads 19 (552,460)

Abstract:

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currency target zone, currency peg, price impact, central bank intervention, singular stochastic control, second-order differential equation with infinite boundary conditions