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A Stochastic Simulation Framework for the Government of Canadas Debt Strategy. (2003). Bolder, David.
In: Staff Working Papers.
RePEc:bca:bocawp:03-10.

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Cited: 22

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Cites: 62

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Cocites: 35

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  1. Optimal bond issuance with cost and liquidity constraints for Chinese local governments: a multi-period stochastic programming approach. (2022). Yang, Ruicheng ; Li, LI ; Jiang, QI ; Qi, JI.
    In: Empirical Economics.
    RePEc:spr:empeco:v:63:y:2022:i:5:d:10.1007_s00181-022-02210-y.

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  2. .

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  3. Risk Management for Sustainable Sovereign Debt Financing. (2021). Erce, Aitor ; Gavilan, Angel ; Moshammer, Edmund ; Athanasopoulou, Marialena ; Consiglio, Andrea ; Zenios, Stavros A.
    In: Operations Research.
    RePEc:inm:oropre:v:69:y:2021:i:3:p:755-773.

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  4. Primary Dealers and the Demand for Government Debt. (2020). Kastl, Jakub ; Allen, Jason ; Wittwer, Milena.
    In: Staff Working Papers.
    RePEc:bca:bocawp:20-29.

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  5. Risk Management for Sovereign Debt Financing with Sustainability Conditions. (2019). Erce, Aitor ; Zenios, Stavros ; Athanasopoulou, Marialena ; Consiglio, Andrea ; Gavilan, Angel ; Moshammer, Edmund.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:367.

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  6. A Primer on Managing Sovereign Debt-Portfolio Risks. (2018). Papaioannou, Michael ; Jonasson, Thordur.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/074.

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  7. Visualizing Treasury Issuance Strategy. (2018). Cameron, Christopher.
    In: Papers.
    RePEc:arx:papers:1802.03376.

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  8. .

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  9. Assessing public debt sustainability in Mauritania with a stochastic framework. (2014). Mele, Gianluca ; Baghdassarian, William ; Pradelli, Juan .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:7088.

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  10. Funding Strategies of Sovereign Debt Management: A Risk Focus. (2013). Holler, Johannes .
    In: Monetary Policy & the Economy.
    RePEc:onb:oenbmp:y:2013:i:2:b:3.

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  11. Modelling public debt strategies. (2013). Manna, Michele ; Dottori, Davide ; Bernardini, Emmanuela ; Bufano, Mauro .
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_199_13.

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  12. A stochastic programming model for the optimal issuance of government bonds. (2012). Consiglio, Andrea ; Staino, Alessandro.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:193:y:2012:i:1:p:159-172:10.1007/s10479-010-0755-5.

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  13. Formulation of public debt management strategies: An empirical study of possible drivers. (2012). Melecký, Martin ; Melecky, Martin.
    In: Economic Systems.
    RePEc:eee:ecosys:v:36:y:2012:i:2:p:218-234.

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  14. Is the standard micro portfolio approach to sovereign debt management still appropriate?. (2012). Hubig, Anja ; Blommestein, Hans J.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:65-09.

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  15. Choosing the Currency Structure of Foreign-currency Debt: a Review of Policy Approaches. (2010). Melecký, Martin ; Melecky, Martin.
    In: MPRA Paper.
    RePEc:pra:mprapa:21268.

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  16. A multi-objective multi-period stochastic programming model for public debt management. (2010). Balibek, Emre ; Koksalan, Murat.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:205:y:2010:i:1:p:205-217.

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  17. Exchange Rate Risk Measurement and Management: Issues and Approaches for Public Debt Managers. (2009). Papaioannou, Michael.
    In: South-Eastern Europe Journal of Economics.
    RePEc:seb:journl:v:7:y:2009:i:1:p:7-34.

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  18. An Analysis of Exchange Rate Risk Exposure Related to Public Debt Portfolio of Pakistan: Beyond Delta-Normal VAR Approach. (2009). Akbar, Farhan ; Chauveau, Thierry .
    In: SBP Working Paper Series.
    RePEc:sbp:wpaper:30.

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  19. Should governments minimize debt service cost and risk? A closer look at the debt strategy. Simulation approach. (2009). Vergni, Davide ; Bernaschi, Massimo.
    In: Departmental Working Papers.
    RePEc:mil:wpdepa:2009-53.

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  20. Frequency-domain analysis of debt service in a macro-finance model for the euro area.. (2009). Renne, Jean-Paul ; Renne, J-P., .
    In: Working papers.
    RePEc:bfr:banfra:261.

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  21. Fiscal Insurance and Debt Management in OECD Economies. (2008). Faraglia, Elisa ; Scott, Andrew ; Marcet, Albert.
    In: Economic Journal.
    RePEc:wly:econjl:v:118:y:2008:i:527:p:363-386.

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  22. Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis. (2007). Bolder, David ; Rubin, Tiago.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-13.

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