Simon Lalancette - Dokumente zum Namen - alle Infos bei Yasni.de

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Monetary Policy and Interest Rate Caps: A Regime-Shift Approach by...

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In this paper, we derive and empirically test a regime-shifting dynamic term structure model for pricing interest rate caps. The central state variables are the

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Dokumente zum Namen Simon Lalancette

Monetary Policy and Interest Rate Caps: A Regime-Shift Approach by...