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~isPartOf:"Economic modelling"
~language:"eng"
~person:"Klose, Jens"
~person:"Shen, Yang"
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Equilibrium real interest rate
2
Euro area
2
Eurozone
2
Interest rate
2
Markov chain
2
Markov-Kette
2
Real interest rate
2
Realzins
2
Regime-switching
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Hull-White model
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Interest rate derivative
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Option pricing theory
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Klose, Jens
Shen, Yang
Chang, Hsu-Ling
3
Montes, Gabriel Caldas
3
Su, Chi-Wei
3
Andrieş, Alin Marius
2
Badarau, Cristina
2
Belke, Ansgar
2
Berisha, Edmond
2
Caporale, Guglielmo Maria
2
Claus, Iris
2
Crespo Cuaresma, Jesús
2
Feng, Yun
2
Hainaut, Donatien
2
Hammoudeh, Shawkat
2
Ida, Daisuke
2
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2
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2
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2
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2
Kaya, Huseyin
2
Kit, Pong Wong
2
Kukuritakēs, Minōas
2
Li, Xiao-Lin
2
Liu, Guangling
2
Martínez-García, Enrique
2
Mendonça, Helder Ferreira de
2
Meszaros, John
2
Papadamou, Stephanos
2
Papadopoulos, Athanasios P.
2
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Scharler, Johann
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Siu, Tak Kuen
2
Stanisławska, Ewa
2
Tiwari, Aviral Kumar
2
Vespignani, Joaquin L.
2
Wohar, Mark E.
2
Yannopoulos, Andreas
2
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2
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Economic modelling
Ruhr Economic Papers
6
Ruhr economic papers
6
ROME discussion paper series
5
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4
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2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Discussion Papers of DIW Berlin
1
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1
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GLO discussion paper
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International journal of monetary economics and finance
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1
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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ECONIS (ZBW)
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1
Equilibrium real interest rates and the financial cycle : empirical evidence for Euro area member countries
Belke, Ansgar
;
Klose, Jens
- In:
Economic modelling
84
(
2020
),
pp. 357-366
Persistent link: https://www.econbiz.de/10012210376
Saved in:
2
Pricing bond options under a Markovian regime-switching Hull-White model
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
30
(
2013
),
pp. 933-940
Persistent link: https://www.econbiz.de/10009710001
Saved in:
3
Asset allocation under stochastic
interest
rate
with regime switching
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1126-1136
Persistent link: https://www.econbiz.de/10009667429
Saved in:
4
Modifying Taylor reaction functions in the presence of the zero‐lower‐bound : evidence for the ECB and the Fed
Belke, Ansgar
;
Klose, Jens
- In:
Economic modelling
35
(
2013
),
pp. 515-527
Persistent link: https://www.econbiz.de/10010336758
Saved in:
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