Continuous Time Models of Interest Rate: Testing Peso-Dollar Exchange Rate by José Antonio Núñez, Elizabeth Ortega

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Pricing of European Currency Options with Uncertain Exchange Rate and Stochastic Interest Rates by Xiao Wang

“…Suppose that the interest rates obey stochastic differential equations, while the exchange rate follows an uncertain differential equation; this paper proposes a new currency model. …”
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The Profit Rate-Interest Rate Nexus: Evidence from Machine Learning Algorithms by Mehmet Yeşilyaprak, Ali Polat, Önder Özgür, Süleyman Şahal

“…As ex- pected, however, domestic and global interest rates appear to have great significance in how deposit banks set their rates. …”
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Pricing Option with Stochastic Interest Rates and Transaction Costs in Fractional Brownian Markets by Lina Song, Kele Li

“…Two factors, stochastic interest rates and transaction costs, are taken into account. …”
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Optimal Asset Allocation for CRRA and CARA Insurers under the Vasicek Interest Rate Model by Hanlei Hu, Shaoyong Lai, Hongjing Chen

“…This paper considers the reinsurance-investment problem with interest rate risks under constant relative risk aversion and constant absolute risk aversion preferences, respectively. …”
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The threshold effects of inflation rate, interest rate, and exchange rate on economic growth in Nigeria by Olajide O. Oyadeyi, Tolulope T. Osinubi, Munacinga Simatele, Oluwadamilola A. Oyadeyi

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Negative interest rates, excess reserves and tiering of the ECB: How heavily are banks burdened? by Jens Klose

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D. Ricardo’s theory of comparative advantages as applied to interest rate swaps in the financial market by M. B. Kitinov

“…To achieve this goal, it was necessary to solve the following tasks: to give a brief overview of the comparative advantages’ theory, to designate an example of the “interest rate swap” instrument, to illustrate the application of the comparative advantages’ theory to the “interest rate swap” instrument. …”
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The Role of the Risk-Neutral Jump Size Distribution in Single-Factor Interest Rate Models by L. Gómez-Valle, J. Martínez-Rodríguez

“…We obtain a result that relates the risk-neutral jump size of interest rates with yield curve data. This function is unobservable; therefore, this result opens a way to estimate the jump size directly from data in the markets together with the risk-neutral drift and jump intensity estimations. …”
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Loan interest rates, credit guarantees, and lifestyle on credit making decisions at financing companies by Hendri Herman, Vargo Christian L Tobing, Andi Hidayatul Fadlilah, Syahrial Shaddiq, Muhammad Bahit

Subjects: “…credit decision, credit interest rate, credit guarantee, llifestyle…”
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Interest Rate and Loan Portfolio Performance of Commercial Banks in Uganda: Case of Stanbic Bank. by Mwebesa, Samson

“…The study was about interest rate and loan portfolio performance of commercial banks in Uganda with a reference to Stanbic Bank, Kampala. …”
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Optimal Investment Strategies for DC Pension with Stochastic Salary under the Affine Interest Rate Model by Chubing Zhang, Ximing Rong

“…We study the optimal investment strategies of DC pension, with the stochastic interest rate (including the CIR model and the Vasicek model) and stochastic salary. …”
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How Strongly Does German Residential Construction React to Rising Capital Market Interest Rates? by Norbert Hiller, Oliver Lerbs

“…This article takes an empirical look at how German housing construction has reacted to past changes in capital market interest rates. We find that without taking appropriate measures, a heavy drop in housing construction is very likely. …”
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THE CASUAL RELATIONSHIP BETWEEN INFLATION UNCERTAINTY AND INTEREST RATE IN TURKEY: ROLLING WINDOW CAUSALITY TEST by İşıl Erem Ceylan, Ramazan Ekinci, Osman Tüzün, Fatih Ceylan

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Interest Rate Pass‑through and Monetary Policy Transmission in SADC and EAC Countries: Implications for Monetary Union by Damilola Oyetade, Ephrem Habtemichael Redda, Paul‑Francois Muzindutsi

Subjects: “…interest rate pass‑through…”
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Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate by Yanhong Zhong, Guohe Deng

“…This paper presents an extension of double Heston stochastic volatility model by incorporating stochastic interest rates and derives explicit solutions for the prices of the continuously monitored fixed and floating strike geometric Asian options. …”
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Fast Fourier Transform Based Power Option Pricing with Stochastic Interest Rate, Volatility, and Jump Intensity by Jiexiang Huang, Wenli Zhu, Xinfeng Ruan

“…Firstly, we present a more general and realistic double-exponential jump model with stochastic volatility, interest rate, and jump intensity. Using Feynman-Kac formula, we obtain a partial integrodifferential equation (PIDE), with respect to the moment generating function of log underlying asset price, which exists an affine solution. …”
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Measuring Interest Rate Risk with Embedded Option Using HPL-MC Method in Fuzzy and Stochastic Environment by Enlin Tang, Wei Du

“…Under the condition of continuous innovation of financial derivatives and marketization of interest rate, interest rates fluctuate more frequently and fiercely, and the measurement of interest rate risk also attracts more attention. …”
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The impact of inflation and interest rates on global stock markets: The moderating role of consumer confidence across five continents by Ahmad Zidni Nuuron A'la, Agus Sucipto, Indah Yuliana

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Impact of High Interest Rates on the Performance of Small & Medium Size Enterprises: A Case Study of Kabale Municipality. by Niwenyesiga, Anita

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