Relevant bibliographies by topics / And SBI Interest Rate

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'And SBI Interest Rate'

Author: Grafiati
Published: 5 June 2025
Last updated: 15 July 2025

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Journal articles on the topic "And SBI Interest Rate"

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Negara, Andi Kusuma, and Erni Agung Nugrohojati. "TINGKAT INFLASI, SUKU BUNGA SERTIFIKAT BANK INDONESIA DAN PRODUK DOMESTIK BRUTO TERHADAP INDEKS HARGA SAHAM GABUNGAN." Jurnal Comparative: Ekonomi dan Bisnis 5, no. 1 (2023): 59. http://dx.doi.org/10.31000/combis.v5i1.8088.

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The purpose of this research is to obtain empirical evidence of the influence of the inflation rate, interest rates on Bank Indonesia Certificates (SBI) and Gross Domestic Product (GDP). The independent variables used are inflation, SBI interest rates, and Gross Domestic Product (GDP). The dependent variable used is the Composite Stock Price Index (IHSG) policy. In this study, the macroeconomic factors used were the inflation rate, SBI interest rates and GDP. The data taken is the monthly closing price of each dependent and independent variable. The sampling method is 60 months of closing pric
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Jaya, Nyoman Herry Apryanta, and Nyoman Djinar Setiawina. "PENGARUH SUKU BUNGA SBI, IMPOR DAN EKSPOR TERHADAP KURS RUPIAH/DOLAR AMERIKA SERIKAT TAHUN 2010-2018." E-Jurnal Ekonomi Pembangunan Universitas Udayana 11, no. 8 (2022): 2959. http://dx.doi.org/10.24843/eep.2022.v11.i08.p03.

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Exchange rate the value of country's currency with value of another country's currency, which used to conduct international trade. Currency exchange rates or exchange rates are one of the most important macroeconomic variables, because movements in the exchange rates will affect economic stability. The research objectives to 1) analyze the effect of SBI interest rates, imports, and exports simultaneously on the rupiah / US dollar exchange rate in 2010-2018. 2) partially analyze the effect of SBI, Import, and Export interest rates on the rupiah / US dollar exchange rate in 2010-2018. 3) determi
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Deviana, Nyimas. "ANALISIS PENGARUH SUKU BUNGA SBI, SUKU BUNGA KREDIT DAN NILAI TUKAR TERHADAP INFLASI DI INDONESIA PERIODE TAHUN 2006–2012." Jurnal Ekonomi Pembangunan 12, no. 2 (2014): 81–91. http://dx.doi.org/10.29259/jep.v12i2.4872.

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This research was aimed to identify the effect of SBI interest rate, loan interest rate and exchange rate on inflation in Indonesia. The data used in this research were quarterly data in the periods of 2006-2012. The data were analyzed qualitatively and quantitatively using multiple regression method, Ordinary least square (OLS). The research result showed that SBI interest rate variable had a negative effect on inflation as big as -1.748030, meaning that the increase of SBI interest rate was followed by the decrease of inflation rate. Loan interest rate variable had a positive effect on infla
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Lusi, Elviani Rangkuti, Khairani Lubis Farida, and Rismawati. "The Impact of the Rupiah/Dollar Exchange Rate, Inflation Against the SBI Interest Rate During the New Normal Period." International Journal of Multidisciplinary Research and Analysis 04, no. 12 (2021): 1841–46. https://doi.org/10.47191/ijmra/v4-i12-11.

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The Covid 19 pandemic has changed the order of Indonesian society and even the world; to prevent the spread of this virus, a new lifestyle or "New normal" is implemented, in which people can still do activities outside the home while adhering to health protocols. As a result of the economic sector's pandemic condition, the rupiah exchange rate against the dollar fell, as did inflation and interest rate values. The goal of this research is to determine the impact of the Rupiah exchange rate, inflation, and interest rates during the New Normal Period. The New Normal period, as we k
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Hasanudin. "The Effect of Inflation, Exchange Rate, BI Rate and Dow Jones Index to Indonesia Composite Index in Indonesia Stock Exchange on the Year 2013-2018." International Journal of Science and Society 3, no. 3 (2021): 50–60. http://dx.doi.org/10.54783/ijsoc.v3i3.353.

