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La curva de rendimientos a plazo y las expectativas de tasas de interes en el mercado de renta fija en colombia 2002-2007
Rueda, Diego Alonso Agudelo; Arango, Mónica Arango - UNIVERSIDAD EAFIT - 2008
-term interest rates?. Two theories have been proposed to explain it: the Expectation Hypothesis and the Liquidity Preference … that account for the persistence and heteroskedasticity of the interest rates. The results support the Liquidity Preference …
Persistent link: https://www.econbiz.de/10010762841
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The Expectation Theory: Tests on French, German, and American Euro-Rates.
Jondeau, E.; Ricart, R. - Banque de France - 1996
-term interest rates. Three tests are examined: the first is based on forward rates and the other two are based on the interest rates …
Persistent link: https://www.econbiz.de/10005036221
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The Yield Curve and the Interest Rates Expectations on Fixed Income Market in Colombia Between 2002 and 2007
Rueda, Diego Agudelo; Arango, Mónica Arango - In: Lecturas de Economía (2008) 68, pp. 39-66
How does the yield curve incorporate expectations on the Colombian future short-term interest rates? Two theories have … and heteroskedasticity of interest rates. The results support the Liquidity Preference Hypothesis, consistent with the …
Persistent link: https://www.econbiz.de/10005606925
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How related are interbank and lending interest rates? : evidence on selected European Union countries
Heryán, Tomáš; Stavárek, Daniel - In: European financial and accounting journal : EFAJ 5 (2010) 3/4, pp. 42-55
This paper investigates the nature of the causal relationships among interbank market interest rates and corporate … loans interest rates in four countries from the euro area (Austria, Belgium, France and Italy), and in the Czech Republic …-term as well as short-term causalities between the interest rates. The results suggest that interest rate relationships differ …
Persistent link: https://www.econbiz.de/10011459815
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Emergence of innovation networks from R&D cooperation with endogenous absorptive capacity
Egbetokun, Abiodun A.; Savin, Ivan - 2013
This paper extends the existing literature on strategic R&D alliances by presenting a model of innovation networks with … endogenous absorptive capacity. The networks emerge as a result of bilateral cooperation over time between firms occupying … intensity of cooperation and innovation. Within different knowledge regimes, we examine the structure of networks that emerge …
Persistent link: https://www.econbiz.de/10010323898
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Compressing over-the-counter markets
D'Errico, Marco; Roukny, Tarik - 2017
In this paper, we show both theoretically and empirically that the size of over-the-counter (OTC) markets can be reduced without affecting individual net positions. First, we find that the networked nature of these markets generates an excess of notional obligations between the aggregate gross...
Persistent link: https://www.econbiz.de/10011984827
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Optimal equilibria of the best shot game
Pin, Paolo; Dall'Asta, Luca; Ramezanpour, Abolfazl - 2009
We consider any network environment in which the best shot game is played. This is the case where the possible actions are only two for every node (0 and 1), and the best response for a node is 1 if and only if all her neighbors play 0. A natural application of the model is one in which the...
Persistent link: https://www.econbiz.de/10010279533
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Emergence of innovation networks from R&D cooperation with endogenous absorptive capacity
Egbetokun, Abiodun Adeyemi; Savin, Ivan - 2013
This paper extends the existing literature on strategic R&D alliances by presenting a model of innovation networks with … endogenous absorptive capacity. The networks emerge as a result of bilateral cooperation over time between firms occupying … intensity of cooperation and innovation. Within different knowledge regimes, we examine the structure of networks that emerge …
Persistent link: https://www.econbiz.de/10009784064
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Compressing over-the-counter markets
D'Errico, Marco; Roukny, Tarik - 2017
In this paper, we show both theoretically and empirically that the size of over-the-counter (OTC) markets can be reduced without affecting individual net positions. First, we find that the networked nature of these markets generates an excess of notional obligations between the aggregate gross...
Persistent link: https://www.econbiz.de/10011976943
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Dynamic Platform Design
Veiga, Andre - NET Institute - 2014
Abstract I model dynamic product design along price and non-price dimensions by a firm in a market with positive network externalities between consumers. In the case of a usage fee, I provide conditions under which the steady state (SS) is unique and show that the introductory price is negative...
Persistent link: https://www.econbiz.de/10010934839