### Table I: Autoregressive Models of the Short-Term Interest Rate, r t

1998

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### Table IX: Standard Deviation of Short-term Interest Rates

2005

Cited by 1

### Table A3 Volume of short-term securities, money market rate volatility and real variables

2000

Cited by 3

### Table 4.4: Comparison for long- and short-term recession rate

1998

### Table 1: Models for the Short-Term Interest Rate Model AB AC AR AD

"... In PAGE 25: ... The partial hedging parameter is CP. A numerical illustration is given in Table1 whose last column, denoted by BD, reports the cost DA of a full replication. Each cell of this table contains the exact solution computed by numerical integration.... In PAGE 25: ... Each cell of this table contains the exact solution computed by numerical integration. Table1 : Partial Hedging of a Call Option when BT BP CUBX AK CBB4CC B5 AK CPCV CP 120 125 130 135 150 BD D9 3.9642 4.... In PAGE 28: ...Partial Hedging in the Black and Scholes Model 15 the hedger will fall into default with probability C8 B4C0 CR B5 BP BCBMBCBDBFBJ for AM BP BCBMBCBH, and C8 B4C0 CR B5 BP BCBMBCBEBGBE for AM BP BCBMBD. In comparison with the results of Table1 , here the cost of any partial hedging strategy is slightly smaller and the default risk is slightly larger. 1.... In PAGE 29: ...9 BP BFBMBEBEBCBD. This results in a gain of CV BP BEBMBFBCBJBC over the perfect hedge. Nevertheless, the hedger will fall into default with probability C8 B4C0 CR B5 BP BCBMBDBIBCBH for AM BP BCBMBCBH, and C8 B4C0 CR B5 BP BCBMBEBCBGBJ for AM BP BCBMBD. In comparison with the results of Table1 and Table 2, here the cost of any partial hedging strategy is significantly smaller and the default risk is... In PAGE 73: ... The programs are written in FORTRAN and were compiled with the GNU g77 compiler. To assess the precision of the DP procedure, we price the European versions of the contracts in Table1 . The values computed by DP are compared with those computed by efficient Monte Carlo simulation as suggested by Kemna and Vorst (1990).... In PAGE 73: ... The values computed by DP are compared with those computed by efficient Monte Carlo simulation as suggested by Kemna and Vorst (1990). The last column of Table1 gives their 95% confidence intervals obtained with BDBC BI... In PAGE 74: ...Numerical Experiments and Examples 61 Table1 : Prices of Eurasian call options D4 B4C3BN CCBN ARB5 BDBHBC BFBCBC BIBCBC BDBEBCBC BEBGBCBC DA CTD9 (sim) B4BDBCBCBN BCBMBEBHBN BCBMBDBHB5 2.16581 2.... In PAGE 87: ...47) where AB, AC, AR, and AD are real parameters and BU D8 , for BC AK D8 AK CC , is a standard Brownian motion. Table1... ..."

### Table 3: Ratio of Short-term Bank Loans to Total Bank Loans

2002

"... In PAGE 21: ...foreigners that mature within a year. Table3 presents data, from the Bank of International Settlements, on residual maturity for loans extended by G-10 banks to Chile and a group of selected of Latin American and East Asian countries. The results are quite revealing.... In PAGE 21: ... First, once residual maturity is used, the percentage of short-term debt does not look as low as when contracting maturities are considered. Second, the figures in Table3 indicate that in late 1996 Chile had a lower percentage of short-term debt to G-10 banks than any of the East Asian countries, with the exception of Malaysia. Third, although by end 1996 Chile had a relatively low percentage of short term residual debt, it was not significantly lower than that of Argentina, a country with no capital restrictions, and it was higher than that of Mexico, another Latin American country without controls.... In PAGE 51: ... List of Tables: Table 1: Equilibrium RER in LAC Table 2: Capital Flows to Chile Table3 : Short Term Debt in Chile Table 4: Exchange Rate Volatility in Mexico Table 5: Exchange Rate Volatility in Mexico... ..."

Cited by 5

### Table A5.4 Structure of Short-term and Long-tern Interest Rates (percent per annum)

1998

### Table 1. Classification error rate and computation time for different configurations of short-term and long-term memories with a joint size of 100. Size of short-

2002

"... In PAGE 5: ...espectively, and computation times of 1.1, 1.6, 2.2 and 3.0 seconds, respectively, Table1 . The lowest classification error rate was 0.... ..."

Cited by 1

### Table 1. Classification error rate and computation time for different configurations of short-term and long-term memories with a joint size of 100. Size of short-

2002

"... In PAGE 5: ...espectively, and computation times of 1.1, 1.6, 2.2 and 3.0 seconds, respectively, Table1 . The lowest classification error rate was 0.... ..."

Cited by 1