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The purpose of this study is to demonstrate the influence of inflation, currency exchange rates, SBI interest rates, and the Dow Jones index on the Jakarta Composite Index on the Indonesian Stock Exchange from 2013 to 2018. Methods of quantitative research utilizing Structural Equation Modeling (SEM) analytic techniques in conjunction with the use of SmartPLS 3. The findings of this study indicate that inflation has a substantial negative influence on the CSPI. This indicates that as inflation increases, the JCI decreases. The exchange rate has a substantial negative effect on the JCI. This de
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Rusdiansyah, Muhammad Nizar, and Dina Fitrisia Septiarini. "ANALISIS PENGARUH FAKTOR - FAKTOR MAKROEKONOMI TERHADAP NILAI AKTIVA BERSIH (NAB) REKSADANA SYARIAH PERIODE JANUARI 2015 – JUNI 2017." Jurnal Ekonomi Syariah Teori dan Terapan 5, no. 10 (2019): 860. http://dx.doi.org/10.20473/vol5iss201810pp860-876.

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This study aims to determine the effect of SBI interest rate, gold price, and JCI on Net Asset Value (NAV) of shariah mutual funds partially or simultaneously. This research uses saturated sampling technique that is monthly data from variable interest rate of Bank Indonesia Certificate (X1), gold price (X2), Composite Stock Price Index (X3), and Net Asset Value of Sharia Mutual Fund (Y) in January 2015 - June 2017. The results of this study show partially SBI and IHSG interest rate variables have a significant positive effect on NAV of Islamic mutual funds, while the variable significantly neg
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Augustpaosa Nariman, Hendang Tanusdjaja,. "Faktor-Faktor Yang Mempengaruhi Indeks Harga Saham Gabungan." Jurnal Ekonomi 24, no. 1 (2019): 144. http://dx.doi.org/10.24912/je.v24i1.546.

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The growth of the stock market in Indonesia from the Composite Stock Price Index (CSPI) showed quite fantastic in the last ten years after experiencing a downturn in the 2008 global financial crisis. The stock investment in the capital market is not the only type of financial investment, there is another type, namely Indonesia Bank Certificate (SBI) and money market measured by exchange rates. This study aims to find out how the SBI interest rate, exchange rate, money supply (M2) and inflation affect the JCI in the 2011-2015 periods. By using SPSS V20, it was found that in the period of SBI in
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Arum W, Nurani, and Didit Purnomo. "ANALISIS KAUSALITAS ANTARA PENDAPATAN NASIONAL DENGAN SUKU BUNGA MENGGUNAKAN METODE FINAL PREDICTION ERROR (FPE) TAHUN 1997.1 - 2003.4." Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan 6, no. 2 (2017): 196. http://dx.doi.org/10.23917/jep.v6i2.4001.

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The objective of this research is to verify if the national income variable influences interest rate, or vice versa, the interest rate influences national income. The research is conducted by using causality test of Final Prediction Error which is method for determining the optimal length in the way minimizing FPE.Result of the test by using FPE showed that there is one datum showing GNP stationer variable demonstrating to Mackinnon critical values 5%, the best testing model is model which having the minimum AIC, and also on interest rate of bank of Indonesia (SBI) there is one datum of statio
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Sutomo, Sutomo, and Johadi Johadi. "ANALISIS RIGIDITAS LENDING RATE PERBANKAN DI INDONESIA PERIODE JANUARI2001 - JUNI2004." Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan 5, no. 2 (2017): 193. http://dx.doi.org/10.23917/jep.v5i2.4042.

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The research aim's to know the influence of interest rate ofSBI, exchange rate, total bank lending, supply of funds and commercial bank amount to rigidly bank lending rate in Indonesian period of January 2001 until June 2004. The research use secondary data by character of time series. The research methodology used a partial adjustment model that rigidly bank lending rate are influence by all independent variable such interest rate of SBI, exchange rate, and total bank lending, supply of fund and commercial bank amount in banking sector. The empirical results that rigidly bank lending rate are
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Hasanudin, Hasanudin. "The Effect of Inflation, Exchange, SBI Interest Rate and Dow Jones Index on JCI on IDX 2013 – 2018." Budapest International Research and Critics Institute (BIRCI-Journal): Humanities and Social Sciences 4, no. 2 (2021): 2063–72. http://dx.doi.org/10.33258/birci.v4i2.1896.

