'Interest Rates as Options': Assessing the Markets' View of the Liquidity Trap-Reference-Cited by-同舟云学术

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'Interest Rates as Options': Assessing the Markets' View of the Liquidity Trap

Published:2003 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Bomfim Antulio N.

Publisher

Elsevier BV

Reference12 articles.

1. Kalman Filtering of Generalized Vasicek Term Structure Models;S Babbs;Journal of Financial and Quantitative Analysis,1999

2. The Central Tendency: A Second Factor in Bond Yields;P Balduzzi;The Review of Economics and Statistics,1998

3. The Liquidity Trap Revisited;J Baz;Risk Magazine,1998

4. The Federal Funds Rate and the Channels of Monetary Transmission;B Bernanke;November 21, 2002. and A. Blinder,1992

5. Arbitrage Theory in Continuous Time

Cited by 6 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. リアルオプション研究の新しい方向をめざして;Communications of the Japan Association of Real Options and Strategy;2017

2. Monetary Policy Expectations at the Zero Lower Bound;Journal of Money, Credit and Banking;2016-09-15

3. Measuring the stance of monetary policy in zero lower bound environments;Economics Letters;2013-01

4. Monetary Policy Expectations at the Zero Lower Bound;SSRN Electronic Journal;2013

5. Zero Bound, Option-Implied PDFs, and Term Structure Models;SSRN Electronic Journal;2009

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