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Is the credit channel alive? : firm-level evidence on the sensitivity of borrowing spreads to monetary policy
Aysun, Uluc; Jeon, Kiyoung; Kabukcuoglu, Zeynep - In: Economic modelling 75 (2018), pp. 305-319
Persistent link: https://www.econbiz.de/10012101534
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A fractal version of the Hull-White interest rate model
Hainaut, Donatien - In: Economic modelling 31 (2013), pp. 323-334
Persistent link: https://www.econbiz.de/10009729087
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Asset allocation under stochastic interest rate with regime switching
Shen, Yang; Siu, Tak Kuen - In: Economic modelling 29 (2012) 4, pp. 1126-1136
Persistent link: https://www.econbiz.de/10009667429
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Relationship between the benchmark interest rate and a macroeconomic indicator
Duan, Qihong; Wei, Ying; Chen, Zhiping - In: Economic modelling 38 (2014), pp. 220-226
Persistent link: https://www.econbiz.de/10010419122
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Fiscal stimulus in a high-debt economy? : a DSGE analysis
Wang, Shu-Ling - In: Economic modelling 98 (2021), pp. 118-135
Persistent link: https://www.econbiz.de/10012793641
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Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates
Papadamou, Stephanos - In: Economic modelling 33 (2013), pp. 545-551
Persistent link: https://www.econbiz.de/10010193327
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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
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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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Measuring bank funding costs in the analysis of interest rate pass-through : evidence from Poland
Kapuściński, Mariusz; Stanisławska, Ewa - In: Economic modelling 70 (2018), pp. 288-300
Persistent link: https://www.econbiz.de/10012027919
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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