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Structural heterogeneity or asymmetric shocks? : Poland and the euro area through the lens of a two-country DSGE model
Kolasa, Marcin - In: Economic modelling 26 (2009) 6, pp. 1245-1269
Persistent link: https://www.econbiz.de/10003923536
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Asymmetric effects in the Polish monetary policy rule
Sznajderska, Anna - In: Economic modelling 36 (2014), pp. 547-556
Persistent link: https://www.econbiz.de/10010416364
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Youth unemployment and welfare gains from eliminating business cycles : the case of Poland
Acedański, Jan - In: Economic modelling 57 (2016), pp. 248-262
Persistent link: https://www.econbiz.de/10011646903
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The double exponential jump diffusion model for pricing European options under fuzzy environments
Zhang, Li-Hua; Zhang, Wei-guo; Xiao, Wei-Lin - In: Economic modelling 29 (2012) 3, pp. 780-786
Persistent link: https://www.econbiz.de/10009545516
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Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin; Gao, Y. - In: Economic modelling 29 (2012) 4, pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
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A barrier option framework for bank interest margin management under anticipatory regret aversion
Lin, Jyh-horng; Hung, Wei-ming - In: Economic modelling 33 (2013), pp. 794-801
Persistent link: https://www.econbiz.de/10010195688
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A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda; Yu, Lean - In: Economic modelling 35 (2013), pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
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Decomposing and valuing convertible bonds : a new method based on exotic options
Feng, Yun; Huang, Bing-hua; Young, Martin R.; Zhou, Qi-yuan - In: Economic modelling 47 (2015), pp. 193-206
Persistent link: https://www.econbiz.de/10011439095
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Pricing foreign equity options with regime-switching
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming - In: Economic modelling 37 (2014), pp. 296-305
Persistent link: https://www.econbiz.de/10010417689
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A barrier option framework for rescue package designs and bank default risks
Chang, Chuen-ping - In: Economic modelling 38 (2014), pp. 246-257
Persistent link: https://www.econbiz.de/10010419117