scholarly journals Multiple curve Lévy forward price model allowing for negative interest rates

2019 ◽  
Vol 30 (1) ◽  
pp. 167-195 ◽  
Author(s):  
Ernst Eberlein ◽  
Christoph Gerhart ◽  
Zorana Grbac
Keyword(s):  
Interest Rates ◽  
Price Model ◽  
Forward Price ◽  
Negative Interest Rates

Multiple Curve LLvy Forward Price Model Allowing for Negative Interest Rates

2018 ◽  
Author(s):  
Ernst Eberlein ◽  
Christoph Gerhart ◽  
Zorana Grbac
Keyword(s):  
Interest Rates ◽  
Price Model ◽  
Forward Price ◽  
Negative Interest Rates

Five Mysteries Surrounding Low and Negative Interest Rates

CFA Digest ◽  
2017 ◽  
Vol 47 (8) ◽  
Author(s):  
Jakub M. Szudejko
Keyword(s):  
Interest Rates ◽  
Negative Interest Rates

Negative Interest Rates

2016 ◽  
Author(s):  
Anastasios Anastasopoulos
Keyword(s):  
Interest Rates ◽  
Negative Interest Rates

Adapting Lending Policies When Negative Interest Rates Hit Bankss Profits

2018 ◽  
Author(s):  
Oscar Arce ◽  
Miguel Garcia-Posada ◽  
Sergio Mayordomo ◽  
Steven R. G. Ongena
Keyword(s):  
Interest Rates ◽  
Negative Interest Rates

Effects of Negative Interest Rates on Floating Rate Loans and Bonds. Analysis of Legal and Financial Profiles

2017 ◽  
Author(s):  
Simone Alvaro ◽  
Aurelio Gentili ◽  
Carlo Mottura
Keyword(s):  
Interest Rates ◽  
Negative Interest Rates ◽  
Floating Rate

The channels of banks’ response to negative interest rates

2021 ◽  
Vol 131 ◽  
pp. 104228
Author(s):  
Whelsy Boungou ◽  
Paul Hubert
Keyword(s):  
Interest Rates ◽  
Negative Interest Rates
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