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This analysis aims to display inflation, exchange rates of currencies, SBI, and the Dow Jones Index on IHSG and IDX from 2013 to 2018. Quantitative testing approaches using the SmartPLS 3 technology and Structural Equation Modeling (SEM) analysis techniques. Inflation has a large positive effect on the JCI. Which indicates that as inflation rises, the JCI value falls. Exchange rates significantly impact the JCI. Therefore, the exchange rate indicator directly affects the path of the high exchange rate, which reduces the JCI figure. The SBI rate has no Impact and negative on JCI. This means JCI
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Dissertations / Theses on the topic "And SBI Interest Rate"

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Chimanga, Taurai. "Interest Rate Derivatives : An analysis of interest rate hybrid products." Thesis, Stockholms universitet, Matematiska institutionen, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-56450.

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The globilisation phenomena is causing an increasing interaction between different markets and sectors. This has led to the evolution of derivative instruments from ”single asset” instruments to complex derivatives that have underlying assets from different markets, sectors and sub-sectors. These are the so-called hybrid products that have multi-assets as underlying instruments. This article focuses on interest rate hybrid products. In this article an analysis of the application of stochastic interest rate models and stochastic volatility models in pricing and hedging interest rate hybrid prod
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Kladívko, Kamil. "Interest Rate Modeling." Doctoral thesis, Vysoká škola ekonomická v Praze, 2005. http://www.nusl.cz/ntk/nusl-96400.

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I study, develop and implement selected interest rate models. I begin with a simple categorization of interest rate models and with an explanation why interest rate models are useful. I explain and discuss the notion of arbitrage. I use Oldrich Vasicek's seminal model (Vasicek; 1977) to develop the idea of no-arbitrage term structure modeling. I introduce both the partial di erential equation and the risk-neutral approach to zero-coupon bond pricing. I briefly comment on affine term structure models, a general equilibrium term structure model, and HJM framework. I present the Czech Treasury yi
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Jangenstål, Lovisa. "Hedging Interest Rate Swaps." Thesis, KTH, Matematisk statistik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-169390.

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This thesis investigates hedging strategies for a book of interest rate swaps of the currencies EUR and SEK. The aim is to minimize the variance of the portfolio and keep the transaction costs down. The analysis is performed using historical simulation for two different cases. First, with the real changes of the forward rate curve and the discount curve. Then, with principal component analysis to reduce the dimension of the changes in the curves. These methods are compared with a method using the principal component variance to randomize new principal components.<br>Den här uppsatsen undersöke
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Epstein, D. "Uncertain interest rate modelling." Thesis, University of Oxford, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.302139.

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In this thesis, we introduce a non-probabilistic model for the short-term interest rate. The key concepts involved in this new approach are the non-diffusive nature of the short rate process and the uncertainty in the model parameters. The model assumes the worst possible outcome for the short rate path when pricing a fixed-income product (from the point of view of the holder) and differs in many important ways from the traditional approaches of fully deterministic or stochastic rates. In this new model, delta hedging and unique pricing play no role, nor does any market price of risk term appe
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Chau, Suk Ling. "Interest rate swap : quanto LIBOR and CMS rate /." View abstract or full-text, 2007. http://library.ust.hk/cgi/db/thesis.pl?MATH%202007%20CHAU.

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Hansen, Oyvind Grande. "Multifactor Interest Rate Models in Low-Rate Environments." Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for fysikk, 2013. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-22624.

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This thesis studies a multi-factor Heath-Jarrow-Morton model and a LIBOR mar-ket model on the Norwegian, European and US interest rate market. The mainconcerns are the low-rate environment and exposure to negative interest rates inthese models. We begin by introducing financial markets and the mathematicalmodels explaining them. Further we discuss the problem with the current low-rateenvironment and the historical market practice. The focuses are implementationsof two multi-factor interest rate models and the presence of negative interest rates.The historical data is provided by DNB and consis
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Nikolaou, Kleopatra. "Essays on exchange rate and interest rate fluctuations." Thesis, University of Warwick, 2007. http://wrap.warwick.ac.uk/61950/.

