Results 1 to 10 of about 1,474,757 (151)
Option Pricing, Zero Lower Bound, and COVID-19
Risks, 2021 This paper provides a quantitative assessment of equity options priced at the Zero Lower Bound, i.e., when interest rates are set essentially to zero. We obtain closed form formulas for American options when the Zero Lower Bound policy holds.
Giacomo Morelli, Lea Petrella
doaj +3 more sources
How does the Vietnamese stock market react when the Fed gives an announcement in time at the zero lower bound? [PDF]
HeliyonThis study analyzes the impact of US’s UMP announcements on the Vietnamese stock market during the 2008 GFC and COVID-19 pandemic. Utilizing an event study methodology, it examines both market-wide and sectors-specific stock reactions.
Nam Ngo +3 more
doaj +2 more sources
Exchange rate movements in the presence of the zero lower bound [PDF]
Banks and Bank Systems, 2017 Exchange rates are expected to adjust according to the stance of monetary policies, which are in normal times differences in interest rates set by the central banks.
Jens Klose
doaj +1 more source
A Lower Bound for the Volatility Swap in the Lognormal SABR Model
Axioms, 2023 In the short time to maturity limit, it is proved that for the conditionally lognormal SABR model the zero vanna implied volatility is a lower bound for the volatility swap strike.
Elisa Alòs +2 more
doaj +1 more source
On the zero forcing number of generalized Sierpinski graphs [PDF]
Transactions on Combinatorics, 2019 In this article we study the Zero forcing number of Generalized Sierpi\'{n}ski graphs $S(G,t)$. More precisely, we obtain a general lower bound on the Zero forcing number of $S(G,t)$ and we show that this bound is tight.
Ebrahim Vatandoost +2 more
doaj +1 more source
Fractal and Fractional, 2023 This paper applies two different types of Riemann–Liouville derivatives to solve fractional differential equations of second order. Basically, the properties of the Riemann–Liouville fractional derivative depend mainly on the lower bound of the integral ...
Abdulrahman B. Albidah
doaj +1 more source
A Short Proof for a Lower Bound on the Zero Forcing Number
Discussiones Mathematicae Graph Theory, 2020 We provide a short proof of a conjecture of Davila and Kenter concerning a lower bound on the zero forcing number Z(G) of a graph G. More specifically, we show that Z(G) ≥ (g − 2)(δ − 2) + 2 for every graph G of girth g at least 3 and minimum degree δ at
Fürst Maximilian, Rautenbach Dieter
doaj +1 more source
Risks, 2022 In the present paper, we investigate the financial homogeneity of the euro area economies by contrasting eurozone countries’ responses to monetary policy steps to the theoretical assumptions of the liquidity trap phenomenon.
Tibor Tatay +2 more
doaj +1 more source
Monetary policy at the zero lower bound. Geldpolitik an der Null-Zins-Grenze
Eesti Majanduspoliitilised Väitlused, 2015 Both interest rates and inflation rates in the Euro area have reached levels dangerously close to zero. By the strategy of quantitative easing the ECB has been providing ample liquidity – yet without lasting success.
Karen Cabos
doaj +1 more source
On the achievable rate of bandlimited continuous-time AWGN channels with 1-bit output quantization
EURASIP Journal on Wireless Communications and Networking, 2021 We consider a real continuous-time bandlimited additive white Gaussian noise channel with 1-bit output quantization. On such a channel the information is carried by the temporal distances of the zero-crossings of the transmit signal.
Sandra Bender +2 more
doaj +1 more source