Yield curve

Results: 1806



#Item
761Econometrics / Mathematical finance / Macroeconomics / Monetary policy / Yield curve / Vector autoregression / Economic model / Inflation / Macroeconomic model / Economics / Statistics / Fixed income market

Reading the Minds of Investors: An Empirical Term Structure Model for Policy Analysis

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Source URL: federalreserve.gov

Language: English - Date: 2004-11-02 16:48:06
762Treasury International Capital / Yield curve / United States Treasury security / Bond market / Bond / Balance of payments / Central bank / Z-spread / Capital flows in Japan / Economics / Fixed income market / Finance

International Capital Flows and U.S. Interest Rates

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Source URL: federalreserve.gov

Language: English - Date: 2008-10-24 10:58:27
763Finance / Mathematical finance / Utility / Financial risk / Debt / Risk-neutral measure / Risk / Yield curve / Credit derivative / Financial economics / Economics / Actuarial science

Understanding the Role of Recovery in Default Risk Models: Empirical Comparisons and Implied Recovery Rates Gurdip Bakshi, Dilip Madan,

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Source URL: federalreserve.gov

Language: English - Date: 2002-01-14 12:39:27
764Fixed income market / Bonds / Government bonds / Corporate bond / Yield curve / Fixed income / Credit rating agency / Yield spread / United States Treasury security / Financial economics / Economics / Finance

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averag

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Source URL: federalreserve.gov

Language: English - Date: 2013-02-07 18:10:07
765Fixed income analysis / Interest rates / Mathematical finance / Fixed income market / Yield curve / Interest / Nominal interest rate / Bond valuation / Bond / Economics / Inflation / Financial economics

An Estimate of the Inflation Risk Premium Using a Three-Factor Affine Term Structure Model

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Source URL: federalreserve.gov

Language: English - Date: 2006-11-21 14:56:36
766Interest rates / Mathematical finance / Fixed income market / Fixed income analysis / Macroeconomics / Yield curve / IS/LM model / Inflation / Bond / Economics / Financial economics / Finance

“Interest Rates as Options:” Assessing the markets’ view of the liquidity trap Antulio N. Bomfim∗ Federal Reserve Board First Draft: April 10, 2003 This Draft: July 7, 2003

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Source URL: federalreserve.gov

Language: English - Date: 2003-08-29 16:31:06
767Money / Real interest rate / Monetary policy / Deflation / United States Treasury security / Yield curve / Yield / Bond / Interest rate / Economics / Inflation / Macroeconomics

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. The Information Content of the Embedded Deflation Option in TIPS

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Source URL: federalreserve.gov

Language: English - Date: 2012-03-12 14:52:38
768Mathematical finance / New Keynesian economics / New classical macroeconomics / Dynamic stochastic general equilibrium / Macroeconomic model / Equity premium puzzle / Stress / Federal Reserve System / Yield curve / Macroeconomics / Economics / Financial economics

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Financial Stress and Economic Dynamics: the transmission of crises

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Source URL: federalreserve.gov

Language: English - Date: 2013-04-15 13:04:06
769Monetary policy / New Keynesian economics / Interest rate / Mathematical finance / Inflation / Yield curve / Real interest rate / Economic model / Macroeconomic model / Macroeconomics / Economics / Economic theories

The Excess Sensitivity of Long-Term Interest Rates: Evidence and Implications for Macroeconomic Models* Refet S. Gürkaynak, Brian Sack, and

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Source URL: federalreserve.gov

Language: English - Date: 2003-11-17 14:42:22
770Economics / Finance / Yield curve / Bond duration / Par yield / Bond / United States Treasury security / Yield / Coupon / Fixed income analysis / Financial economics / Bonds

The U.S. Treasury Yield Curve: 1961 to the Present

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Source URL: federalreserve.gov

Language: English - Date: 2008-07-11 12:44:28
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