The Dynamics Of The Term Structure Of Interest Rates In The United States In Light Of The Financial Crisis Of 2007 10

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The Dynamics of the Term Structure of Interest Rates in the United States in Light of the Financial Crisis of 2007-10

Author : Carlos I. Medeiros
Publisher : INTERNATIONAL MONETARY FUND
ISBN 13 : 9781455226047
Total Pages : 24 pages
Book Rating : 4.2/5 (26 download)

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Book Synopsis The Dynamics of the Term Structure of Interest Rates in the United States in Light of the Financial Crisis of 2007-10 by : Carlos I. Medeiros

Download or read book The Dynamics of the Term Structure of Interest Rates in the United States in Light of the Financial Crisis of 2007-10 written by Carlos I. Medeiros and published by INTERNATIONAL MONETARY FUND. This book was released on 2011-04-01 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper assesses the dynamics of the term structure of interest rates in the United States in light of the financial crisis in 2007-10. In particular, this paper assesses the dynamics of the term structure of U.S. Treasury security yields in light of economic and financial events and the monetary policy response since the inception of the crisis in mid-2007. To this end, this paper relies on estimates of the term structure using Nelson-Siegel models that make use of unobservable or latent factors and macroeconomic variables. The paper concludes that both the latent factors and macroeconomic variables explain the dynamics of the term structure of interest rates, and the expectations of the impact on macroeconomic variables of changes in financial factors, and vice versa, have changed little with the financial crisis.

The Dynamics of the Term Structure of Interest Rates in the United States in Light of the Financial Crisis of 2007-2010

Author : Marco Rodriguez Waldo
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.:/5 (17 download)

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Book Synopsis The Dynamics of the Term Structure of Interest Rates in the United States in Light of the Financial Crisis of 2007-2010 by : Marco Rodriguez Waldo

Download or read book The Dynamics of the Term Structure of Interest Rates in the United States in Light of the Financial Crisis of 2007-2010 written by Marco Rodriguez Waldo and published by . This book was released on 2011 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper assesses the dynamics of the term structure of interest rates in the United States in light of the financial crisis in 2007-10. In particular, this paper assesses the dynamics of the term structure of U.S. Treasury security yields in light of economic and financial events and the monetary policy response since the inception of the crisis in mid-2007. To this end, this paper relies on estimates of the term structure using Nelson-Siegel models that make use of unobservable or latent factors and macroeconomic variables. The paper concludes that both the latent factors and macroeconomic variables explain the dynamics of the term structure of interest rates, and the expectations of the impact on macroeconomic variables of changes in financial factors, and vice versa, have changed little with the financial crisis.

The Dynamics of the Term Structure of Interest Rates in the United States in Light of the Financial Crisis of 2007–10

Author : Mr.Carlos I. Medeiros
Publisher : International Monetary Fund
ISBN 13 : 1455226041
Total Pages : 26 pages
Book Rating : 4.4/5 (552 download)

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Book Synopsis The Dynamics of the Term Structure of Interest Rates in the United States in Light of the Financial Crisis of 2007–10 by : Mr.Carlos I. Medeiros

Download or read book The Dynamics of the Term Structure of Interest Rates in the United States in Light of the Financial Crisis of 2007–10 written by Mr.Carlos I. Medeiros and published by International Monetary Fund. This book was released on 2011-04-01 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper assesses the dynamics of the term structure of interest rates in the United States in light of the financial crisis in 2007-10. In particular, this paper assesses the dynamics of the term structure of U.S. Treasury security yields in light of economic and financial events and the monetary policy response since the inception of the crisis in mid-2007. To this end, this paper relies on estimates of the term structure using Nelson-Siegel models that make use of unobservable or latent factors and macroeconomic variables. The paper concludes that both the latent factors and macroeconomic variables explain the dynamics of the term structure of interest rates, and the expectations of the impact on macroeconomic variables of changes in financial factors, and vice versa, have changed little with the financial crisis.

An Assessment of Estimates of Term Structure Models for the United States

Author : Ying He
Publisher : International Monetary Fund
ISBN 13 : 1463923260
Total Pages : 33 pages
Book Rating : 4.4/5 (639 download)

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Book Synopsis An Assessment of Estimates of Term Structure Models for the United States by : Ying He

Download or read book An Assessment of Estimates of Term Structure Models for the United States written by Ying He and published by International Monetary Fund. This book was released on 2011-10-01 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper assesses estimates of term structure models for the United States. To this end, this paper first describes the mathematics underlying two types of term structure models, namely the Nelson-Siegel and Cox, Ingersoll and Ross family of models, and the estimation techniques. It then presents estimations of some of specific models within these families of models?three-factor Nelson-Siegel Model, four-factor Svensson model, and preference-free, two-factor Cox, Ingersoll and Roll model?for the United States from 1972 to mid 2011. It subsequently provides an assessment of the estimations. It concludes that these estimations of the term structure models successfully capture the dynamics of the term structure in the United States.

