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~language:"eng"
~person:"Glau, Kathrin"
~person:"Molodtsova, Tanya"
~person:"Nuutilainen, Riikka"
~subject:"Affine LIBOR models"
~subject:"Stochastic process"
~subject:"Taylor-Regel"
~type_genre:"Konferenzbeitrag"
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Affine LIBOR models
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Glau, Kathrin
Molodtsova, Tanya
Nuutilainen, Riikka
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Journal of international money and finance
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Taylor rule deviations and out-of-sample exchange rate predictability
Ince, Onur
;
Molodtsova, Tanya
;
Papell, David H.
- In:
Journal of international money and finance
69
(
2016
),
pp. 22-44
Persistent link: https://www.econbiz.de/10011711884
Saved in:
2
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:
3
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
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