ERN: Monetary Economics & Interest Rates (Topic)

An Accompaniment to a Course on Interest Rate Modeling: With Discussion of Black-76, Vasicek and HJM Models and a Gentle Introduction to the Multivariate LIBOR Market Model

Pub Date : 2013-07-10 DOI: 10.2139/ssrn.2001007 Vasily Nekrasov

Preferred-Habitat and Demand Factors in the Term Structure: Evidence from the Chinese Bond Market

Pub Date : 2013-01-10 DOI: 10.2139/ssrn.2018540 Longzhen Fan, Canlin Li, Guofu Zhou

Remedies for the Eurozone Crisis: Quack and Otherwise

Pub Date : 2012-06-06 DOI: 10.2139/ssrn.2078821 M. Sawyer