1 citations · 1 across the 2 of their papers we have counts for
2 papers
econ.GN2025
Endogenous Persistence at the Effective Lower Bound
Chunbing Cai, Jordan Roulleau-Pasdeloup, Zhongxi Zheng
We develop a perfect foresight method to solve models with an interest rate lower bound constraint that nests OccBin/DynareOBC and \cite{Eggertsson2010}'s as well as \cite{Mertens2…
q-fin.CP2022★ 1 cited
Stochastic arbitrage with market index options
Brendan K. Beare, Juwon Seo, Zhongxi Zheng
Opportunities for stochastic arbitrage in an options market arise when it is possible to construct a portfolio of options which provides a positive option premium and which, when c…