Pages that link to "Item:Q322788"
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The following pages link to A tractable interest rate model with explicit monetary policy rates (Q322788):
Displaying 9 items.
- Kriging of financial term-structures (Q323575) (← links)
- A new marked point process model for the federal funds rate target: methodology and forecast evaluation (Q844722) (← links)
- Macroeconomic environment, money demand and portfolio choice (Q1755268) (← links)
- Interest rate swaps and the transmission mechanism of monetary policy: a quantile connectedness approach (Q2036982) (← links)
- Valuation of caps and swaptions under a stochastic string model (Q2141896) (← links)
- A model for policy interest rates (Q2246701) (← links)
- A model of the euro-area yield curve with discrete policy rates (Q2691694) (← links)
- Towards a central interest rate model (Q2771109) (← links)
- PRICING INTEREST RATE DERIVATIVES UNDER MONETARY CHANGES (Q4686504) (← links)