Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Gregory Gagnon"'
Autor:
Gregory Gagnon
Publikováno v:
Annals of Finance. 15:125-153
Stochastic control of exchange rates when a central bank employs anti-inflationary stochastic differential equation (SDE) monetary policy is the key topic of our paper. Despite low money growth SDE policy means exchange rates invariably violate the c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::04f2fed8372fc33dbdbbebb812dea71d
https://doi.org/10.1007/s10436-018-0327-2
https://doi.org/10.1007/s10436-018-0327-2
Autor:
Gregory Gagnon
Publikováno v:
Journal of Applied Probability. 54:23-41
This paper pioneers a Freidlin–Wentzell approach to stochastic impulse control of exchange rates when the central bank desires to maintain a target zone. Pressure to stimulate the economy forces the bank to implement diffusion monetary policy invol
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::94806eaff598e99d02f912e32b9822f1
https://doi.org/10.1017/jpr.2016.84
https://doi.org/10.1017/jpr.2016.84
Publikováno v:
Journal of health psychology. 26(10)
The relations of parental and romantic attachment with physical health symptoms and the mediating role of personality disorder symptoms in those relations were examined in an online survey of US young adults. Latent class analysis identified two grou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a8939f8faf4a887e67a16d2311313e2c
https://pubmed.ncbi.nlm.nih.gov/31789584
https://pubmed.ncbi.nlm.nih.gov/31789584
Autor:
Gregory Gagnon
Publikováno v:
International Journal of Applied and Computational Mathematics. 5
Capital $$(k_t,t\ge 0)$$ in the Solow growth model solves a nonlinear ODE defined by $$b:[0,\infty )\rightarrow \mathbb {R}$$ where $$b^{\prime }(k)\rightarrow \infty $$ as $$k\rightarrow 0^{+}$$ . Macroeconomics states Solow’s ODE has a unique pos
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3ed99baf924b8ec17b5c6fef52a13771
https://doi.org/10.1007/s40819-019-0687-y
https://doi.org/10.1007/s40819-019-0687-y
Autor:
Gregory Gagnon
Publikováno v:
Decisions in Economics and Finance. 35:29-58
This paper analyzes the stability and fluctuations of the exchange rate with a speculative bubble using the methods of evolutionary finance and stochastic differential equations. It constructs a hybrid stochastic system for the financial market invol
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8b971d9825d2c96ca92ee7ae4395045e
https://doi.org/10.1007/s10203-011-0113-3
https://doi.org/10.1007/s10203-011-0113-3
Autor:
Gregory Gagnon, Miquel Faig
Publikováno v:
Journal of Macroeconomics. 30:1723-1737
If collateral for bank loans is scarce and, if as a result, access to secured loans is restricted, the allocation of resources is inefficient. In anticipation of future borrowing constraints, individuals over-invest in collateralized types of capital
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ccb487450341e13d7d1c1e8667a820dd
https://doi.org/10.1016/j.jmacro.2008.06.002
https://doi.org/10.1016/j.jmacro.2008.06.002
Autor:
Gregory Gagnon
Publikováno v:
Journal of Economic Theory. 111:135-146
This paper examines whether a small random deviation from a non-random policy process will destabilize the equilibrium exchange rate. The results focus on exchange rate dynamics when the government maintains a target zone or makes unanticipated devia
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::77a09ef4c419084c8edf1f858e00b850
https://doi.org/10.1016/s0022-0531(03)00076-0
https://doi.org/10.1016/s0022-0531(03)00076-0
Autor:
Gregory Gagnon
Publikováno v:
Statistics & Probability Letters. 59:361-365
It is shown that uniform ellipticity implies stability of the price of a European call option under small random perturbations of the volatility matrix.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::15562164e649157bdacb02f01d958feb
https://doi.org/10.1016/s0167-7152(02)00232-8
https://doi.org/10.1016/s0167-7152(02)00232-8
Publikováno v:
Plains Anthropologist. 47:183-191
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::da8c20db6cf8a5bf34cd1beb54b5d294
https://doi.org/10.1080/2052546.2002.11949239
https://doi.org/10.1080/2052546.2002.11949239