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The aim of this thesis is to further investigate new empirical methods, results and implications on major topics relating to foreign exchange and interest rate markets. To this end, this thesis is organised in three chapters. The first chapter focuses on nominal exchange rates. It extends the literature of foreign exchange unbiasedness by including information from different derivatives markets. For the purpose of this thesis, it also implicitly provides a lead on the behaviour of interest rate differentials. The second chapter uses innovative econometric methodologies to add new insights in t
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Elhouar, Mikael. "Essays on interest rate theory." Doctoral thesis, Handelshögskolan i Stockholm, Finansiell Ekonomi (FI), 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-451.

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Unal, Birol. "Interest rate term structure models." Thesis, Imperial College London, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.407078.

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Miglietta, Giulio. "Topics in Interest Rate Modeling." Doctoral thesis, Università degli studi di Padova, 2015. http://hdl.handle.net/11577/3423897.

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In this thesis, we address some issues in the mathematical modeling of the term structure of interest rates. In Chapter 1, we set the notation, recall some fundamental results and analyze the problems which will be tackled in the thesis, in particular the distinction between instantaneous and discrete rates and the so-called multiple curve framework. In Chapter 2, we propose a multiple-curve model for the instantaneous spot rate and give a fundamental condition to automatically calibrate it to the initial term structure, whereas in Chapter 3 we put forward an HJM multiple-curve model for the
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Books on the topic "And SBI Interest Rate"

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Wu, Lixin. Interest Rate Modeling. CRC Press, 2019. http://dx.doi.org/10.1201/9781351227421.

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Svoboda, Simona. Interest Rate Modelling. Palgrave Macmillan UK, 2004. http://dx.doi.org/10.1057/9781403946027.

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Beyna, Ingo. Interest Rate Derivatives. Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-34925-6.

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Zagst, Rudi. Interest-Rate Management. Springer Berlin Heidelberg, 2002. http://dx.doi.org/10.1007/978-3-662-12106-1.

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Jha, Siddhartha, ed. Interest Rate Markets. John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119200949.

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V, Piterbarg Vladimir, ed. Interest rate modeling. Atlantic Financial Press, 2010.

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Group, DC Gardner, ed. Interest rate swaps. DC Gardner Group, 1991.

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R, Beidleman Carl, and Beidleman Carl R, eds. Interest rate swaps. Business One Irwin, 1991.

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plc, DC Gardner Group, ed. Interest rate options. DC Gardner Group, 1989.

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Bouziane, Markus. Pricing Interest-Rate Derivatives. Springer Berlin Heidelberg, 2008. http://dx.doi.org/10.1007/978-3-540-77066-4.

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Book chapters on the topic "And SBI Interest Rate"

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Röman, Jan R. M. "Interest Rate." In Analytical Finance: Volume II. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-52584-6_2.

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Koller, Michael. "Interest Rate." In Stochastic Models in Life Insurance. Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-28439-7_3.

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Tingting, Wang. "Interest Rate." In Dictionary of Contemporary Chinese Economics. Springer Nature Singapore, 2025. https://doi.org/10.1007/978-981-97-4036-9_834.

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Ya, Ma. "Nominal Interest Rate and Real Interest Rate." In Dictionary of Contemporary Chinese Economics. Springer Nature Singapore, 2025. https://doi.org/10.1007/978-981-97-4036-9_835.

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Tingting, Wang. "Legal Rate of Interest and Market Interest Rate." In Dictionary of Contemporary Chinese Economics. Springer Nature Singapore, 2025. https://doi.org/10.1007/978-981-97-4036-9_836.

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Röman, Jan R. M. "Interest Rate Instruments." In Analytical Finance: Volume II. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-52584-6_4.

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Vishwanath, S. R., and Petko Kalev. "Interest Rate Derivatives." In Investment Management. Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-88802-4_19.

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Belke, Ansgar, and Thorsten Polleit. "Interest Rate Theories." In Monetary Economics in Globalised Financial Markets. Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-71003-5_3.

