Forward curve

Results: 75



#Item
21Inflation / Money / Economic policy / Central banks / Deflation / Quantitative easing / Monetary inflation / Bank of England / Phillips curve / Economics / Macroeconomics / Monetary policy

Sayuri Shirai: Monetary policy and forward guidance in Japan

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Source URL: www.bis.org

Language: English - Date: 2013-09-24 10:09:00
22Options / Economics / Fixed income analysis / Fixed income market / Interest rates / Yield curve / Black model / Forward contract / Foreign-exchange option / Financial economics / Mathematical finance / Finance

DP2013/02 A tractable framework for zero lower bound Gaussian term structure models Leo Krippner

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Source URL: www.rbnz.govt.nz

Language: English - Date: 2015-04-11 23:06:06
23Mathematical finance / Interest rates / Fixed income analysis / Stochastic processes / Foreign exchange market / Renminbi / Non-deliverable forward / Yield curve / Exchange rate / Economics / Financial economics / Finance

Microsoft Word - WP No.24_2012.doc

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Source URL: www.hkimr.org.

Language: English - Date: 2012-11-01 02:27:15
24Banking / Finance / Monetary policy / Inflation / Central bank / Futures contract / Nominal income target / Federal funds rate / Yield curve / Economics / Macroeconomics / Interest rates

Forward guidance at the zero lower bound

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Source URL: www.bis.org

Language: English - Date: 2014-03-09 07:00:00
25Financial economics / Curves / Monetary policy / Fixed income market / Yield curve / Forward price / Differential geometry of curves / Interest / Economics / Mathematical finance / Finance

Measuring the stance of monetary policy in conventional and unconventional environments Leo Krippner 16 May[removed]Abstract

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Source URL: www.hkimr.org.

Language: English - Date: 2014-07-08 04:21:50
26Financial markets / Yield curve / Market liquidity / Futures contract / Arbitrage / Forward contract / Interest rate / Bond / Swap / Finance / Economics / Financial economics

%7BE3993B2C-A3E3-BEA8-B0D9-E646DB7BAD6B%7D.pdf

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Source URL: www.banxico.org.mx

Language: English - Date: 2014-07-23 22:06:01
27Financial economics / International finance / Mathematical finance / Interest rate parity / Arbitrage / Yield curve / Forward exchange rate / Stochastic volatility / Exchange rate / Economics / Finance / Foreign exchange market

DOCUMENT DE TRAVAIL N° 527 AN ARBITRAGE-FREE NELSON-SIEGEL TERM STRUCTURE MODEL WITH STOCHASTIC VOLATILITY FOR THE

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Source URL: www.banque-france.fr

Language: English - Date: 2014-12-09 04:32:07
28Economics / Finance / Interest rates / Monetary policy / Banking / Federal Open Market Committee / Federal funds rate / Federal Reserve System / Yield curve / Federal Reserve / Mathematical finance / Macroeconomics

Assessing the Effectiveness of Date-Based Forward Guidance at the Zero Lower Bound with a Non-Gaussian Affine Term-Structure Model Tsz-Kin Chung Tokyo Metropolitan University and

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Source URL: www.hkimr.org.

Language: English - Date: 2014-08-06 23:10:54
29Finance / Interest rates / Fixed income analysis / Fixed income market / Yield curve / Interest / Bond / Forward price / General equilibrium theory / Economics / Financial economics / Mathematical finance

A Theory of the Term Structure of Interest Rates Author(s): John C. Cox, Jonathan E. Ingersoll, Jr., Stephen A. Ross Reviewed work(s): Source: Econometrica, Vol. 53, No. 2 (Mar., 1985), pp[removed]Published by: The Econ

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Source URL: teach.business.uq.edu.au

Language: English - Date: 2015-02-05 19:46:33
30Monetary policy / New classical macroeconomics / Rational expectations / Disinflation / Real interest rate / Monetary inflation / Interest rate / Macroeconomic model / Phillips curve / Macroeconomics / Economics / Inflation

FORWARD-LOOKING BEHAVIOUR AND CREDIBILITY: SOME EVIDENCE AND IMPLICATIONS FOR POLICY Gordon de Brouwer and Luci Ellis Research Discussion Paper

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Source URL: www.rba.gov.au

Language: English - Date: 2010-01-17 19:17:12
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