interest-bearing wealth or savings. The validity of the hypothesis has been challenged by several empirical (ir … a particular pattern of the term structure of interest rates was also forwarded. Growth - general equilibrium - models …

-currency interest rate derivatives under the Hull-White model. In particular, we focus on pricing long-dated foreign exchange (FX …) interest rate hybrids, namely Power Reverse Dual Currency (PRDC) swaps with Bermudan cancelable features. We formulate the …

We present a Graphics Processing Unit (GPU) parallelization of the computation of the price of cross-currency interest … computation of the price of long-dated foreign exchange interest rate hybrids, namely Power Reverse Dual Currency (PRDC) swaps …

mathematical model similar to the growth curves of Facebook and other networks. Using observed data for Bitcoin, we derive the …

Multiple interest rate analysis (MIRA) is the study of all interest rate solutions to the time value of money (TVM …

. An increase in equity premia will therefore be accompanied by a cut in policy interest rates, even if the policy rule …

of an own interest rate path enhances a central bank’s ability to steer market expectations. Two main results emerge … guidance involved publication of an own interest rate path or not. Second, for New Zealand, we find weak evidence that a … publication of a path could potentially enhance a central bank’s leverage on the medium term structure of interest rates. …

of an own interest rate path enhances a central bank's ability to steer market expectations. Two main results emerge … guidance involved publication of an own interest rate path or not. Second, for New Zealand, we find weak evidence that a … publication of a path could potentially enhance a central bank's leverage on the medium term structure of interest rates …