1.
PDF
wp2013-04
Financial Development and the Volatility of Income
Pinheiro, Tiago ; Rivadeneyra, Francisco ; Teignier, Marc
This paper presents a general equilibrium model with endogenous collateral constraints to study the relationship between financial development and business cycle fluctuat[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
Detailed record - Similar records
2.
PDF
dp2011-11
A Model of the EFA Liabilities
Rivadeneyra, Francisco ; Dissou, Oumar
The authors describe the liabilities model of the Exchange Fund Account (EFA). The EFA is managed using an asset-liability matching framework that requires currency and d[...]
2011 | Text | Staff Discussion Paper - Document d’analyse du personnel |
Detailed record - Similar records
3.
Supplemental Material for "Improving the Efficiency of Payments Systems Using Quantum Computing"
McMahon, Christopher ; McGillivray, Donald ; Desai, Ajit ; Rivadeneyra, Francisco[...]
Supplemental material for peer-reviewed article published in Management Science. Paper published online July 12, 2024. When citing this dataset, please also cite the asso[...]
2024 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
Detailed record - Similar records
4.
PDF
dp2012-05
The U.S.-Dollar Supranational Zero-Coupon Curve
Rivadeneyra, Francisco
The author describes the construction of the U.S.-dollar-denominated zero-coupon curve for the supranational asset class from 1995 to 2010. He uses yield data from a cros[...]
2012 | Text | Staff Discussion Paper - Document d’analyse du personnel |
Detailed record - Similar records