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1
Interest rate derivatives for the fractional Cox-Ingersoll-Ross model
Bishwal, Jaya Prakasah Narayan
- In:
Algorithmic finance
10
(
2023
)
1/2
,
pp. 53-66
Persistent link: https://www.econbiz.de/10014474576
Saved in:
2
Reducible diffusions with time-varying transformations with application to short-term interest rates
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Economic modelling
52
(
2016
),
pp. 266-277
Persistent link: https://www.econbiz.de/10011645653
Saved in:
3
The effects of negative interest rates on the
estimation
of option sensitivities : the impact of switching from a log-normal to a normal model
Giribone, Pier Giuseppe
;
Ligato, Simone
;
Mulas, Martina
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011673134
Saved in:
4
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
5
The rentier behavior of the Brazilian banks
Mader, Bruno
- In:
Brazilian journal of political economy
43
(
2023
)
4
,
pp. 893-913
Persistent link: https://www.econbiz.de/10014537376
Saved in:
6
Global monetary policies and the markets : policy dilemmas in the emerging markets
Turner, Philip
- In:
Comparative economic studies
57
(
2015
)
2
,
pp. 276-299
Persistent link: https://www.econbiz.de/10011430588
Saved in:
7
A simple model of the long-term interest rate
Akram, Tanweer
- In:
Journal of Post Keynesian economics
45
(
2022
)
1
,
pp. 130-144
Persistent link: https://www.econbiz.de/10012872420
Saved in:
8
Australian government bonds' nominal yields : a Keynesian perspective
Akram, Tanweer
;
Das, Anupam
- In:
Annals of financial economics
15
(
2020
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012642946
Saved in:
9
One-factor Keynesian models of the long-term interest rate
Akram, Tanweer
- In:
Journal of economic issues
56
(
2022
)
2
,
pp. 356-361
Persistent link: https://www.econbiz.de/10013539079
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10
Multifactor Keynesian models of the long-term interest rate
Akram, Tanweer
- In:
Applied economics letters
30
(
2023
)
9
,
pp. 1222-1227
Persistent link: https://www.econbiz.de/10014303847
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