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A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model
Das, Sanjiv R. - In: Journal of economic dynamics & control 23 (1999) 3, pp. 333-369
Persistent link: https://www.econbiz.de/10001254303
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A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias; Grasselli, Martino; Schlögl, Erik - In: Journal of economic dynamics & control 114 (2020), pp. 1-42
Persistent link: https://www.econbiz.de/10012502563
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Monetary transmission in money markets : The not-so-elusive missing piece of the puzzle
Chen, Zhengyang; Valcarcel, Victor J. - In: Journal of economic dynamics & control 131 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012818085
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A model for policy interest rates
Seibert, Armin; Sirchenko, Andrei; Müller, Gernot - In: Journal of economic dynamics & control 124 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012666426
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Should the monetary policy rule be different in a financial crisis?
Piazzesi, Monika - In: Journal of economic dynamics & control 49 (2014), pp. 18-20
Persistent link: https://www.econbiz.de/10010486617
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A flexible matrix Libor model with smiles
Da Foncesca, José; Gnoatto, Alessandro; Grasselli, Martino - In: Journal of economic dynamics & control 37 (2013) 4, pp. 774-793
Persistent link: https://www.econbiz.de/10009726178
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Evaluating callable and putable bonds : an eigenfunction expansion approach
Lim, Dongjae; Li, Lingfei; Linetsky, Vadim - In: Journal of economic dynamics & control 36 (2012) 12, pp. 1888-1908
Persistent link: https://www.econbiz.de/10009701917
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How does government spending news affect interest rates? : evidence from the United States
Chen, Yong; Liu, Dingming - In: Journal of economic dynamics & control 108 (2019), pp. 1-25
Persistent link: https://www.econbiz.de/10012312666
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Animal spirits and credit cycles
De Grauwe, Paul; Macchiarelli, Corrado - In: Journal of economic dynamics & control 59 (2015), pp. 95-117
Persistent link: https://www.econbiz.de/10011575059
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Estimating the effects of demographics on interest rates : a robust Bayesian perspective
Ho, Paul - In: Journal of economic dynamics & control 158 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10014532129