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Capital and liquidity requirements : impact on bank lending spreads
Swamy, Vighneswara - In: International journal of banking, accounting and finance 6 (2015) 1, pp. 53-72
Persistent link: https://www.econbiz.de/10011573591
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Masala bonds : adding spice to Indian bond market
Moid, Sana - In: The Indian journal of economics 99 (2019) 395, pp. 509-527
Persistent link: https://www.econbiz.de/10012583306
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Testing continuous-time interest rate model for Chinese repo market
Zhao, Huimin; Peng, Fangping - In: Journal of mathematical finance 5 (2015) 1, pp. 26-39
Persistent link: https://www.econbiz.de/10011398591
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Does high yield spread dampen economic growth? : the case of US-Japan
Kurihara, Yutaka - In: International journal of finance & banking studies : JJFBS 3 (2014) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10010533186
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Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin; Platen, Eckhard - 2014
Persistent link: https://www.econbiz.de/10011344800
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A research on interbank loan interest rate fluctuation characteristics and the VaR risk of China's commercial banks
Wang, Baoqian; Wang, Cheng; Zhang, Xikun - In: Modern economy 3 (2012) 6, pp. 759-765
Persistent link: https://www.econbiz.de/10009720476
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The interest rate and capital durability, and the importance of methodological pluralism
Arkel, Roder van; Vermeylen, Koen - 2013
Champions of sustainable growth often call for more durable production technologies with less capital depreciation. As … investment in more durable capital is encouraged by lower interest rates, we investigate whether policy makers can steer the … economy towards a path with low interest rates in order to stimulate more durable capital formation. We study this question …
Persistent link: https://www.econbiz.de/10010227382
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End-use patterns of external commercial borrowing in India
Sinha, Manoj Kumar - In: Business analyst : a refereed journal of Shri Ram … 36 (2015) 1, pp. 219-237
Persistent link: https://www.econbiz.de/10011533117
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LIBOR : origins, economics, crisis, scandal, and reform
Hou, David; Skeie, David - 2014
The London Interbank Offered Rate (LIBOR) is a widely used indicator of funding conditions in the interbank market. As of 2013, LIBOR underpins more than $300 trillion of financial contracts, including swaps and futures, in addition to trillions more in variable-rate mortgage and student loans....
Persistent link: https://www.econbiz.de/10010393220
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Lévy interest rate models with a long memory
Hainaut, Donatien - In: Risks : open access journal 10 (2022) 1, pp. 1-28
This article proposes an interest rate model ruled by mean reverting Lévy processes with a sub-exponential memory of their sample path. This feature is achieved by considering an Ornstein-Uhlenbeck process in which the exponential decaying kernel is replaced by a Mittag-Leffler function. Based...
Persistent link: https://www.econbiz.de/10012804840