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Interest rate volatility and no-arbitrage affine term structure models
Joslin, Scott; Le, Anh - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7391-7416
Persistent link: https://www.econbiz.de/10012815286
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Liquidity and real activity in a simple open economy model
Schlagenhauf, Don E.; Wrase, Jeffrey M. - 1992
Persistent link: https://www.econbiz.de/10000829938
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Die Stabilisierungswirkungen von Mindestreserven
Bindseil, Ulrich - 1997
Persistent link: https://www.econbiz.de/10000614681
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The concept and measures of interest rate volatility
Levin, Alexander - 2008
Persistent link: https://www.econbiz.de/10003765526
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Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano; Mercurio, Fabio - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10002116360
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Money market volatility : a simulation study
Kempa, Michal (contributor) - 2006
Persistent link: https://www.econbiz.de/10003332846
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On interest rate dynamics and change in persistence
Scheithauer, Jan - 2008
Persistent link: https://www.econbiz.de/10003796790
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The effect of introducing a non-redundant derivative on the volatility of stock-market returns when agents differ in risk aversion
Bhamra, Harjoat Singh; Uppal, Raman - In: The review of financial studies 22 (2009) 6, pp. 2303-2330
Persistent link: https://www.econbiz.de/10003866729
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Macroeconomic effects of the interest rate level : growth and fluctuations in an economy with bank capital adequacy standards
Giulioni, Gianfranco - In: Artificial markets modeling : methods and applications, (pp. 17-32). 2007
Persistent link: https://www.econbiz.de/10003854739
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A note on the volatilities of the interest rate and the exchange rate under different monetary policy instruments : Mexico 1998 - 2008
Benavides, Guillermo; Capistrán Carmona, Carlos - 2009
To advance our understanding of the mechanisms through which monetary policy affect the economy, in this note we analyze the volatilities of the Mexican short-term interest rate and of the peso-dollar exchange rate under two monetary policy instruments: a non-borrowed reserves requirement target...
Persistent link: https://www.econbiz.de/10003893830