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researcher

A. Kercheval

6 papers hereh-index 11529 citations40 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author2
  • middle author2
  • last author1

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • q-fin.MF2
  • math.DS1
  • math.ST1
  • q-fin.CP1
  • q-fin.GN1

identity via Semantic Scholar / OpenAlex

activity
20092026
most citedOptimal intervention in the foreign exchange market when interventions affect market dynamics

1 citations · 2 across the 5 of their papers we have counts for

collaborators
Showing 2009Show all

1 paper · 1 filter

q-fin.GN2009★ 1 cited

Optimal intervention in the foreign exchange market when interventions affect market dynamics

Alec N. Kercheval, Juan F. Moreno

We address the problem of optimal Central Bank intervention in the exchange rate market when interventions create feedback in the rate dynamics. In particular, we extend the work d…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.