Similar Search Results - EconBiz

Multilateral loans and interest rates : further evidence on the seniority conundrum

Steinkamp, Sven; Westermann, Frank - 2016

During Europe's sovereign-debt crisis, interest rate spreads have been highly correlated with the share of multilateral loans that were considered senior to private markets. As both variables are potentially endogenous, we follow two different approaches to analyze the direction of causality....

Persistent link: https://www.econbiz.de/10011568242

Multilateral loans and interest rates : further evidence on the seniority conundrum

Steinkamp, Sven; Westermann, Frank - 2016

During Europe's sovereign-debt crisis, interest rate spreads have been highly correlated with the share of multilateral loans that were considered senior to private markets. As both variables are potentially endogenous, we follow two different approaches to analyze the direction of causality....

Persistent link: https://www.econbiz.de/10011569629

Investment modelling at the Euro area level

Opreana, Alin - In: Expert journal of finance 2 (2014), pp. 26-30

Persistent link: https://www.econbiz.de/10011572392

Keynes' theory of the interest rate : a critical approach

Appelt, Katarzyna - In: Theory, methodology, practice 12 (2016) 1, pp. 3-8

Persistent link: https://www.econbiz.de/10011583273

Properties and limitations of duration as a measure of time structure of bond and interest rate risk

Ajlouni, Moh'd M. - In: International journal of economic perspectives : IJEP 6 (2012) 4, pp. 46-56

Persistent link: https://www.econbiz.de/10011587208

Interest rate effectiveness in era of quantitative easing in euro market

Paz̆ický, Martin - In: International journal of accounting and finance 8 (2018) 4, pp. 364-392

Persistent link: https://www.econbiz.de/10012023874

Is there an 'interest rate - speculation' relationship? : evidence from G7 in the pre- and post-2008 crisis

Li, Kui-wai - In: Applied economics 49 (2017) 21, pp. 2041-2059

Persistent link: https://www.econbiz.de/10011817101

Pricing range accrual interest rate swap employing LIBOR market models with jump risks

Lin, Shih-kuei; Wang, Shin-yun; Chen, Carl R.; Xu, Lian-Wen - In: The North American journal of economics and finance : a … 42 (2017), pp. 359-373

Persistent link: https://www.econbiz.de/10011938138

Real-world scenarios with negative interest rates based on the LIBOR market model

Lopes, Sara Dutra; Vázquez, Carlos - In: Applied mathematical finance 25 (2018) 5/6, pp. 466-482

Persistent link: https://www.econbiz.de/10012129176

Monetary conditions index : new empirical evidence from central and eastern European countries

Afloarei Nucu, Anca Elena; Anton, Sorin Gabriel - In: Ekonomický časopis : časopis pre ekonomickú … 66 (2018) 2, pp. 139-158

Persistent link: https://www.econbiz.de/10012152753

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