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García, Francisco Javier Población. "Interest Rate Risk." In Financial Risk Management. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-41366-2_5.

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Bingham, Nicholas H., and Rüdiger Kiesel. "Interest Rate Theory." In Risk-Neutral Valuation. Springer London, 1998. http://dx.doi.org/10.1007/978-1-4471-3619-4_8.

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Conference papers on the topic "And SBI Interest Rate"

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Gupta, Shipra, Vijay Kumar, Vishal Sagar, and Kapil Ahalawat. "Comparative Analysis of SBI and PNB Banks Using Compound Annual Growth Rate." In The Second Pamir Transboundary Conference for Sustainable Societies- | PAMIR. SCITEPRESS - Science and Technology Publications, 2023. https://doi.org/10.5220/0012874500003882.

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Bugaev, Michael, and Konstantin Krinichansky. "Use of Expected Interest Rate in Forecasting Commodity Prices." In 2024 17th International Conference on Management of Large-Scale System Development (MLSD). IEEE, 2024. http://dx.doi.org/10.1109/mlsd61779.2024.10739485.

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Yao, Xin-Wei, Yu-Han Mil, Chuan He, Xin-yi Fu, Wei-qiang Wang, and Qiang Li. "Dual-Interest Adaptive Network for Click-Through Rate Prediction." In 2025 28th International Conference on Computer Supported Cooperative Work in Design (CSCWD). IEEE, 2025. https://doi.org/10.1109/cscwd64889.2025.11033277.

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Razaaly, Nassim, Giacomo Persico, and Pietro Marco Congedo. "Multi-Fidelity Surrogate-Based Optimization of Transonic and Supersonic Axial Turbine Profiles." In ASME Turbo Expo 2020: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2020. http://dx.doi.org/10.1115/gt2020-14972.

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Abstract Automated Fluid-dynamic Shape Optimization plays a key role in the design of turbomachinery and typically combines Computational Fluid Dynamics (CFD) solvers, parametrization techniques and numerical optimization methods, generally categorized as either direct or surrogate-based (SBO) ones. Here, a particular focus is given to SBO exploiting surrogate models constructed from low-fidelity models, often referred to as variable or multi-fidelity optimization. This study presents a multi-fidelity SBO approach for the optimization of a supersonic turbine cascade operating with an organic f
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Ferguson, Frederick, Xinru Niu, and Dehua Feng. "Investigating Unsteady Flow Physics Within Shock-Bubble Interactions." In ASME 2024 Fluids Engineering Division Summer Meeting collocated with the ASME 2024 Heat Transfer Summer Conference and the ASME 2024 18th International Conference on Energy Sustainability. American Society of Mechanical Engineers, 2024. http://dx.doi.org/10.1115/fedsm2024-132129.

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Abstract In efforts to elucidate the unsteady physics within shock-bubble interactions (SBI), two rectangular SBI problems were simulated with varying Atwood numbers. The problems of interest are: (a) the unsteady interaction of a Mach 1.17 planar shock wave with a square sulfur hexafluoride (SF6) bubble surrounded by air, and (b) the unsteady interaction of a Mach 1.21 planar shock wave with a square helium bubble surrounded by nitrogen. The expectations are to simulate the morphologies of these SBI fields, as the shock wave propagates throughout the media, and as the bubble is transported an
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Limani, Ramadan. "Effective Interest Rate for Simple Interest Deposits." In University for Business and Technology International Conference. University for Business and Technology, 2018. http://dx.doi.org/10.33107/ubt-ic.2018.288.

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Baert, Lieven, Christophe Dumeunier, Michaël Leborgne, Caroline Sainvitu, and Ingrid Lepot. "Agile SBO Framework Exploiting Multisimulation Data: Optimising Efficiency and Stall Margin of a Transonic Compressor." In ASME Turbo Expo 2018: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2018. http://dx.doi.org/10.1115/gt2018-76639.

