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Macroeconomic shocks and the endogenous response of the stock market and real interest rates in a neoclassical general equilibrium model
Kong Weng Ho - In: Economic modelling 12 (1995) 1, pp. 28-34
Persistent link: https://www.econbiz.de/10001175636
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Dynamic mean-variance portfolio selection with liability and stochastic interest rate
Chang, Hao - In: Economic modelling 51 (2015), pp. 172-182
Persistent link: https://www.econbiz.de/10011475878
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A term structure model under cyclical fluctuations in interest rates
Moreno, Manuel; Novales, Alfonso; Platania, Federico - In: Economic modelling 72 (2018), pp. 140-150
Persistent link: https://www.econbiz.de/10012100292
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A bivariate Hawkes process for interest rate modeling
Hainaut, Donatien - In: Economic modelling 57 (2016), pp. 180-196
Persistent link: https://www.econbiz.de/10011646883
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An endogenous structural credit risk model incorporating with moral hazard and rollover risk
Niu, Huawei; Hua, Wei - In: Economic modelling 78 (2019), pp. 47-59
Persistent link: https://www.econbiz.de/10012198835
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Long-term investment with stochastic interest and inflation rates : the need for inflation-indexed bonds
Mkaouar, Farid; Prigent, Jean-Luc; Abid, Ilyes - In: Economic modelling 67 (2017), pp. 228-247
Persistent link: https://www.econbiz.de/10011813816
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Fitting and forecasting yield curves with a mixed-frequency affine model : evidence from China
Shang, Yuhuang; Zheng, Tingguo - In: Economic modelling 68 (2018), pp. 145-154
Persistent link: https://www.econbiz.de/10011934605
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Markov switching regimes in a monetary exchange rate model
Frömmel, Michael; MacDonald, Ronald; Menkhoff, Lukas - In: Economic modelling 22 (2005) 3, pp. 485-502
Persistent link: https://www.econbiz.de/10002770119
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Estimating the interest rate semi-elasticity of the demand for money in low interest rate environments
Inagaki, Kazuyuki - In: Economic modelling 26 (2009) 1, pp. 147-154
Persistent link: https://www.econbiz.de/10003816714
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Does the liquidity effect guarantee a positive term premium?
Chung, Kyuil - In: Economic modelling 26 (2009) 5, pp. 893-903
Persistent link: https://www.econbiz.de/10003871215