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~accessRights:"restricted"
~person:"Hördahl, Peter"
~person:"Renne, Jean-Paul"
~subject:"Monetary policy"
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Hördahl, Peter
Renne, Jean-Paul
Akram, Tanweer
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European journal of operational research : EJOR
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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A model of the euro-area yield curve with discrete policy rates
Renne, Jean-Paul
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 99-116
Persistent link: https://www.econbiz.de/10011650234
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2
A tractable interest rate model with explicit monetary policy rates
Renne, Jean-Paul
- In:
European journal of operational research : EJOR
251
(
2016
)
3
,
pp. 873-887
Persistent link: https://www.econbiz.de/10011449003
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3
Credit and liquidity in interbank rates : a quadratic approach
Dubecq, Simon
;
Monfort, Alain
;
Renne, Jean-Paul
; …
- In:
Journal of banking & finance
68
(
2016
),
pp. 29-46
Persistent link: https://www.econbiz.de/10011634788
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