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State-space of the Vasicek model for long-term bonds with Kalman filter

Mawonike, Romeo; Ikpe, Dennis; Gyamerah, Samuel Asante - In: International journal of financial engineering 10 (2023) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10014304258

Some stylised facts about the exchange rate behaviour of Central European currencies

Vejmělek, Jan - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 24 (2016) 2, pp. 3-17

Persistent link: https://www.econbiz.de/10011537495

Money laundering risk in developing and transitive economies : analysis of cyclic component of time series

Levchenko, Valentyna; Boyko, Anton; Bozhenko, Victoria; … - In: Verslas : teorija ir praktika : Vilniaus Gedimino … 20 (2019), pp. 492-508

volatility and persistence using the Hurst exponent. We determined the peaks, downturns and duration of the money laundering …

Persistent link: https://www.econbiz.de/10012221542

Forward-backward-looking monetary policy rules : derivation and empirics

Rashid, Abdul; Waheed, Farah - In: Romanian journal of economic forecasting 24 (2021) 1, pp. 71-92

Persistent link: https://www.econbiz.de/10012587116

Inflation targeting and variability of money market interest rates under a zero lower bound

Bruna, Karel; Quang Van Tran - In: Finance a úvěr 68 (2018) 6, pp. 519-536

Persistent link: https://www.econbiz.de/10011964541

Inflation and risky investments

Laurila, Hannu; Ilomäki, Jukka - In: Journal of risk and financial management : JRFM 13 (2020) 12/329, pp. 1-10

The paper uses a Walrasian two-period financial market model with informed and uninformed constant absolute risk averse (CARA) rational investors and noise traders. The investors allocate their initial wealth between risky assets and risk-free fiat money. The analysis concentrates on the effects...

Persistent link: https://www.econbiz.de/10012403996