✦ LIBER ✦

A comprehensive analysis of the short-term interest-rate dynamics

✍ Scribed by Turan G. Bali; Liuren Wu

Book ID: 116614667
Publisher: Elsevier Science
Year: 2006
Tongue: English
Weight: 292 KB
Volume: 30
Category: Article
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2005.05.003

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Short-term interest rate dynamics: a spa

Short-term interest rate dynamics: a spatial approach

✍ Federico M. Bandi 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 539 KB

A comparison of short-term interest rate

A comparison of short-term interest rate models: empirical tests of interest rate volatility

✍ Niizeki, Mikiyo Kii 📂 Article 📅 1998 🏛 Taylor and Francis Group 🌐 English ⚖ 194 KB

Threshold Dynamics of Short-term Interes

Threshold Dynamics of Short-term Interest Rates: Empirical Evidence and Implications for the Term Structure

✍ Theofanis Archontakis; Wolfgang Lemke 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 562 KB

On the robustness of short–term interest

On the robustness of short–term interest rate models

✍ Sirimon Treepongkaruna; Stephen Gray 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 805 KB

Nonlinear asymmetric models of the short

Nonlinear asymmetric models of the short-term interest rate

✍ K. Ozgur Demirtas 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 218 KB 👁 2 views

This study introduces a generalized discrete time framework to evaluate the empirical performance of a wide variety of well-known models in capturing the dynamic behavior of short-term interest rates. A new class of models that displays nonlinearity and asymmetry in the drift, and incorporates the l

THE IMPACT OF MONEY ON SHORT-TERM INTERE

THE IMPACT OF MONEY ON SHORT-TERM INTEREST RATES

✍ WILLIAM REICHENSTEIN 📂 Article 📅 1987 🏛 Oxford University Press 🌐 English ⚖ 862 KB