Contract curve

Results: 179



#Item
131Macroeconomics / Monetary policy / Yield curve / Interest rate / Bond market / Euro / Economic model / Futures contract / Central bank / Fixed income market / Economics / Financial economics

Discussion of “Did the Crisis Affect Inflation Expectations?”∗ Shigenori Shiratsuka Bank of Japan 1.

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Source URL: www.ijcb.org

Language: English - Date: 2011-02-28 10:22:00
132Economics / Financial markets / Arbitrage / Yield curve / Futures contract / Risk-neutral measure / Fundamental theorem of asset pricing / Bond / Economic model / Financial economics / Mathematical finance / Finance

Discussion of “Term Structure Modeling with Supply Factors and the Federal Reserve’s Large-Scale Asset Purchase Programs”∗ Mark Loewenstein Robert H. Smith School of Business, University of Maryland

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Source URL: www.ijcb.org

Language: English - Date: 2013-03-05 07:11:00
133Interest rate swap / Swap / Derivative / Hedge / Corporate finance / Futures contract / Financial market / Forward contract / Yield curve / Financial economics / Finance / Financial system

:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: BLOOMBERG FOR Corporations in india A Bloomberg Professional Service Offering

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Source URL: www.bloomberg.in

Language: English - Date: 2014-05-19 14:42:04
134Socioeconomics / Macroeconomics / Unemployment / Full employment / Late-2000s recession / Labor force / Phillips curve / Labour economics / Political debates about the United States federal budget / Economics / Labor economics / Recessions

FEBRUARY[removed]The Slow Recovery of the Labor Market Summary The deep recession that began in December 2007, when the economy began to contract, and ended in June 2009, when the economy began to expand again, has

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Source URL: cbo.gov

Language: English - Date: 2014-02-05 16:13:43
135Mathematical finance / Fixed income analysis / Stochastic processes / Probability theory / Risk-neutral measure / Yield curve / Bond valuation / Futures contract / Forward price / Financial economics / Finance / Economics

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Computing Arbitrage-Free Yields in Multi-Factor Gaussian Shadow-Rate Term Structure

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Source URL: www.federalreserve.gov

Language: English - Date: 2013-10-03 14:34:21
136Financial markets / Fixed income market / Monetary policy / Late-2000s financial crisis / United States Treasury security / Bond / Yield curve / Arbitrage / Futures contract / Economics / Economic history / Financial economics

Foreign Holdings of U.S. Treasuries and U.S. Treasury Yields

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Source URL: www.federalreserve.gov

Language: English - Date: 2012-02-28 13:16:14
137Macroeconomics / Monetary policy / Mathematical finance / Real interest rate / Interest / Yield curve / Nominal interest rate / Fisher hypothesis / Forward contract / Economics / Inflation / Interest rates

Extraction of Expected Inflation from Canadian Forward Rates Joseph Atta-Mensah and Mingwei Yuan* Introduction Svensson (1993), Söderlind (1995), and Söderlind and Svensson

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Source URL: publications.gc.ca

Language: English - Date: 2001-03-15 11:22:10
138Mathematical finance / Actuarial science / Financial markets / Fixed income market / Yield curve / Risk premium / Standard deviation / Futures contract / Risk / Statistics / Financial economics / Economics

Discussion Alan White The Gravelle-Muller-Stréliski paper addresses the question, To what extent is the forward rate an unbiased predictor of the realized spot rate? The authors fit the observed behaviour of the spot an

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Source URL: publications.gc.ca

Language: English - Date: 2001-03-15 11:22:00
139Inflation / Mathematical finance / Macroeconomics / Monetary policy / Interest / Real interest rate / Capital asset pricing model / Yield curve / Forward contract / Economics / Financial economics / Finance

Discussion Angelo Melino Introduction It is a matter of arithmetic to show that, in the absence of arbitrage, an asset’s price can be written as the discounted expected value of its payoff,

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Source URL: publications.gc.ca

Language: English - Date: 2001-03-15 11:22:10
140Forward contract / Phillips curve / Economics / Inflation / Socioeconomics

BUSINESS OUTLOOK SURVEY Conducted by the Bank’s Regional Offices Results of the Spring 2007 Survey Overview

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Source URL: publications.gc.ca

Language: English - Date: 2013-05-10 12:47:07
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