The Federal Reserve System Purposes and Functions

Author : Board of Governors of the Federal Reserve System
Publisher :
ISBN 13 : 9780894991967
Total Pages : 0 pages
Book Rating : 4.9/5 (919 download)

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Book Synopsis The Federal Reserve System Purposes and Functions by : Board of Governors of the Federal Reserve System

Download or read book The Federal Reserve System Purposes and Functions written by Board of Governors of the Federal Reserve System and published by . This book was released on 2002 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides an in-depth overview of the Federal Reserve System, including information about monetary policy and the economy, the Federal Reserve in the international sphere, supervision and regulation, consumer and community affairs and services offered by Reserve Banks. Contains several appendixes, including a brief explanation of Federal Reserve regulations, a glossary of terms, and a list of additional publications.

Term Structure of Profit Rates of Sukuk

Author : Adesina-Uthman Ganiyat
Publisher : Cambridge Scholars Publishing
ISBN 13 : 144387986X
Total Pages : 340 pages
Book Rating : 4.4/5 (438 download)

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Book Synopsis Term Structure of Profit Rates of Sukuk by : Adesina-Uthman Ganiyat

Download or read book Term Structure of Profit Rates of Sukuk written by Adesina-Uthman Ganiyat and published by Cambridge Scholars Publishing. This book was released on 2015-06-18 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores several non-traditional and under-researched fields in Islamic finance through its investigations into how the newly-emergent financial instrument Sukuk behaves in the broader field of finite-period financing and pricing in the market place. It provides readers with didactic information on the fundamental theories of term structure and in-depth information on this nascent financial instrument in the Islamic capital market. The book employs one and two-factor models of term structure in order to analyse sovereign and corporate Sukuk bonds from the world’s leading Islamic economy, Malaysia. For the purposes of the study, the book establishes “profit rate yield curves” in the tradition of the conventional bond yield curve in order to define different risk classes of Sukuk. The dynamics of term structure of profit rates are captured with the inclusion of volatility as a factor in one of the models. The book provides informative case studies for interested students and researchers in the field of financial economics and mathematical finance. It also provides examples that will serve to simplify future research in term structure analysis and reduce its computational inefficiency.

The Global Welfare Impact of China

Author : Mr.Julian Di Giovanni
Publisher : International Monetary Fund
ISBN 13 : 1475535236
Total Pages : 50 pages
Book Rating : 4.4/5 (755 download)

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Book Synopsis The Global Welfare Impact of China by : Mr.Julian Di Giovanni

Download or read book The Global Welfare Impact of China written by Mr.Julian Di Giovanni and published by International Monetary Fund. This book was released on 2012-03-01 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper evaluates the global welfare impact of China's trade integration and technological change in a quantitative Ricardian-Heckscher-Ohlin model implemented on 75 countries. We simulate two alternative productivity growth scenarios: a "balanced" one in which China's productivity grows at the same rate in each sector, and an "unbalanced" one in which China's comparative disadvantage sectors catch up disproportionately faster to the world productivity frontier. Contrary to a well-known conjecture (Samuelson, 2004), the large majority of countries in the sample, including the developed ones, experience an order of magnitude larger welfare gains when China's productivity growth is biased towards its comparative disadvantage sectors. We demonstrate both analytically and quantitatively that this finding is driven by the inherently multilateral nature of world trade. As a separate but related exercise we quantify the worldwide welfare gains from China's trade integration.

Macrofinance Model of the Czech Economy

Author : International Monetary Fund
Publisher : International Monetary Fund
ISBN 13 : 1475502303
Total Pages : 51 pages
Book Rating : 4.4/5 (755 download)

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Book Synopsis Macrofinance Model of the Czech Economy by : International Monetary Fund

Download or read book Macrofinance Model of the Czech Economy written by International Monetary Fund and published by International Monetary Fund. This book was released on 2012-03-01 with total page 51 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper developes a VAR macrofinance model of the Czech economy. It shows that yield misalignments from the yields implied by the macrofinance model partially determine subsequent yield changes over three to nine months. These yield misalignments tend to persist for a number of months. This persistence of the misalignments was explained by (a) the fact that the macro-economy influences asset markets only at lower frequencies, (b) the liquidity effect particularly during the times of capital inflows to Czech Republic, and (c) the fact that not all misalignments were greater than their historical one standard deviation.

Regional Economic Outlook, April 2012, Western Hemisphere

Author : International Monetary Fund. Western Hemisphere Dept.
Publisher : International Monetary Fund
ISBN 13 : 1475578539
Total Pages : 71 pages
Book Rating : 4.4/5 (755 download)

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Book Synopsis Regional Economic Outlook, April 2012, Western Hemisphere by : International Monetary Fund. Western Hemisphere Dept.

