The Term Structure Of Interest Rates In The Onshore Markets Of The United States Germany And Japan PDF Download
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Author | : Helen Popper |
Publisher | : |
Total Pages | : 29 |
Release | : 1990 |
Genre | : |
ISBN | : |
Download The Term Structure of Interest Rates in the Onshore Markets of the United States, Germany, and Japan Book in PDF, ePub and Kindle
Author | : |
Publisher | : |
Total Pages | : 29 |
Release | : 1990 |
Genre | : |
ISBN | : |
Download Term Structure of Interest Rates in the Onshore Markets of the United States, Germany, and Japan Book in PDF, ePub and Kindle
Author | : Helen POPPER |
Publisher | : |
Total Pages | : |
Release | : 1990 |
Genre | : |
ISBN | : |
Download THE TERM OF INTEREST RATES IN THE ONSHORE MARKETS OF THE UNITED STATES, GERMANY, AND JAPAN Book in PDF, ePub and Kindle
Author | : Helen Popper |
Publisher | : |
Total Pages | : 38 |
Release | : 1990 |
Genre | : Interest rates |
ISBN | : |
Download The Term Structure of Interest Rates in the Onshore Markets of the United States, Germany, and Japan Book in PDF, ePub and Kindle
Author | : Mr.Jun Nagayasu |
Publisher | : International Monetary Fund |
Total Pages | : 32 |
Release | : 2003-10-01 |
Genre | : Business & Economics |
ISBN | : 1451874723 |
Download The Term Structure of Interest Rates and Monetary Policy During a Zero-Interest-Rate Period Book in PDF, ePub and Kindle
This paper empirically evaluates the validity of the term structure of interest rates in a low-interest-rate environment. Applying a time-series method to high-frequency Japanese data, the term-structure model is found to be useful for economic analysis only when interest rates are high. When interest rates are low, the usefulness of the model declines, since the interest spread contains little information that can be used for predicting future economic activity. The term-structure relationship is also weakened by the Bank of Japan's use of interest rate smoothing.
Author | : Gary Stephen Shea |
Publisher | : |
Total Pages | : 286 |
Release | : 1982 |
Genre | : Debt |
ISBN | : |
Download The Japanese Term Structure of Interest Rates Book in PDF, ePub and Kindle
Author | : Diana Ruthenberg |
Publisher | : GRIN Verlag |
Total Pages | : 13 |
Release | : 2006-04-14 |
Genre | : Business & Economics |
ISBN | : 3638491285 |
Download The term structure of interests rates Book in PDF, ePub and Kindle
Essay from the year 2004 in the subject Business economics - Investment and Finance, grade: 1.8, University of Plymouth (Business School), language: English, abstract: Firstly, this report will depict briefly what a bond is in general and how to evaluate its advantages and inconveniences for potential investors. Then it aims at to explain when and why the yield on long-term bonds often exceeds the yield on short-term bonds. The explanation will mainly be based on the three primary theories: the expectations hypothesis, the liquidity premium / preferred habitat theories and the market segmentation theory.
Author | : Mirko Abbritti |
Publisher | : International Monetary Fund |
Total Pages | : 41 |
Release | : 2013-11-05 |
Genre | : Business & Economics |
ISBN | : 1475513518 |
Download Global Factors in the Term Structure of Interest Rates Book in PDF, ePub and Kindle
This paper introduces global factors within a FAVAR framework in an empirical affine term structure model. We apply our method to a panel of international yield curves and show that global factors account for more than 80 percent of term premia in advanced economies. In particular they tend to explain long-term dynamics in yield curves, as opposed to domestic factors which are instead more relevant to short-run movements. We uncover the key role for global curvature in shaping term premia dynamics. We show that this novel factor precedes global economic and financial instability. In particular, it coincides with immediate expectations of permanent expansionary monetary policy during the recent crisis.
Author | : Jean Mathieson Gray |
Publisher | : |
Total Pages | : 506 |
Release | : 1969 |
Genre | : |
ISBN | : |
Download The Term Structure of Interest Rates in the United States: 1884-1914 Book in PDF, ePub and Kindle
Author | : Rajna Gibson |
Publisher | : Now Publishers Inc |
Total Pages | : 171 |
Release | : 2010 |
Genre | : Business & Economics |
ISBN | : 1601983727 |
Download Modeling the Term Structure of Interest Rates Book in PDF, ePub and Kindle
Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to value and hedge default-free bonds and other interest rate derivatives.