Yield curve

Results: 1806



#Item
231Monetary policy / Interest rates / Fixed income market / Monetary economics / Deflation / Euro / Yield curve / Real interest rate / Credit channel / Economics / Macroeconomics / Inflation

Ultra-low or negative interest rates: what they mean for financial stability and growth

Add to Reading List

Source URL: www.bis.org

Language: English - Date: 2015-04-24 11:37:00
232Business cycle / Economic indicators / New classical macroeconomics / Real business cycle theory / Macroeconomic model / Yield curve / Late-2000s recession / Economic growth / Economic model / Economics / Macroeconomics / Recessions

Anna Pestova LEADING INDICATORS OF THE BUSINESS CYCLE: DYNAMIC LOGIT MODELS FOR OECD COUNTRIES AND RUSSIA

Add to Reading List

Source URL: www.hse.ru

Language: English - Date: 2015-04-30 05:56:22
233Interest rates / Interest rate swap / Libor / Yield curve / Overnight indexed swap / Swap rate / Swap / Discounting / Financial economics / Economics / Finance

Financial Research and Training Center Discussion Paper Series A Note on Construction of Multiple Swap Curves with and without Collateral

Add to Reading List

Source URL: www.fsa.go.jp

Language: English - Date: 2010-02-03 03:02:25
234Economic theories / Fellows of the Econometric Society / Neoclassical growth model / Daron Acemoğlu / Steady state economy / Productivity / Distribution / Yield curve / Endogenous growth theory / Economic growth / Economics / Macroeconomics

180 THE REVIEW OF ECONOMICS AND STATISTICS (pp. 179–218), in Thomas G. Cowing and Rodney E. Stevenson (Eds.), Productivity Measurement in Regulated Industries

Add to Reading List

Source URL: web.stanford.edu

Language: English - Date: 2008-04-21 19:00:06
235Finance / Fixed income market / Gilt-edged securities / Government debt / Stock market / Quantitative easing / Market liquidity / Yield curve / Bond market / Economics / Financial economics / Financial markets

Liquidity and Dealer Activity in the UK Gilt Market During the Financial Crisis∗ Evangelos Benos† Filip Zikes‡

Add to Reading List

Source URL: www.greta.it

Language: English - Date: 2015-02-20 17:21:06
236Investment / Mathematical finance / Options / Range accrual / Bonds / Interest rate derivative / T1 / Yield curve / Zero-coupon bond / Financial economics / Economics / Finance

INTERPOLATION SCHEMES IN THE DISPLACED-DIFFUSION LIBOR MARKET MODEL AND THE EFFICIENT COMPUTATION OF PRICES AND GREEKS FOR CALLABLE RANGE ACCRUALS CHRISTOPHER BEVERIDGE AND MARK JOSHI Abstract. We introduce a new arbitra

Add to Reading List

Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:19:33
237Mathematical finance / Financial economics / Yield curve / Economic model / General equilibrium theory / Interest rate / Interest / Business cycle / Macroeconomics / Economics / Fixed income market / Monetary policy

The Term Structure of Interest Rates in a simple Stochastic Growth model: Evidence from Australian data by David Kim* No

Add to Reading List

Source URL: ses.library.usyd.edu.au

Language: English - Date: 2014-10-17 11:52:55
238Interest rates / Financial economics / Fixed income market / Economy of New Zealand / Expectation hypothesis / Official cash rate / Central bank / Yield curve / Inflation targeting / Economics / Macroeconomics / Monetary policy

How Effective Is Central Bank Forward Guidance?

Add to Reading List

Source URL: research.stlouisfed.org

Language: English - Date: 2012-12-20 14:50:54
239Economics / Econometrics / Fixed income market / Yield curve / Finance / Nonlinear regression / Limited-memory BFGS / Mathematical optimization / BFGS method / Statistics / Regression analysis / Fixed income analysis

Microsoft Word - Muslim_full Paper

Add to Reading List

Source URL: www.statistics.gov.hk

Language: English - Date: 2013-08-22 04:39:11
240Finance / Yield curve / Bond / Interest rate risk / Mortgage-backed security / Structured finance / Financial economics / Economics / Fixed income market

FY2009 1Q Conference Call for Domestic Institutional Investors and Analysts Q&A (Summary) Date: Respondents: August 11, :30–17:20

Add to Reading List

Source URL: www.sonyfh.co.jp

Language: English - Date: 2014-10-29 22:05:21
UPDATE