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Efficiency in pension funds management in a QE environment : the case of Spain
Santacruz Cano, Javier; Ángel Bernal Alonso, Miguel - In: Estudios de economía aplicada : revista promovida por … 33 (2015) 3, pp. 687-699
Persistent link: https://www.econbiz.de/10011633698
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Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks
Pan, Jian; Xiao, Qingxian - In: Mathematical methods of operations research 85 (2017) 3, pp. 491-519
Persistent link: https://www.econbiz.de/10011714519
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Calibrating the equilibrium condition of a New Keynesian model with uncertainty
Kranz, Tobias - In: Review of economics 68 (2017) 2, pp. 117-151
Persistent link: https://www.econbiz.de/10011943970
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Persistent stochastic shocks in a new Keynesian model with uncertainty
Kranz, Tobias - 2016
AR(1) processes, I examine the results by numerical simulation. First, I derive a reduced-form solution for the nominal …
Persistent link: https://www.econbiz.de/10011479496
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Solving linear rational expectations models with predictable structural changes
Cagliarini, Adam; Kulish, Mariano - 2008
Persistent link: https://www.econbiz.de/10003798283
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Solving linear rational expectations models with predictable structural changes
Cagliarini, Adam; Kulish, Mariano - In: The review of economics and statistics 95 (2013) 1, pp. 328-336
Persistent link: https://www.econbiz.de/10009732081
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Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives
Boubaker, Sabri; Gounopoulos, Dimitrios; Nguyen, Duc Khuong - In: Journal of banking & finance 77 (2017), pp. 35-52
Persistent link: https://www.econbiz.de/10011814346
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Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives
Boubaker, Sabri; Gounopoulos, Dimitrios; Nguyen, Duc Khuong - In: Journal of banking & finance 92 (2018), pp. 340-357
Persistent link: https://www.econbiz.de/10011964601
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Dynamic management of interest rate risk for central banks and pension funds
Berkelaar, Arjan B.; Petre, Gabriel - In: Interest rate models, asset allocation and quantitative …, (pp. 64-89). 2010
Persistent link: https://www.econbiz.de/10003940910
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Dynamic management of interest rate risk for central banks and pension funds
Berkelaar, Arjan B.; Petre, Gabriel - In: Interest rate models, asset allocation and quantitative …, (pp. 64-89). 2010
Persistent link: https://www.econbiz.de/10008746639