Download or read book Regional Economic Outlook, April 2012, Western Hemisphere written by International Monetary Fund. Western Hemisphere Dept. and published by International Monetary Fund. This book was released on 2012-04-18 with total page 71 pages. Available in PDF, EPUB and Kindle. Book excerpt: Growth in much of Latin America remains solid, although it slowed during the second half of 2011 as result of the combined effects of policy tightening and global uncertainties. Under our baseline, we expect growth in Latin America and the Caribbean to moderate to about 33⁄4 percent in 2012, from about 41⁄2 last year. For many countries, high commodity prices and easy external financing conditions will provide tailwinds. For others, weak growth in the United States and other advanced-country partners, or homegrown fiscal problems, will hold back activity. This edition of the Regional Economic Outlook: Western Hemisphere elaborates on three key themes. First, the global economic environment is somewhat better than in late 2011, but remains risky as renewed tensions from Europe and the likelihood of an oil price shock cannot be discarded. Second, external conditions will remain stimulative for much of Latin America: The double tailwinds of easy external finance and high commodity prices are likely to persist for a while, though not forever. And third, this environment creates opportunities for Latin America-opportunities to build on the resilience and flexibility that has served it so well during the global crisis of 2008-09. This edition also expands on these themes through analytical features on regional spillovers, the growth effects of global financial shocks, and housing and mortgage markets in the region.

Nigeria

Author : International Monetary Fund. African Dept.
Publisher : International Monetary Fund
ISBN 13 : 1484345487
Total Pages : 92 pages
Book Rating : 4.4/5 (843 download)

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Book Synopsis Nigeria by : International Monetary Fund. African Dept.

Download or read book Nigeria written by International Monetary Fund. African Dept. and published by International Monetary Fund. This book was released on 2018-03-07 with total page 92 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Selected Issues paper analyzes mobilization of tax revenues in Nigeria. Low non-oil revenue mobilization is affecting the government’s objectives to expand growth-enhancing expenditure priorities, foster higher growth, and comply with its fiscal rule which limits the federal government deficit to no more than 3 percent of GDP. There is significant revenue potential from structural tax measures. A broad-based and comprehensive tax reform program is needed in the short and medium term to address these objectives and generate sustainable revenue growth by broadening the bases of income and consumption taxes, closing loopholes and leakage created by corporate tax holidays and the widespread use of other associated tax expenditures, as well as creating incentives for the subnational tiers of government to raise their own source revenues.

The Financial Crisis Inquiry Report

Author : Financial Crisis Inquiry Commission
Publisher : Cosimo, Inc.
ISBN 13 : 1616405414
Total Pages : 692 pages
Book Rating : 4.6/5 (164 download)

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Book Synopsis The Financial Crisis Inquiry Report by : Financial Crisis Inquiry Commission

Download or read book The Financial Crisis Inquiry Report written by Financial Crisis Inquiry Commission and published by Cosimo, Inc.. This book was released on 2011-05-01 with total page 692 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Financial Crisis Inquiry Report, published by the U.S. Government and the Financial Crisis Inquiry Commission in early 2011, is the official government report on the United States financial collapse and the review of major financial institutions that bankrupted and failed, or would have without help from the government. The commission and the report were implemented after Congress passed an act in 2009 to review and prevent fraudulent activity. The report details, among other things, the periods before, during, and after the crisis, what led up to it, and analyses of subprime mortgage lending, credit expansion and banking policies, the collapse of companies like Fannie Mae and Freddie Mac, and the federal bailouts of Lehman and AIG. It also discusses the aftermath of the fallout and our current state. This report should be of interest to anyone concerned about the financial situation in the U.S. and around the world.THE FINANCIAL CRISIS INQUIRY COMMISSION is an independent, bi-partisan, government-appointed panel of 10 people that was created to "examine the causes, domestic and global, of the current financial and economic crisis in the United States." It was established as part of the Fraud Enforcement and Recovery Act of 2009. The commission consisted of private citizens with expertise in economics and finance, banking, housing, market regulation, and consumer protection. They examined and reported on "the collapse of major financial institutions that failed or would have failed if not for exceptional assistance from the government."News Dissector DANNY SCHECHTER is a journalist, blogger and filmmaker. He has been reporting on economic crises since the 1980's when he was with ABC News. His film In Debt We Trust warned of the economic meltdown in 2006. He has since written three books on the subject including Plunder: Investigating Our Economic Calamity (Cosimo Books, 2008), and The Crime Of Our Time: Why Wall Street Is Not Too Big to Jail (Disinfo Books, 2011), a companion to his latest film Plunder The Crime Of Our Time. He can be reached online at www.newsdissector.com.

