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"Market-reaction-adjusted optimal central bank intervention policy in a ..."

Sandun Perera, Winston S. Buckley, Hongwei Long (2018)

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DOI: 10.1007/S10479-016-2297-Y

access: closed

type: Journal Article

metadata version: 2020-08-13

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Sandun Perera, Winston S. Buckley, Hongwei Long:
Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps. Ann. Oper. Res. 262(1): 213-238 (2018)

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