- Title
- How One Country’s Policy Rate Changes Are Induced by Another: A Linear Hawkes Process Approach
- Creators - without role
- Ping-Chen TsaiRay Yeu-Tien Chou祺峰 曾Cheoljun Eom
- Publication Details
- The 18th NYCU International Finance Conference & 4th Yushan Conference
- Identifiers
- 9957773508006774
- Academic Unit
- Department of Quantitative Finance, College of Technology Management, National Tsing Hua University
- Language
- English
- Resource Type
- Conference paper
Conference paper
How One Country’s Policy Rate Changes Are Induced by Another: A Linear Hawkes Process Approach
The 18th NYCU International Finance Conference & 4th Yushan Conference
06/12/2024
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