What valuation model does one use in a negative interest rate environment? Whichever methodology is used, asset prices MUST fall with interest rates below zero. Check your equations.
http://uk.reuters.com/article/2013/05/13/uk-ecb-visco-depositrates-idUKBRE94C07E20130513
Showing posts with label negative deposit rates. Show all posts
Showing posts with label negative deposit rates. Show all posts
Wednesday, May 15, 2013
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