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Turbomachinery design has become a simulation-driven process, permanently confronted to the dual need to reduce the cycle time and to further integrate complexity and multiple physics. This duality pushes towards high-dimensional design spaces and favours a multisimulation environment that assesses different operating points, different disciplines, or even different fidelity levels. To manage CPU cost, surrogate-based optimisation (SBO) has become an established approach. One of the key enablers for efficient SBO is being able to avoid the regions in the design space where simulation failures
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Hecht, David L., Richard V. Johnson, and David Yevick. "Beam Propagation Modeling of the Total Internal Reflection Electrooptic Diffraction Spatial Light Modulators-Finite Interaction Effects." In Numerical Simulation and Analysis in Guided-Wave Optics and Opto-Electronics. Optica Publishing Group, 1989. http://dx.doi.org/10.1364/gwoe.1989.sb5.

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The total internal reflection electrooptic diffraction spatial light modulators provide unique performance capabilities for laser recording and optical information processing.1,2,3 Recent devices reported incorporate arrays of 4735 elements on 10 micrometer centers with 256 Mpixel/second data rate.4 These devices share some characteristics of both bulk wave and guided wave optical devices, although a number of characteristics are relatively unique. The input and output coupling are bulk processes enabling essentially lossless coupling over apertures up to several inches. The electrooptic inter
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Hughston, Lane P., and Andrea Macrina. "Discrete-time interest rate modelling." In Proceedings of the 7th International ISAAC Congress. WORLD SCIENTIFIC, 2010. http://dx.doi.org/10.1142/9789814313179_0054.

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Yu, Yue, and Liu Lan. "The Impact of Interest Rate Marketization on the Interest Rate Risk of Commercial Banks." In 2019 3rd International Conference on Data Science and Business Analytics (ICDSBA). IEEE, 2019. http://dx.doi.org/10.1109/icdsba48748.2019.00045.

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Reports on the topic "And SBI Interest Rate"

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Biegelbauer, Peter, Christian Hartmann, Wolfgang Polt, Anna Wang, and Matthias Weber. Mission-Oriented Innovation Policies in Austria – a case study for the OECD. JOANNEUM RESEARCH Forschungsgesellschaft mbH, 2020. http://dx.doi.org/10.22163/fteval.2020.493.

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In recent years, mission-oriented approaches have received growing interest in science, technology and innovation (STI) policies against the background of two developments. First, while so-called “horizontal” or “generic” approaches to research, technology and innovation policies have largely been successful in improving the general innovation performance or the rate of innovation, there are perceived limitations in terms of insufficiently addressing the direction of technological change and innovation. Second, “grand societal challenges” emerged on policy agendas, such as climate change, secu
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Barro, Robert. Interest-Rate Smoothing. National Bureau of Economic Research, 1988. http://dx.doi.org/10.3386/w2581.

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Fair, Ray. Interest Rate and Exchange Rate Determination. National Bureau of Economic Research, 1986. http://dx.doi.org/10.3386/w2105.

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Behabib, Jess, Stephanie Schmitt-Grohe, and Martin Uribe. Backward-Looking Interest-Rate Rules, Interest-Rate Smoothing, and Macroeconomic Instability. National Bureau of Economic Research, 2003. http://dx.doi.org/10.3386/w9558.

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Brunnermeier, Markus, and Yann Koby. The Reversal Interest Rate. National Bureau of Economic Research, 2018. http://dx.doi.org/10.3386/w25406.

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Diamond, Douglas, and Raghuram Rajan. Illiquidity and Interest Rate Policy. National Bureau of Economic Research, 2009. http://dx.doi.org/10.3386/w15197.

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Muller, Nicholas. On the Green Interest Rate. National Bureau of Economic Research, 2021. http://dx.doi.org/10.3386/w28891.

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Tella, Sebastian Di, Benjamin Hébert, Pablo Kurlat, and Qitong Wang. The Zero-Beta Interest Rate. National Bureau of Economic Research, 2023. http://dx.doi.org/10.3386/w31596.

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9

DeMarzo, Peter, Arvind Krishnamurthy, and Stefan Nagel. Interest Rate Risk in Banking. National Bureau of Economic Research, 2024. https://doi.org/10.3386/w33308.

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Du, Wenxin, Alexander Tepper, and Adrien Verdelhan. Deviations from Covered Interest Rate Parity. National Bureau of Economic Research, 2017. http://dx.doi.org/10.3386/w23170.

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