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We revisit Lipset's law, which posits a positive and significant relationship between income and...

We apply a hidden Markov model of the term structure to modeling the Brazilian swap rate curve....

When constructing hedged interest rate arbitrage portfolios for basket currencies, two issues...

This paper discusses the origins of the pyramid schemes and the way the authorities handled them....

This paper proposes a new method of estimating the Taylor rule with a time-varying implicit...

What lessons can be drawn from the unprecedented growth and spectacular collapse of financial...