Results 21 to 30 of about 5,303,198 (310)
Interest rate pass-through in Turkey during the period of unconventional interest rate corridor
Quantitative Finance and Economics, 2018 After adopting new monetary policy framework at the end of 2010, the Central Bank of the Republic of Turkey (CBRT) started actively using both multiple short-term policy rates and funding composition over the banks in order to manage the liquidity ...
Serçin ŞAHİN, Serkan ÇİÇEK
doaj +1 more source
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
INFLATION, INTEREST RATE AND CREDIT RATE IN INDONESIA
Jurnal Manajemen Indonesia, 2017 Inflasi akan mempengaruhi tingkat suku bunga. Ketika inflasi naik maka tingkat suku bunga akan meningkat begitupun sebaliknya, ketika inflasi turun maka tingkat suku bunga akan menurun juga.
Eneng Nur Hasanah
doaj +1 more source
Physica A: Statistical Mechanics and its Applications, 2008 8 pages, 8 figures.
M. Kanevski +3 more
openaire +3 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
Hierarchically Fusing Long and Short-Term User Interests for Click-Through Rate Prediction in Product Search [PDF]
, 2023 Estimating Click-Through Rate (CTR) is a vital yet challenging task in personalized product search. However, existing CTR methods still struggle in the product search settings due to the following three challenges including how to more effectively extract users' short-term interests with respect to multiple aspects, how to extract and fuse users' long ...
arxiv +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
Attacks on Dynamic DeFi Interest Rate Curves [PDF]
arXiv, 2023 As decentralized money market protocols continue to grow in value locked, there have been a number of optimizations proposed for improving capital efficiency. One set of proposals from Euler Finance and Mars Protocol is to have an interest rate curve that is a proportional-integral-derivative (PID) controller.
arxiv
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
Time and Frequency Structure of Causal Correlation Network in China Bond Market [PDF]
, 2016 There are more than eight hundred interest rates published in China bond market every day. Which are the benchmark interest rates that have broad influences on most interest rates is a major concern for economists. In this paper, multi-variable Granger causality test is developed and applied to construct a directed network of interest rates, whose ...
arxiv +1 more source