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DP10887 Demographics and the Secular Stagnation Hypothesis in Europe 智库出版物
2015
作者:  Carlo A. Favero;  Vincenzo Galasso
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Europe  Growth  Real interest rates  Stochastic mortality  
DP4263 Can Coasean Bargaining Justify Pigouvian Taxation? 智库出版物
2004
作者:  Stephanie Rosenkranz;  Patrick W. Schmitz
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Term structure of interest rates  Bond yields  Stochastic discount factor/pricing kernel  Regime switching  
DP3314 IPO Pricing in the dot-com Bubble 智库出版物
2002
作者:  Alexander Ljungqvist;  William J Wilhelm Jr
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Corporate bonds  Call  Default  Stochastic interest rates  Endogenous bankruptcy  Optimal exercise boundary  Hedging  Duration