Short Rate Interest Models - Articles - Scientific Research Publishing

Consistency of Extended Nelson-Siegel Curve Families with the Ho-Lee and Hull and White Short Rate Models (Articles)

Patricia Kisbye, Karem Meier

Journal of Mathematical Finance Vol.7 No.4，November 17, 2017

DOI: 10.4236/jmf.2017.74050 899 Downloads 2,044 Views Citations
Recursive Estimation for Continuous Time Stochastic Volatility Models Using the Milstein Approximation (Articles)

Theodoro Koulis, Alexander Paseka, Aerambamoorthy Thavaneswaran

Journal of Mathematical Finance Vol.3 No.3，August 15, 2013

DOI: 10.4236/jmf.2013.33036 3,383 Downloads 5,688 Views Citations
Inference for Interest Rate Models Using Milstein’s Approximation (Articles)

Theodoro Koulis, Aera Thavaneswaran

Journal of Mathematical Finance Vol.3 No.1，February 28, 2013

DOI: 10.4236/jmf.2013.31010 3,681 Downloads 7,310 Views Citations
Interest-Rate Modeling Conundrums (Articles)

Peter C. L. Lin

Journal of Mathematical Finance Vol.4 No.5，November 26, 2014

DOI: 10.4236/jmf.2014.45030 4,169 Downloads 5,218 Views Citations
Predicting Bank Interests When Monetary Rates Are Close to Zero (Articles)

Laura Parisi, Igor Gianfrancesco, Camillo Giliberto, Paolo Giudici

Applied Mathematics Vol.7 No.1，January 11, 2016

DOI: 10.4236/am.2016.71001 4,592 Downloads 5,546 Views Citations
The Impact of Interest Rate Marketization on China’s Commercial Banks and Its Tactics (Articles)

Xinrong Cui

Journal of Mathematical Finance Vol.6 No.5，November 24, 2016

DOI: 10.4236/jmf.2016.65061 2,868 Downloads 6,113 Views Citations
To an Axiomatic Model of Rate of Growth (Articles)

Václav Studený, Ivan Mezník

Applied Mathematics Vol.4 No.9，September 20, 2013

DOI: 10.4236/am.2013.49179 4,809 Downloads 6,611 Views Citations
Estimating the Neutral Real Interest Rate of the Brazilian Economy in the Post-Inflation Period (Articles)

Marivia de Aguiar Nunes, Augusto Mussi Alvim

Modern Economy Vol.14 No.3，March 22, 2023

DOI: 10.4236/me.2023.143016 157 Downloads 782 Views Citations
A Research on Interbank Loan Interest Rate Fluctuation Characteristics and the VaR Risk of China’s Commercial Banks (Articles)

Baoqian Wang, Cheng Wang, Xikun Zhang

Modern Economy Vol.3 No.6，October 31, 2012

DOI: 10.4236/me.2012.36097 5,749 Downloads 8,805 Views Citations
The Determinants of Interest Rate Spreads in Nigeria: An Empirical Investigation (Articles)

Anthony E. Akinlo, Babatunde Olanrewaju Owoyemi

Modern Economy Vol.3 No.7，November 29, 2012

DOI: 10.4236/me.2012.37107 7,991 Downloads 15,212 Views Citations
Fiscal Imbalances and Interest Rate Change in Pakistan: A Co-Integration Analysis (Articles)

Zaeema Islam, Asghar Ali, Irfan Ahmad Baig, Sajjad Ahmad Baig, Muhammad Hashim, Muhammad Zia-Ur-Rehman

Theoretical Economics Letters Vol.5 No.5，October 9, 2015

DOI: 10.4236/tel.2015.55072 3,801 Downloads 4,862 Views Citations
Monumental Behaviorism and Courageousness in Industrialized Economies Central Banks for Developing Economies Lessons (Articles)

Seum Chhay, Nai-Wen Li, Lei Wang

Journal of Financial Risk Management Vol.5 No.2，June 23, 2016

DOI: 10.4236/jfrm.2016.52011 1,973 Downloads 3,059 Views Citations
Will the EU Policy of the Increasing Interest Rate Be Able to Reduce Inflation? Do We Need Keynes to Win the Battle against the 2023-2029 Continuing Depression? (Articles)

Alexandros M. Goulielmos

Modern Economy Vol.14 No.9，September 18, 2023

DOI: 10.4236/me.2023.149063 120 Downloads 514 Views Citations
Models of the Short Interest Rate in Discrete Processes (Articles)

Naoyuki Ishimura, Bold Javkhlan, MasaAki Nakamura, Zheng Wei

Open Journal of Applied Sciences Vol.3 No.1B1，July 11, 2013

DOI: 10.4236/ojapps.2013.31B1003 4,674 Downloads 6,216 Views Citations
The Distribution of the Value of the Firm and Stochastic Interest Rates (Articles)

S. Lakshmivarahan, Shengguang Qian, Duane Stock

Journal of Mathematical Finance Vol.2 No.1，February 28, 2012

DOI: 10.4236/jmf.2012.21009 4,418 Downloads 8,253 Views Citations
The Policy Role in the Stock Markets (Articles)

Moawia Alghalith, Esha Ramlogan, Martin Franklin

Theoretical Economics Letters Vol.2 No.2，May 24, 2012

DOI: 10.4236/tel.2012.22042 4,727 Downloads 8,740 Views Citations
Research on Credit Risk Measurement Based on Uncertain KMV Model (Articles)

Ni Zhan, Liang Lin, Ting Lou

Journal of Applied Mathematics and Physics Vol.1 No.5，September 27, 2013

DOI: 10.4236/jamp.2013.15003 5,156 Downloads 8,772 Views Citations
Testing Continuous-Time Interest Rate Model for Chinese Repo Market (Articles)

Huimin Zhao, Fangping Peng

Journal of Mathematical Finance Vol.5 No.1，January 29, 2015

DOI: 10.4236/jmf.2015.51003 3,008 Downloads 3,913 Views Citations
In-Arrears Interest Rate Derivatives under the 3/2 Model (Articles)

Joanna Goard

Modern Economy Vol.6 No.6，June 18, 2015

DOI: 10.4236/me.2015.66067 3,732 Downloads 4,750 Views Citations
A Kind of Neither Keynesian Nor Neoclassical Model (3): The Decision of Inflation (Articles)

Ming’an Zhan, Zhan Zhan

Open Access Library Journal Vol.4 No.1，January 18, 2017

DOI: 10.4236/oalib.1103333 929 Downloads 1,739 Views Citations

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