Transactions Demand for Money with a Stochastic, Time-Varying Interest Rate
From MaRDI portal
Publication:4730990
DOI10.2307/2297505zbMath0681.90023OpenAlexW2096899103MaRDI QIDQ4730990
Publication date: 1989
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2297505
demand for moneycontinuous-time inventory- theoretic modeloptimal cash-management policystochastic, time-varying interest rate
Related Items
The asymptotic behavior of the optimal cash holding strategy under a class of utility functions, Stochastic models for broker inventory in dealership markets with a cash management interpretation., The optimal cash holding models for stochastic cash management of continuous time, Capital gains and asset switching, Trigger-target rules and the dynamics of aggregate money holdings