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Predictability of aggregated time series

Ellwanger, Reinhard; Snudden, Stephen - 2021

Persistent link: https://www.econbiz.de/10012617693

ECU interest rates and ECU basket adjustments : an arbitrage pricing approach

Klein, Martin; Müller, Sigrid M. - 1990

Persistent link: https://www.econbiz.de/10000798837

ECU interest rates and ECU basket adjustments : an arbitrage pricing approach

Klein, Martin - 1989

Persistent link: https://www.econbiz.de/10000764767

A review of no arbitrage interest rate models

Buetow, Gerald W.; Fabozzi, Frank J.; Sochacki, James - In: Interest rate, term structure, and valuation modeling, (pp. 39-72). 2002

Persistent link: https://www.econbiz.de/10001734140

Financial regulatory arbitrage and the financialization of commodities

Zheng, Zunxin; Zhang, Gaiyan; Ni, Yingzhao - In: The journal of futures markets 44 (2024) 5, pp. 826-853

Persistent link: https://www.econbiz.de/10014536691

Nonlinear interest rate effects of global oil price changes : the comparison of net oil-consuming and net oil-producing countries

Sotoudeh, M. Ali; Worthington, Andrew Charles - In: Applied economics letters 22 (2015) 7/9, pp. 693-699

Persistent link: https://www.econbiz.de/10010530090

Decline in oil prices and the negative interest rate policy in Japan

Yoshino, Naoyuki; Taghizadeh-Hesary, Farhad - 2016

In April 2013, the Bank of Japan (BOJ) introduced an inflation target of 2% with the aim of overcoming deflation and achieving sustainable economic growth. But due to lower international oil prices it was unable to achieve this target and was forced to take further measures. Hence, in February...

Persistent link: https://www.econbiz.de/10011557942

A simple model of an oil based global savings glut : the "China factor" and the OPEC cartel

Belke, Ansgar; Gros, Daniel - In: International economics and economic policy : IEEP 11 (2014) 3, pp. 413-430

Persistent link: https://www.econbiz.de/10010413272

Frequency dynamics of volatility spillovers among crude oil and international stock markets : the role of the interest rate

Wang, Xunxiao - In: Energy economics 91 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012518567

No-arbitrage principle in conic finance

Vazifedan, Mehdi; Zhu, Qiji Jim - In: Risks : open access journal 8 (2020) 2/66, pp. 1-34

In a one price economy, the Fundamental Theorem of Asset Pricing (FTAP) establishes that no-arbitrage is equivalent to … the hyperplane that separates the attainable gain subspace and the convex cone representing arbitrage opportunities … anymore. We use convex optimization, and the conic property of this region to characterize the "no-arbitrage" principle in …

Persistent link: https://www.econbiz.de/10012293018