Results 11 to 20 of about 9,349,002 (352)
Physica A: Statistical Mechanics and its Applications, 2008 8 pages, 8 figures.
M. Kanevski +3 more
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Discrete-Time Interest Rate Modelling [PDF]
, 2009 This paper presents an axiomatic scheme for interest rate models in discrete time. We take a pricing kernel approach, which builds in the arbitrage-free property and provides a link to equilibrium economics.
Hughston, Lane P., Macrina, Andrea
core +2 more sources
INTEREST RATE PASS-THROUGH IN LITHUANIA
Ekonomika, 2011 The paper considers the pass-through of the interbank and retail interest rates for the case of Lithuania. The need for the interest rate transmission analysis has grown during the volatile market period caused by the global financial crisis.
Vytenis Lapinskas
doaj +1 more source
INTEREST RATE METRIS SYSTEM: ALTERNATIVE STRATEGY FOR BANKING INDUSTRY
Buletin Ekonomi Moneter dan Perbankan, 2016 The financial transaction facilities including Automated Teller Machine (ATM), mobile banking, or internet banking can help customers to make real time transactions across location and time zones.
Stephanus Ivan Goenawan
doaj +1 more source
Journal of Risk and Financial Management, 2020 Negative interest rates are an invention of monetary authorities to show that monetary activism does not have boundaries, i.e., as if there is no such thing as a liquidity trap. Their presence in the financial landscape has redefined the benefits to savers and to investors.
Khoury, Sarkis Joseph, Pal, Poorna C.
openaire +3 more sources
EXCHANGE RATE AND INTEREST RATE DIFFERENTIAL IN G7 ECONOMIES
Buletin Ekonomi Moneter dan Perbankan, 2019 We offer new insights on the dynamics of the exchange rate–interest rate differential for the case of G7 economies. We show that the nexus is better considered using an asymmetric model, as suggested by a host of previous studies.
Peter Golit +4 more
doaj +1 more source
SSRN Electronic Journal, 2021 This paper demonstrates how a central bank might operationalize an expanded role inclusive of managing risks from environmental pollution. The analysis introduces the green interest rate (rg) which depends on temporal changes in the pollution intensity of output.
openaire +2 more sources
Interest rate stepping: Theory and evidence
Journal of Economic and Financial Sciences, 2007 A stylised fact of monetary policymaking is that central banks do not immediately respond to new information but seem instead to prefer to wait until sufficient ‘evidence’ to warrant a change has accumulated.
Sylvester Eijffinger +2 more
doaj +1 more source
Negative Interest Rate Policy in Switzerland
Entrepreneurial Business and Economics Review, 2018 Objective: The purpose of this study is to present a review of the negative interest rate policy of the Swiss National Bank (SNB) after the outbreak of the financial crisis, in the context of falling real interest rates.
Elisabeth Ziegler-Hasiba, Ernesto Turnes
doaj +1 more source