Publications related to Interest rate

Mortgage Supply and Capital Regulation in a Low Interest Rate Environment

Low-for-long nominal interest rates have resulted in strong growth in mort- gage lending and real house prices in Switzerland. Domestically-oriented, small banks have mostly contributed to this expansion in mortgage lending while the two big, global system ...

2020

A term structure model for dividends and interest rates

Damir Filipovic, Sander Félix M Willems

Over the last decade, dividends have become a standalone asset class instead of a mere side product of an equity investment. We introduce a framework based on polynomial jump-diffusions to jointly price the term structures of dividends and interest rates. ...

WILEY2020

A Quantitative Comparison of Yield Curve Models in the MINT Economies

A yield curve is a line plotting bond yields (i.e. interest rates) as a function of their maturity date (their "expiration date''). When on a national scale, the yield curve represents the underlying interest rate structure of a country's economy. It is fu ...

2020

Contribution of macromolecules to brain H-1 MR spectra: Experts' consensus recommendations

Rolf Gruetter, Lijing Xin, Cristina Ramona Cudalbu, Hongxia Lei, Dunja Simicic, Veronika Rackayová

Proton MR spectra of the brain, especially those measured at short and intermediate echo times, contain signals from mobile macromolecules (MM). A description of the main MM is provided in this consensus paper. These broad peaks of MM underlie the narrower ...

WILEY2020

Monopsony with nominal rigidities: An inverted Phillips Curve

Charles Cosme Henri Dennery

With nominal wage rigidities, it is crucial to distinguish whether wages are set by workers or firms — whether we have monopoly or monopsony power. This paper provides a model of monopsony power in the labour market and a monopsonistic Phillips Curve. If w ...

2020

Sum-Rate Capacity for Symmetric Gaussian Multiple Access Channels With Feedback

Michael Christoph Gastpar, Erixhen Sula

The feedback sum-rate capacity is established for the symmetric

J

-user Gaussian multiple-access channel (GMAC). The main contribution is a converse bound that combines the dependence-balance argument of Hekstra and Willems (1989) with a variant of the f ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

Forming groups of students best suited to work together on a sustainability issue

Philippe Thalmann, Adam Robert Swietek

We show how groups of three students can be formed to with a view to maximizing the interest in a shared topic and the diversity of views and beliefs regarding sustainability and measures that can or should be taken. ...

2020

The zaojing: review of a unique wooden construction typology

Corentin Jean Dominique Fivet, Jingxian Ye

The zaojing is an ancient Chinese construction system consisting of a dome-shaped assembly of interlocked wooden pieces. These structures are placed above live performance spaces to enhance sound diffusion while creating background scenery. Existing zaojin ...

2020

Understanding and embracing the complexities of the molecular communication channel in liquids

Haitham Al Hassanieh, Jiaming Wang

Molecular communication has recently gained a lot of interest due to its potential to enable micro-implants to communicate by releasing molecules into the bloodstream. In this paper, we aim to explore the molecular communication channel through theoretical ...

Association for Computing Machinery2020

The Gaussian lossy Gray-Wyner network

Michael Christoph Gastpar, Erixhen Sula

We consider the problem of source coding subject to a fidelity criterion for the Gray-Wyner network that connects a single source with two receivers via a common channel and two private channels. The pareto-optimal trade-offs between the sum-rate of the pr ...

2020

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Mortgage Supply and Capital Regulation in a Low Interest Rate Environment

A term structure model for dividends and interest rates

A Quantitative Comparison of Yield Curve Models in the MINT Economies

Contribution of macromolecules to brain H-1 MR spectra: Experts' consensus recommendations

Monopsony with nominal rigidities: An inverted Phillips Curve

Sum-Rate Capacity for Symmetric Gaussian Multiple Access Channels With Feedback

Forming groups of students best suited to work together on a sustainability issue

The zaojing: review of a unique wooden construction typology

Understanding and embracing the complexities of the molecular communication channel in liquids

The Gaussian lossy Gray-Wyner network

Mortgage Supply and Capital Regulation in a Low Interest Rate Environment

Monopsony with nominal rigidities: An inverted Phillips Curve

A term structure model for dividends and interest rates

A Quantitative Comparison of Yield Curve Models in the MINT Economies

Contribution of macromolecules to brain H-1 MR spectra: Experts' consensus recommendations

Sum-Rate Capacity for Symmetric Gaussian Multiple Access Channels With Feedback

Forming groups of students best suited to work together on a sustainability issue

The zaojing: review of a unique wooden construction typology

Understanding and embracing the complexities of the molecular communication channel in liquids

The Gaussian lossy Gray-Wyner network