搜索结果: 1-15 共查到“经济学 Interest rates”相关记录20条 . 查询时间(0.062 秒)
Term Structures of Inflation Expectations and Real Interest Rates:The Effects of Unconventional Monetary Policy
Term Structures Inflation Expectations Real Interest Rates Unconventional Monetary Policy
2015/9/18
Ináation expectations have recently received increased interest because of the uncertainty created by the Federal Reserveís unprecedented reaction to the Great Recession.The effect of this reaction on...
Information contained in the term structure
for
business cycle measurement
spread between short & long Treasuries, corporate bond spreads.
武汉理工大学货币银行学英文课件Chapter5 Bonds,Bond Prices and the Determination of Interest Rates
武汉理工大学 货币银行学 英文 课件 Chapter5 Bonds,Bond Prices and the Determination of Interest Rates
2015/6/4
武汉理工大学货币银行学英文课件Chapter5 Bonds,Bond Prices and the Determination of Interest Rates。
武汉理工大学货币银行学英文课件Chapter4 Future Value,Present Value and Interest Rates
武汉理工大学 货币银行学 英文 课件 Chapter4 Future Value,Present Value and Interest Rates
2015/6/4
武汉理工大学货币银行学英文课件Chapter4 Future Value,Present Value and Interest Rates。
Macroeconomic factors influencing interest rates of microfinance institutions in the Latin America and the Caribbean
microfinance interest rate macroeconomic factors agriculture
2014/7/9
Agricultural output in developing countries still represents a substantial part of the GDP. This ratio has actually increased in some areas such as the Latin America. As such, there is an increasing i...
Do Credit Card Users Systematically Underestimate Their Interest Rates? Evidence from the Survey of Consumer Finances
bias credit cards interest rate optimism penalty rate
2011/8/22
This study examines credit card penalty pricing using data from the Survey of Consumer Finances. In particular, the author uses a flag in the data set for the first time to analyze bias in reported cr...
Monetary Policy and the Term Structure of Interest Rates in Japan
monetary policy term structure of interest rates VAR with sign restrictions identifi cation.
2011/8/21
This paper uses Japanese data to investigate the relationship between monetary policy and the yield curve. We find that the response of the yield curve depends in an important way on the maintained hy...
Output Gaps and Monetary Policy at Low Interest Rates
Output Gaps Monetary Policy economic performance GDP growth
2011/8/21
The article discusses the comparison of economic performance under a policy that focuses on output gap and the other on Gross Domestic Product (GDP) growth. It examines the challenges associated in us...
The Relationship between Money Market Mutual Fund Maturity and Interest Rates
Money Market Mutual Fund the average maturity Relationship
2011/8/21
This study examines the causal relationship between the average maturity of taxable money market mutual funds (MMMF) and short-term interest rates. The credit and financial crises of 2007-2008 have le...
Calibration of Chaotic Models for Interest Rates
Positive interest rate models Wiener chaos model calibration
2011/7/4
In this paper we calibrate chaotic models for interest rates to market data using a
polynomial{exponential parametrization for the chaos coecients. We identify a subclass of one{
variable models th...
Abstract: A relation between interest rates and inflation is presented using a two component economic model and a simple general principle. Preliminary results indicate a remarkable similarity to clas...
Modeling the Dynamics of Chinese Spot Interest Rates
Generalized residuals Robust specification tests Robust M-estimation Spot rate
2011/4/2
Understanding the dynamics of spot interest rates is important for derivatives pricing, risk
management, interest rate liberalization, and macroeconomic control. Based on a daily data of Chinese 7-da...
Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR
crisis liquidity credit counterparty risk fixed income Libor Euribor Eonia yield curve forward curve, discount curve, single curve, multiple curve volatility surface collateral CSA discounting no arbitrage pricing interest rate derivatives FRAs swaps OIS basis swaps caps floors SABR
2011/3/30
We present a quantitative study of the markets and models evolution across the credit crunch crisis. In particular, we focus on the fixed income market and we analyze the most relevant empirical evide...
上海财经大学宏观经济学课件 Chapter11 Inflation, Money Growth, and Interest Rates
上海财经大学宏观经济学 课件 Chapter11 Inflation Money Growth Interest Rates
2010/6/28
上海财经大学宏观经济学课件 Chapter11 Inflation, Money Growth, and Interest Rates。
Modeling the dynamics of Chinese spot interest rates
Spot rate models Term structure of interest rates Market segmentation Nonparametric specification tests
2011/4/2
Using the daily data of Chinese 7-day repo rates from January 1, 1997 to December 31, 2008, this paper tests a variety of popular spot rate models, including single-factor diffusion, GARCH, Markov reg...