Macroprudential policy and interest rate spillovers
Sign Up to like & getrecommendations! Published in 2021 at "Applied Economics Letters"
DOI: 10.1080/13504851.2021.1975025
Abstract: We analyse how macroprudential policies in a panel of emerging economies affect spillovers from changes in long-term government bond yields in the United States. We show that a tightening in foreig... read more here.
Keywords: interest rate; policy interest; rate spillovers; macroprudential policy ... See more keywords
Reinsurance Policy under Interest Force and Bankruptcy Prohibition
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DOI: 10.3390/axioms12040378
Abstract: In this paper, we solve an optimal reinsurance problem in the mathematical finance area. We assume that the surplus process of the insurance company follows a controlled diffusion process and the constant interest rate is… read more here.
Keywords: policy interest; reinsurance policy; reinsurance; policy ... See more keywords