The Nature of the Dependence of Magnitude of Rate Moves on the Rates Levels: A Universal Relationship
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Publisher
Elsevier BV
Reference31 articles.
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. A Practical Stochastic Model for Projecting Nominal Interest Rates in a Monte Carlo Setting;SSRN Electronic Journal;2020
2. Stylized Facts about the Level of Inflation and Short and Long-Term Interest Rates;SSRN Electronic Journal;2015
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