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Material Type: Article
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Term structure modelling for multiple curves with stochastic discontinuitiesFontana, Claudio ; Grbac, Zorana ; Gümbel, Sandrine ; Schmidt, ThorstenFinance and stochastics, 2020-04, Vol.24 (2), p.465-511 [Peer Reviewed Journal]Berlin/Heidelberg: Springer Berlin HeidelbergFull text available |
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Material Type: Article
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Interest rate structured products: can they improve the risk-return profile?Fusai, Gianluca ; Longo, Giovanni ; Zanotti, GiovannaThe European journal of finance, 2022-10, Vol.28 (13-15), p.1481-1512 [Peer Reviewed Journal]London: RoutledgeFull text available |
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On the impact of low interest rates on common withdrawal rules in old ageChen, An ; Schelling, Stefan ; Sørensen, NilsThe European journal of finance, 2023-06, Vol.29 (9), p.999-1021 [Peer Reviewed Journal]London: RoutledgeFull text available |
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Do Divisia monetary aggregates help forecast exchange rates in a negative interest rate environment?Molinas, Luis Antonio ; Binner, Jane M. ; Tong, MengThe European journal of finance, 2023-05, Vol.29 (7), p.780-799 [Peer Reviewed Journal]London: RoutledgeFull text available |
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Material Type: Article
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A stochastic control perspective on term structure models with roll-over riskFontana, Claudio ; Pavarana, Simone ; Runggaldier, Wolfgang J.Finance and stochastics, 2023-10, Vol.27 (4), p.903-932 [Peer Reviewed Journal]Berlin/Heidelberg: Springer Berlin HeidelbergFull text available |
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Material Type: Article
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The Effect of the U.S. Quantitative Easing on the Term Structure. A Spatial Panel Model ApproachAlmeida, Alejandro ; Golpe, Antonio A ; Martín, Juan Manuel ; Vides, José CarlosFinance a úvěr, 2023-01, Vol.73 (1), p.2-23 [Peer Reviewed Journal]Prague: Charles University, Faculty of Social SciencesFull text available |
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Material Type: Article
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The effects of negative interest rates: a literature review and additional evidence on the performance of the European banking sectorCarbó-Valverde, Santiago ; Cuadros-Solas, Pedro J. ; Rodríguez-Fernández, FranciscoThe European journal of finance, 2021-12, Vol.27 (18), p.1908-1938 [Peer Reviewed Journal]London: RoutledgeFull text available |
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Material Type: Article
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Long term equity risk premiums in the UK and US: A cautionary tale of weak mean reversionHodgson, Allan ; Okunev, JohnThe European journal of finance, 2022-11, Vol.28 (17), p.1728-1744 [Peer Reviewed Journal]London: RoutledgeFull text available |
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Material Type: Article
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The Effect of ECB Forward Guidance on the Term Structure of Interest RatesHubert, Paul ; Labondance, FabienInternational journal of central banking, 2018-12, Vol.14 (5), p.193-222Bank for International SettlementsFull text available |
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Material Type: Article
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Ultra-short tenor yield curve for intraday trading and settlementGolub, Anton ; Grossmass, Lidan ; Poon, Ser-HuangThe European journal of finance, 2021-03, Vol.27 (4-5), p.441-459 [Peer Reviewed Journal]London: RoutledgeFull text available |