Multiple curve Lévy forward price model allowing for negative interest rates

Mathematical Finance ◽

10.1111/mafi.12210 ◽

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

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Multiple Curve LLvy Forward Price Model Allowing for Negative Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.3175950 ◽

2018 ◽

Author(s):

Ernst Eberlein ◽

Christoph Gerhart ◽

Zorana Grbac

Keyword(s):

Interest Rates ◽

Price Model ◽

Forward Price ◽

Negative Interest Rates

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Five Mysteries Surrounding Low and Negative Interest Rates

10.2469/dig.v47.n8.6 ◽

2017 ◽

Vol 47 (8) ◽

Author(s):

Jakub M. Szudejko

Keyword(s):

Interest Rates ◽

Negative Interest Rates

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Negative Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.2875057 ◽

2016 ◽

Author(s):

Anastasios Anastasopoulos

Keyword(s):

Interest Rates ◽

Negative Interest Rates

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Adapting Lending Policies When Negative Interest Rates Hit Bankss Profits

SSRN Electronic Journal ◽

10.2139/ssrn.3161924 ◽

2018 ◽

Author(s):

Oscar Arce ◽

Miguel Garcia-Posada ◽

Sergio Mayordomo ◽

Steven R. G. Ongena

Keyword(s):

Interest Rates ◽

Negative Interest Rates

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

SSRN Electronic Journal ◽

10.2139/ssrn.3269863 ◽

2017 ◽

Author(s):

Simone Alvaro ◽

Aurelio Gentili ◽

Carlo Mottura

Keyword(s):

Interest Rates ◽

Negative Interest Rates ◽

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Negative interest rates, excess liquidity and retail deposits: Banks’ reaction to unconventional monetary policy in the euro area

European Economic Review ◽

10.1016/j.euroecorev.2021.103745 ◽

2021 ◽

pp. 103745

Author(s):

Selva Demiralp ◽

Jens Eisenschmidt ◽

Thomas Vlassopoulos

Keyword(s):

Monetary Policy ◽

Interest Rates ◽

Euro Area ◽

Unconventional Monetary Policy ◽

Negative Interest Rates ◽

Excess Liquidity

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Negative interest rates: How do they work? Case studies in Japan, Europe, Switzerland, Sweden, and Denmark

Journal of Corporate Accounting & Finance ◽

10.1002/jcaf.22490 ◽

2021 ◽

Author(s):

Jacquelyne Gilman

Keyword(s):

Interest Rates ◽

Case Studies ◽

Negative Interest Rates

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The channels of banks’ response to negative interest rates

Journal of Economic Dynamics and Control ◽

10.1016/j.jedc.2021.104228 ◽

2021 ◽

Vol 131 ◽

pp. 104228

Author(s):

Whelsy Boungou ◽

Paul Hubert

Keyword(s):

Interest Rates ◽

Negative Interest Rates

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Empirical Evidence of the Lending Channel of Monetary Policy under Negative Interest Rates

The Quarterly Review of Economics and Finance ◽

10.1016/j.qref.2021.06.013 ◽

2021 ◽

Author(s):

Whelsy Boungou

Keyword(s):

Monetary Policy ◽

Interest Rates ◽

Empirical Evidence ◽

Lending Channel ◽

Negative Interest Rates

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Keep the faith in banking: New evidence for the effects of negative interest rates based on the case of Finnish cooperative banks

International Review of Financial Analysis ◽

10.1016/j.irfa.2021.101724 ◽

2021 ◽

pp. 101724

Author(s):

Juha Junttila ◽

Juhani Raatikainen ◽

Jukka Perttunen

Keyword(s):

Interest Rates ◽

Negative Interest Rates ◽

Cooperative Banks ◽

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