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Modeling the Impact and Intervention of a Sexually Transmitted Disease: Human Papilloma Virus
Corley, Courtney D. - 2006
% vaccination coverage will be probable; hence, the need for vaccination strategies that will have the greatest reduction on the …-biased vaccination strategies: one model incorporates temporal demographics (i.e., age) in population compartments; the other non …
Persistent link: https://www.econbiz.de/10009475073
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Rates of SARS-COV-2 transmission and vaccination impact the fate of vaccine-resistant strains
Rella, Simón A.; Kulikova, Yuliya; Dermitzakis, …
-like pattern of the pandemic and consider the impact of the rate of vaccination and the strength of non-pharmaceutical intervention … measures on the probability of emergence of a resistant strain. As expected, we found that a fast rate of vaccination decreases … end of the vaccination campaign can substantially reduce the probability of resistant strain establishment. These results …
Persistent link: https://www.econbiz.de/10012669977
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Term Structure of Interest Rates, Yield Curve Residuals, and the Consistent Pricing of Interest Rates and Interest Rate Derivatives
HEIDARI, MASSOUD; WU, LIUREN - 2002
Dynamic term structure models (DTSMs) price interest rate derivatives based on the modelimplied fair values of the yield curve, ignoring any pricing residuals on the yield curve that are either from model approximations or market imperfections. In contrast, option pricing in practice often takes...
Persistent link: https://www.econbiz.de/10009440749
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Liquidity, term spreads and monetary policy
Aksoy, Yunus; Basso, Henrique S. - 2012
We propose a model that delivers endogenous variations in term spreads driven primarily by banks’ portfolio decision and their appetite to bear the risk of maturity transformation. We first show that fluctuations of the future profitability of banks’ portfolios affect their ability to cover...
Persistent link: https://www.econbiz.de/10012530386
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Modelling interest payments for macroeconomic assessment
Girón Pastor, Celestino; Morano, Marta; Quilis, Enrique M. - 2016
Este artículo presenta una nueva metodología para estimar el gasto financiero de la Administración Central. La idea subyacente es la de representar desagregadamente la dinámica de la deuda y del gasto por intereses a partir de cuatro elementos: el saldo vivo de la deuda pública inicial, las...
Persistent link: https://www.econbiz.de/10012530511
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The term structure of interest rates in a heterogeneous monetary union
Costain, James; Nuño, Galo; Thomas, Carlos
Es difícil cuadrar la reacción asimétrica de las curvas de tipos en el área del euro tras el anuncio del programa de compras de emergencia frente a la pandemia (PEPP, por sus siglas en inglés) del Banco Central Europeo (BCE) con la interpretación ortodoxa de los efectos de las compras de...
Persistent link: https://www.econbiz.de/10013272233
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Evaluating central bank asset purchases in a term structure model with a forward-looking supply factor
Equiza, Juan; Gimeno Nogués, Ricardo; Moreno, Antonio; …
La literatura teórica de modelos de curva de tipos enfatiza la importancia de la absorción de riesgo de duración esperada durante la vida residual de los bonos para entender el efecto de las compras de activos de los bancos centrales sobre las curvas de tipos. Motivados por esto, construimos...
Persistent link: https://www.econbiz.de/10013482139
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Evaluating central bank asset purchases in a term structure model with a forward-looking supply factor
Equiza, Juan; Gimeno, Ricardo; Moreno, Antonio; Thomas, …
La literatura teórica de modelos de curva de tipos enfatiza la importancia de la absorción de riesgo de duración esperada durante la vida residual de los bonos para entender el efecto de las compras de activos de los bancos centrales sobre las curvas de tipos. Motivados por esto, construimos...
Persistent link: https://www.econbiz.de/10013523637
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Comparison of decision-making under uncertainty investment strategies with the money market
Groenewald, Madeleine E; Pretorius, Philip D - 2010
This paper proposes different investment strategies for portfolio selection based on decision-making under uncertainty, rather than the conventional Markowitz portfolio model. The results of perfectinformation and the results of investment strategies for decision-making under uncertainty are...
Persistent link: https://www.econbiz.de/10009456018
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Portfoliooptimierung unter Transaktionskosten
Jörn Saß - 2001
(Keine Zusammenfassung in deutscher Sprache vorhanden.) (No summary in German language.)
Persistent link: https://www.econbiz.de/10009429036