International Macroeconomics in the Wake of the Global Financial Crisis

Author : Laurent Ferrara
Publisher : Springer
ISBN 13 : 3319790757
Total Pages : 298 pages
Book Rating : 4.3/5 (197 download)

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Book Synopsis International Macroeconomics in the Wake of the Global Financial Crisis by : Laurent Ferrara

Download or read book International Macroeconomics in the Wake of the Global Financial Crisis written by Laurent Ferrara and published by Springer. This book was released on 2018-06-13 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects selected articles addressing several currently debated issues in the field of international macroeconomics. They focus on the role of the central banks in the debate on how to come to terms with the long-term decline in productivity growth, insufficient aggregate demand, high economic uncertainty and growing inequalities following the global financial crisis. Central banks are of considerable importance in this debate since understanding the sluggishness of the recovery process as well as its implications for the natural interest rate are key to assessing output gaps and the monetary policy stance. The authors argue that a more dynamic domestic and external aggregate demand helps to raise the inflation rate, easing the constraint deriving from the zero lower bound and allowing monetary policy to depart from its current ultra-accommodative position. Beyond macroeconomic factors, the book also discusses a supportive financial environment as a precondition for the rebound of global economic activity, stressing that understanding capital flows is a prerequisite for economic-policy decisions.

Monetary Policy and the Housing Bubble

Author :
Publisher : DIANE Publishing
ISBN 13 : 1437985297
Total Pages : 64 pages
Book Rating : 4.4/5 (379 download)

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Book Synopsis Monetary Policy and the Housing Bubble by :

Download or read book Monetary Policy and the Housing Bubble written by and published by DIANE Publishing. This book was released on with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Term Structure of Interest Rates in the United States 1884-1914

Author :
Publisher :
ISBN 13 :
Total Pages : 241 pages
Book Rating : 4.:/5 (943 download)

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Book Synopsis The Term Structure of Interest Rates in the United States 1884-1914 by :

Download or read book The Term Structure of Interest Rates in the United States 1884-1914 written by and published by . This book was released on 1978 with total page 241 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Global Trends 2040

Author : National Intelligence Council
Publisher : Cosimo Reports
ISBN 13 : 9781646794973
Total Pages : 158 pages
Book Rating : 4.7/5 (949 download)

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Book Synopsis Global Trends 2040 by : National Intelligence Council

Download or read book Global Trends 2040 written by National Intelligence Council and published by Cosimo Reports. This book was released on 2021-03 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The ongoing COVID-19 pandemic marks the most significant, singular global disruption since World War II, with health, economic, political, and security implications that will ripple for years to come." -Global Trends 2040 (2021) Global Trends 2040-A More Contested World (2021), released by the US National Intelligence Council, is the latest report in its series of reports starting in 1997 about megatrends and the world's future. This report, strongly influenced by the COVID-19 pandemic, paints a bleak picture of the future and describes a contested, fragmented and turbulent world. It specifically discusses the four main trends that will shape tomorrow's world: - Demographics-by 2040, 1.4 billion people will be added mostly in Africa and South Asia. - Economics-increased government debt and concentrated economic power will escalate problems for the poor and middleclass. - Climate-a hotter world will increase water, food, and health insecurity. - Technology-the emergence of new technologies could both solve and cause problems for human life. Students of trends, policymakers, entrepreneurs, academics, journalists and anyone eager for a glimpse into the next decades, will find this report, with colored graphs, essential reading.

International Convergence of Capital Measurement and Capital Standards

Author :
Publisher : Lulu.com
ISBN 13 : 9291316695
Total Pages : 294 pages
Book Rating : 4.2/5 (913 download)

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Book Synopsis International Convergence of Capital Measurement and Capital Standards by :

Download or read book International Convergence of Capital Measurement and Capital Standards written by and published by Lulu.com. This book was released on 2004 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Global Financial Stability Report, April 2014

Author : International Monetary Fund
Publisher : International Monetary Fund
ISBN 13 : 1484357469
Total Pages : 184 pages
Book Rating : 4.4/5 (843 download)

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Book Synopsis Global Financial Stability Report, April 2014 by : International Monetary Fund

Download or read book Global Financial Stability Report, April 2014 written by International Monetary Fund and published by International Monetary Fund. This book was released on 2014-04-09 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: The April 2014 Global Financial Stability Report finds that, despite much progress, the global financial system remains in a transitional period with stability conditions far from normal. Advanced and emerging market economies alike need to make a successful shift from liquidity- to growth-driven markets, which will require a number of elements, including a normalization of U.S. monetary policy; financial rebalancing in emerging markets; further progress in the euro area integration; and continued implementation of “Abenomics” in Japan. This report also examines how changes in the investor base and financial deepening affect emerging market economies as well as looks at the issue of banks considered too important to fail, providing new estimates of the implicit funding subsidy these banks receive.