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Accounting for a shift in term structure behavior with no-arbitrage and macro-finance models
Rudebusch, Glenn D.; Wu, Tao - In: Journal of money, credit and banking : JMCB 39 (2007) 2/3, pp. 395-422
Persistent link: https://www.econbiz.de/10003469640
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Essays in new-Keynesian macroeconomics and monetary policy
Cho, Seonghoon - 2004
Persistent link: https://www.econbiz.de/10003386778
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Accounting for a shift in term structure behavior with no-arbitrage and macro-finance models
Wu, Tao - 2006
Persistent link: https://www.econbiz.de/10003382775
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Arbitrage opportunities in arbitrage-free models of bond pricing
Backus, David - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 1, pp. 13-26
Persistent link: https://www.econbiz.de/10001231059
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The failure of covered interest parity : FX hedging demand and costly balance sheets
Sushko, Vladyslav; Borio, Claudio E. V.; McCauley, Robert N. - 2016 - This version: 30 October, 2016
Persistent link: https://www.econbiz.de/10011609852
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Dynamic modelling of mean-reverting spreads for statistical arbitrage
Triantafyllopoulos, K.; Montana, G. - In: Computational Management Science : CMS 8 (2011) 1/2, pp. 23-49
Persistent link: https://www.econbiz.de/10008992079
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On the Dybvig-Ingersoll-Ross theorem
Kardaras, Constantinos; Platen, Eckhard - In: Mathematical finance : an international journal of … 22 (2012) 4, pp. 729-740
Persistent link: https://www.econbiz.de/10009614938
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New Zealand's experience with changing its inflation target and the impact on inflation expectations
Lewis, Michelle; McDermott, C. John - In: New Zealand economic papers 50 (2016) 3, pp. 343-361
Persistent link: https://www.econbiz.de/10011711075
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Unconventional monetary policy in a nonlinear quadratic model
Faulwasser, Timm; Groß, Marco; Semmler, Willi; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 5, pp. 1-19
Persistent link: https://www.econbiz.de/10012406035
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The term structure of interest rates and inflation forecast targeting
Eijffinger, Sylvester C. W. - 2000
Persistent link: https://www.econbiz.de/10013423015