A tractable interest rate model with explicit monetary policy rates-Reference-Cited by-同舟云学术

A tractable interest rate model with explicit monetary policy rates

Published:2016-06 Issue:3 Volume:251 Page:873-887
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Renne Jean-Paul^ORCID

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference55 articles.

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5. The mechanics of a graceful exit: interest on reserves and segmentation in the federal funds market;Bech;Journal of Monetary Economics,2011

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