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Forward curve
Results: 75

#	Item
41	Melbourne Institute Working Paper Series Working Paper No[removed]Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance Mariano Kulish, James Morley and Tim Robinson Add to Reading List Source URL: www.melbourneinstitute.com Language: English - Date: 2014-07-24 20:00:09 Interest rates Macroeconomic policy Public finance Dynamic stochastic general equilibrium Yield curve Inflation Zero interest rate policy Phillips curve Contractionary monetary policy Macroeconomics Economics Monetary policy
42	Derivation Highlights March[removed]January 2011 Version[removed]Instrument Modelling • Add to Reading List Source URL: www.derivation.co.uk Language: English - Date: 2013-01-10 14:15:19 Foreign exchange market Fixed income market Yield curve Futures contract Exchange rate Bond Forward contract Economics Financial economics Finance
43	Modeling Long Term Interest Rates of Japanese Yen : The LG Model ∗ Masaaki Kijima† and Keiichi Tanaka‡ Add to Reading List Source URL: www.mof.go.jp Language: English - Date: 2014-03-24 05:38:41 Finance Fixed income analysis Interest rates Forward measure Martingale theory Yield curve Swap rate T-carrier Hull–White model Financial economics Mathematical finance Economics
44	Some Methodological Suggestions Fumio Hayashi Graduate School of International Corporate Strategy, Hitotsubashi University Methodological suggestions are made for two separate issues. First, I show how a consistent estim Add to Reading List Source URL: www.ijcb.org Language: English - Date: 2011-02-28 10:22:00 Financial markets Futures contract Forward exchange rate Forward contract Swap Spot contract Yield curve Risk premium Arbitrage Financial economics Finance Economics
45	Fast. Forward. Now. Are you ahead of the curve? Efficiency boosts your bottom line, and no one does efficiency like Atlas Copco. To keep our products at the leading edge of innovation and in tune with our customers’ n Add to Reading List Source URL: www.foodmaster.com - Date: 2013-10-01 13:23:15
46	Estimation of Monetary Policy Preferences in a Forward-Looking Model: A Bayesian Approach∗ Pelin Ilbas Research Department, Norges Bank In this paper we adopt a Bayesian approach toward the Add to Reading List Source URL: www.ijcb.org Language: English - Date: 2010-08-13 05:28:32 New classical macroeconomics Macroeconomic policy Public finance Dynamic stochastic general equilibrium Loss function Phillips curve Economic model JEL classification codes Macroeconomic model Macroeconomics Economics Monetary policy
47	Package ‘ESGtoolkit’ July 2, 2014 Type Package Title Toolkit for the simulation of financial assets and interest rates models. Version 0.1 Date[removed] Add to Reading List Source URL: cran.r-project.org Language: English - Date: 2014-07-02 09:44:02 Stochastic processes Ggplot2 Visualization R Forward price Stochastic differential equation Yield curve Statistics Software Free software
48	Cryptographic Schemes based on Elliptic Curve Pairings Sattam S. Al-Riyami Thesis submitted to the University of London for the degree of Doctor of Philosophy Add to Reading List Source URL: www.isg.rhul.ac.uk Language: English - Date: 2004-06-16 10:55:54 MQV Key-agreement protocol Diffie–Hellman key exchange Perfect forward secrecy Digital signature Diffie–Hellman problem Whitfield Diffie Cryptography Cryptographic protocols Public-key cryptography
49	Input data and options: 1. A blended curve having instruments of equal tenor (ex. 6M for EURSWAP market) Add to Reading List Source URL: www.algorithmica.se Language: English - Date: 2012-04-12 11:53:49 Mathematical analysis Hermite Curve fitting Spline Differential geometry of curves Curve Linear interpolation Forward rate Yield curve Interpolation Geometry Mathematics
50	Melbourne Institute Working Paper Series Working Paper No[removed]Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance Mariano Kulish, James Morley and Tim Robinson Add to Reading List Source URL: melbourneinstitute.com Language: English - Date: 2014-07-24 20:00:09 Interest rates Macroeconomic policy Public finance Dynamic stochastic general equilibrium Yield curve Inflation Zero interest rate policy Phillips curve Contractionary monetary policy Macroeconomics Economics Monetary policy

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