Forward interest rate

Results: 225



#Item
141Finance / Fixed income analysis / Interest rates / Forward measure / Martingale theory / Yield curve / Swap rate / T-carrier / Hull–White model / Financial economics / Mathematical finance / Economics

Modeling Long Term Interest Rates of Japanese Yen : The LG Model ∗ Masaaki Kijima† and Keiichi Tanaka‡

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Source URL: www.mof.go.jp

Language: English - Date: 2014-03-24 05:38:41
142Economic theories / Monetary policy / Banking / Federal Open Market Committee / Federal funds rate / New Keynesian economics / Interest rate / Contractionary monetary policy / Federal Reserve System / Macroeconomics / Economics / Federal Reserve

Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound∗ Andrew Levin, David L´opez-Salido, Edward Nelson, and Tack Yun Federal Reserve Board The recent literature on monetary policy in the prese

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Source URL: www.ijcb.org

Language: English - Date: 2010-03-01 03:26:00
143Interest rates / United States housing bubble / Interest rate swap / Libor / Swap / Notional amount / Derivative / Interest rate derivative / Forward rate agreement / Financial economics / Economics / Finance

December 5, 2012 Explanation of LIBOR Review Data The following LIBOR Review tables provide an aggregate summary based on a subset of Interest Rate derivative transactions (IRS) that have been registered in DTCC Derivat

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Source URL: www.dtcc.com

Language: English - Date: 2013-11-11 11:51:18
144Interest rate swap / Interest rates / Options / Swap / Derivative / Notional amount / Forward contract / Forward rate agreement / Currency swap / Financial economics / Economics / Financial system

August 21, 2012 Explanation of Global Trade Repository Data The following tables provide aggregated market data on Interest Rate derivative trades that have been registered in Depository Trust & Clearing Corporation’s

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Source URL: www.dtcc.com

Language: English - Date: 2013-11-11 11:50:54
145Debt / Interest / Renting / Taylor rule / Forward price / Expectation hypothesis / Economics / Finance / Financial economics

Interest Rate Smoothing and "Calvo-Type" Interest Rate Rules: A comment on Levine, McAdam, and Pearlman (2007)

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Source URL: www.ijcb.org

Language: English - Date: 2011-08-31 11:40:00
146International finance / Financial economics / Foreign exchange market / Monetary policy / Economic model / Macroeconomic model / Forward exchange rate / Demand for money / Interest rate / Macroeconomics / Economics / Statistics

July 29, 2007 Comment on “Exchange Rate Models Are Not as Bad as You Think” by Charles Engel, Nelson C. Mark, and Kenneth D. West By Kenneth Rogo¤1 , Harvard University

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Source URL: scholar.harvard.edu

Language: English - Date: 2013-02-15 16:09:12
147Financial risk / Hedge / Interest rate swap / Bond / Derivative / Arbitrage / Repurchase agreement / Futures contract / Risk management / Financial economics / Finance / Economics

Statement of Educational Requirements under the Guidelines for Interest Rate and Forward Purchase Agreements Dated October 16, 2000 The Guidelines specify that the Chief Executive Officer and the Chief Financial Officer

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Source URL: www.comptroller.tn.gov

Language: English - Date: 2010-11-23 14:29:19
148International finance / Finance / Macroeconomics / Financial economics / Overshooting model / Monetary policy / Interest rate / Forward exchange rate / Economic model / Economics / Foreign exchange market / International economics

Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 652 November[removed]MONETARY POLICY’S ROLE

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Source URL: www.federalreserve.gov

Language: English - Date: 2000-01-06 14:35:34
149United States housing bubble / Repurchase agreement / Mark-to-market accounting / Purchasing / Interest rate swap / Futures contract / Bond / International Swaps and Derivatives Association / Counterparty / Business / Finance / Financial economics

Rev’d Effective[removed]GUIDELINES FOR INTEREST RATE AND FORWARD PURCHASE AGREEMENTS I.

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Source URL: www.comptroller.tn.gov

Language: English - Date: 2010-11-23 14:28:19
150Foreign exchange market / Futures contract / Interest rate future / Forward contract / Forward exchange rate / Futures exchange / Spot contract / Eurodollar / Currency future / Finance / Financial economics / Economics

Microsoft Word - ifdp.doc

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Source URL: www.federalreserve.gov

Language: English - Date: 2006-10-26 08:52:53
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