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~language:"eng"
~person:"Glau, Kathrin"
~person:"Grbac, Zorana"
~person:"Nuutilainen, Riikka"
~subject:"Stochastic process"
~subject:"Taylor-Regel"
~type_genre:"Konferenzbeitrag"
~type_genre:"Working Paper"
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Stochastic process
Taylor-Regel
Taylor rule
3
China
2
Geldpolitisches Ziel
2
Interest rate derivative
2
Monetary target
2
Option pricing theory
2
Optionspreistheorie
2
Stochastischer Prozess
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Yield curve
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Zinsderivat
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Zinsstruktur
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1998-2014
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Affine LIBOR models
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Martingal
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Martingale
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Monetary policy
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Regelbindung versus Diskretion
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Rules versus discretion
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Glau, Kathrin
Grbac, Zorana
Nuutilainen, Riikka
Belke, Ansgar
22
Uribe, Martín
16
Woodford, Michael
15
Schmitt-Grohé, Stephanie
14
Klose, Jens
13
Wieland, Volker
13
Evans, George W.
12
Leeper, Eric M.
12
Minford, Patrick
12
Neuenkirch, Matthias
12
Cúrdia, Vasco
11
Davig, Troy
11
Honkapohja, Seppo
11
Svensson, Lars E. O.
11
Orphanides, Athanasios
10
Carlstrom, Charles T.
9
Fuerst, Timothy S.
9
Hayo, Bernd
9
Siklos, Pierre L.
9
Benhabib, Jess
8
Castelnuovo, Efrem
8
Galí, Jordi
8
Gerberding, Christina
8
Haque, Qazi
8
Batini, Nicoletta
7
Bullard, James Brian
7
Groshenny, Nicolas
7
Sveen, Tommy
7
Alvarez, Luis H. R.
6
Beck, Günter W.
6
Beckmann, Joscha
6
Beyer, Andreas
6
Billi, Roberto M.
6
Bordo, Michael D.
6
Clarida, Richard H.
6
Dreger, Christian
6
Eusepi, Stefano
6
Gerlach, Stefan
6
Jordà, Òscar
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Koskela, Erkki
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
BOFIT discussion papers
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Pacific economic review
1
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ECONIS (ZBW)
5
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A monetary policy rule for Russia, or is it rules?
Korhonen, Iikka
;
Nuutilainen, Riikka
-
2016
Persistent link: https://www.econbiz.de/10011447896
Saved in:
2
Contemporary monetary policy in China : a move towards price-based policy?
Nuutilainen, Riikka
-
2015
Persistent link: https://www.econbiz.de/10010500630
Saved in:
3
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
4
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
5
Contemporary monetary policy in China : an empirical assessment
Nuutilainen, Riikka
- In:
Pacific economic review
20
(
2015
)
3
,
pp. 461-486
Persistent link: https://www.econbiz.de/10011396595
Saved in:
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