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搜索结果: 1-15 共查到理论经济学 Interest rates相关记录19条 . 查询时间(0.125 秒)
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.
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...
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...
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...
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...
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...
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...
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...
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
This paper analyses persistence in US interest rates. It focuses on the Federal Funds effective rate, whose degree of persistence is modelled using fractional integration, monthly from July 1954 throu...

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