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An empirical analysis of nonstationarity in a panel of interest rates with factors

Moon, Hyungsik Roger; Perron, Benoit - In: Journal of applied econometrics 22 (2007) 2, pp. 383-400

Persistent link: https://www.econbiz.de/10003455460

Interest rate risk and the forward premium anomaly in foreign exchange markets

Wu, Shu - In: Journal of money, credit and banking : JMCB 39 (2007) 2/3, pp. 423-442

Persistent link: https://www.econbiz.de/10003469641

A hybrid commodity and interest rate

Pilz, K. F.; Schlögl, Erik - 2009

Persistent link: https://www.econbiz.de/10008662358

Effectively hedging the interest rate risk of wide floating rate coupon spreads

Schröder, Thomas; Dunbar, Kwamie - 2010

Persistent link: https://www.econbiz.de/10003949824

Yes, we should discount the far-distant future at its lowest possible rate : a resolution of the Weitzman-Gollier puzzle

Freeman, Mark C. - 2010

In this paper the author proves that the Expected Net Future Value (ENFV) criterion can lead a risk neutral social planner to reject projects that increase expected utility. By contrast, the Expected Net Present Value (ENPV) rule correctly identifies the economic value of the project. While the...