Results for interest rate uncertainty

Publications & Outputs

1. Economic hysteresis effects and hitting time densities for CIR diffusions

   Dias, J. C. & Shackleton, M. B., 2008, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

   Research output: Working paper

2. Investment hysteresis under stochastic interest rates

   Dias, J. C. & Shackleton, M. B., 2005, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

   Research output: Working paper