Yield curve

Results: 1806



#Item
651Fixed income analysis / Financial markets / Government bonds / Fixed income market / Municipal bond / Bond / Yield curve / Yield / Mutual fund / Financial economics / Investment / Finance

Municipal Bonds Better Than You Think For many years, the municipal bond market has provided investors with the benefit of earning income that is generally exempt from both federal and state income taxes through investm

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Source URL: aquilafunds.com

Language: English - Date: 2014-04-08 11:20:23
652Economics / Options / Binomial options pricing model / Yield curve / Risk-neutral measure / Bond option / Derivative / Bond / Arbitrage / Financial economics / Mathematical finance / Finance

Finance 400 A. Penati - G. Pennacchi Arbitrage-Free Binomial Models of the Term Structure Earlier, in our discussion of martingale pricing theory, we showed that the absence of arbitrage implied that the date t price of

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Source URL: home.cerge-ei.cz

Language: English - Date: 2001-10-17 18:36:32
653Economics / Options / Fixed income market / Investment / Stochastic processes / VIX / Black–Scholes / Expectation hypothesis / Yield curve / Financial economics / Mathematical finance / Finance

Federal Reserve Bank of New York Staff Reports Option-Implied Term Structures Erik Vogt

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Source URL: www.newyorkfed.org

Language: English - Date: 2014-12-19 12:03:42
654Time series analysis / Actuarial science / Data analysis / Forecasting / Yield curve / Forecast error / Regression analysis / Fixed-income attribution / Ensemble forecasting / Statistics / Statistical forecasting / Fixed income market

M PRA Munich Personal RePEc Archive Forecasting the yield curve: art or science? Tomas K. Molenaars and Nick H. Reinerink and Marcus A.

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Source URL: mpra.ub.uni-muenchen.de

Language: English - Date: 2015-02-23 10:10:18
655Bonds / Notes / United States Treasury security / Yield curve / Federal Reserve System / High-yield debt / Central bank / Financial economics / Economics / Investment

The effectiveness of the Federal Reserve’s Maturity Extension Program – Operation Twist 2: the portfolio rebalancing channel and public debt management Torsten Ehlers1

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Source URL: www.bis.org

Language: English - Date: 2012-05-29 08:50:00
656Finance / Fixed-income attribution / Bond duration / Bond / Yield curve / Business / Fixed income / Yield / Fixed income analysis / Fixed income market / Economics

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Source URL: www.swissbanking.ch

Language: English - Date: 2014-09-17 09:54:17
657Money / Interest rates / Mathematical finance / Monetary policy / Macroeconomics / Real interest rate / Interest / Yield curve / Derivative / Economics / Inflation / Financial economics

Inflation-Linked Pricing in the Presence of a Central Bank Reaction Function Gabriele Sarais Department of Mathematics Imperial College London London SW7 2AZ, United Kingdom

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-20 11:57:55
658Mathematical finance / Economic history / Yield curve / Financial crises / Volatility / Curvature / Bond duration / Bond / Innovation / Economics / Fixed income market / Financial economics

The financial crisis and the changing dynamics of the yield curve1 Morten L Bech2 and Yvan Lengwiler3 Abstract We present evidence on the changing dynamics of the yield curve from 1998 to[removed]We

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Source URL: www.bis.org

Language: English - Date: 2012-05-29 08:50:00
659Monetary policy / Deflation / Economic policy / Business cycle / Quantitative easing / Real interest rate / Yield curve / Interest rate / Central bank / Economics / Macroeconomics / Inflation

Roger W Ferguson, Jr: Uncertain times - Economic challenges facing the United States and Japan Speech by Mr Roger W Ferguson, Jr, Vice-Chairman of the Board of Governors of the US Federal Reserve System, before the Insti

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Source URL: www.bis.org

Language: English - Date: 2003-06-20 04:00:00
660Business cycle / Recessions / Economic Cycle Research Institute / National Bureau of Economic Research / The Vanguard Group / Economy of the United States / Yield curve / S&P 500 / Economic growth / Economics / Macroeconomics / Economic indicators

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Source URL: institutional.vanguard.com

Language: English - Date: 2009-08-13 09:00:37
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