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Author : Dimitris Margaritis
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.3/5 ( download)
Download or read book Time-varying Risk Premia in the Term Structure of Interest Rates in New Zealand written by Dimitris Margaritis and published by . This book was released on 1991 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Lakshman Alles
Publisher :
ISBN 13 : 9781863422260
Total Pages : 11 pages
Book Rating : 4.4/5 (222 download)
Download or read book Time Varying Risk Premia and the Predictive Power of the Australian Term Structure of Interest Rates written by Lakshman Alles and published by . This book was released on 1993 with total page 11 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Khosrow Fatemi
Publisher : Routledge
ISBN 13 : 1136267441
Total Pages : 298 pages
Book Rating : 4.1/5 (362 download)
Download or read book Foreign Exchange Issues, Capital Markets and International Banking in the 1990s (RLE Banking & Finance) written by Khosrow Fatemi and published by Routledge. This book was released on 2012-10-12 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: The need for continued analysis and evaluation of the international financial system is as pressing now as it was when this book was originally published. This volume provides an in-depth analysis of certain aspects of the international financial system. Specifically it addresses four of the most important financial and monetary issues of the present time: exchange rate, capital markets, international banking and external debt and international financial management.
Author : Michael Gordon
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.X/5 (4 download)
Download or read book Estimates of Time-varying Term Premia for New Zealand and Australia written by Michael Gordon and published by . This book was released on 2003 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Dimitris Margaritis
Publisher :
ISBN 13 :
Total Pages : 20 pages
Book Rating : 4.3/5 ( download)
Download or read book Time-varying Risk Premia and the Efficiency of the New Zealand Foreign Exchange Market written by Dimitris Margaritis and published by . This book was released on 1991 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mirko Abbritti
Publisher : International Monetary Fund
ISBN 13 : 1475513313
Total Pages : 41 pages
Book Rating : 4.4/5 (755 download)
Download or read book Global Factors in the Term Structure of Interest Rates written by Mirko Abbritti and published by International Monetary Fund. This book was released on 2013-11-05 with total page 41 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper introduces global factors within a FAVAR framework in an empirical affine term structure model. We apply our method to a panel of international yield curves and show that global factors account for more than 80 percent of term premia in advanced economies. In particular they tend to explain long-term dynamics in yield curves, as opposed to domestic factors which are instead more relevant to short-run movements. We uncover the key role for global curvature in shaping term premia dynamics. We show that this novel factor precedes global economic and financial instability. In particular, it coincides with immediate expectations of permanent expansionary monetary policy during the recent crisis.
Author : L. Krippner
Publisher : Springer
ISBN 13 : 1137401826
Total Pages : 409 pages
Book Rating : 4.1/5 (374 download)
Download or read book Zero Lower Bound Term Structure Modeling written by L. Krippner and published by Springer. This book was released on 2015-01-05 with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nominal yields on government debt in several countries have fallen very near their zero lower bound (ZLB), causing a liquidity trap and limiting the capacity to stimulate economic growth. This book provides a comprehensive reference to ZLB structure modeling in an applied setting.
Author : Various
Publisher : Routledge
ISBN 13 : 1136264922
Total Pages : 10558 pages
Book Rating : 4.1/5 (362 download)
Download or read book Routledge Library Editions: Banking & Finance written by Various and published by Routledge. This book was released on 2021-12-02 with total page 10558 pages. Available in PDF, EPUB and Kindle. Book excerpt: Current interest in the history of money and banking remains strong and it is opportune to survey developments both in the UK, USA, Europe and Asia. This set provides historical analysis which incorporates research from the early twentieth century onwards in a form that is both accessible to students of money & banking and economists, economic historians and bankers This set re-issues 38 volumes originally published between 1900 and 2000. It charts the history of early banking, discusses banking in the UK, Europe,Japan and the USA, analyses banks as multinationals, the UK mortgage market, banking policy and structure and examines specific sectors such as gilts and gold.
Author : Khosrow Fatemi
Publisher : Routledge
ISBN 13 : 0415538807
Total Pages : 298 pages
Book Rating : 4.4/5 (155 download)
Download or read book Foreign Exchange Issues, Capital Markets and International Banking in the 1990s (RLE Banking and Finance) written by Khosrow Fatemi and published by Routledge. This book was released on 2012-05-25 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: The need for continued analysis and evaluation of the international financial system is as pressing now as it was when this book was originally published. This volume provides an in-depth analysis of certain aspects of the international financial system. Specifically it addresses four of the most important financial and monetary issues of the present time: exchange rate, capital markets, international banking and external debt and international financial management.
Author : Mr.Ralph Chami
Publisher : International Monetary Fund
ISBN 13 : 1513531867
Total Pages : 26 pages
Book Rating : 4.5/5 (135 download)
Download or read book Riding the Yield Curve: Risk Taking Behavior in a Low Interest Rate Environment written by Mr.Ralph Chami and published by International Monetary Fund. This book was released on 2020-03-13 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt: Investors seek to hedge against interest rate risk by taking long or short positions on bonds of different maturities. We study changes in risk taking behavior in a low interest rate environment by estimating a market stochastic discount factor that is non-linear and therefore consistent with the empirical properties of cashflow valuations identified in the literature. We provide evidence that non-linearities arise from hedging strategies of investors exposed to interest rate risk. Capital losses are amplified when interest rates increase and risk averse investors have taken positions on instruments with longer maturity, expecting instead interest rates to revert back to their historical average.
Author : Emanuel Kopp
Publisher : International Monetary Fund
ISBN 13 : 1484363671
Total Pages : 22 pages
Book Rating : 4.4/5 (843 download)
Download or read book A Macroeconomic Approach to the Term Premium written by Emanuel Kopp and published by International Monetary Fund. This book was released on 2018-06-15 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent years, term premia have been very low and sometimes even negative. Now, with the United States economy growing above potential, inflationary pressures are on the rise. Term premia are very sensitive to the expected future path of growth, inflation, and monetary policy, and an inflation surprise could require monetary policy to tighten faster than anticipated, inducing to a sudden decompression of term and other risk premia, thus tightening financial conditions. This paper proposes a semi-structural dynamic term structure model augmented with macroeconomic factors to include cyclical dynamics with a focus on medium- to long-run forecasts. Our results clearly show that a macroeconomic approach is warranted: While term premium estimates are in line with those from other studies, we provide (i) plausible, stable estimates of expected long-term interest rates and (ii) forecasts of short- and long-term interest rates as well as cyclical macroeconomic variables that are stunningly close to those generated from large-scale macroeconomic models.
Author : Murray Scott
Publisher :
ISBN 13 :
Total Pages : 50 pages
Book Rating : 4.3/5 ( download)
Download or read book Price and Income Elasticities for New Zealand's Imports written by Murray Scott and published by . This book was released on 1993 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : David Rae
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.3/5 ( download)
Download or read book Are Retailers Normal? written by David Rae and published by . This book was released on 1993 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Craig Beaumont
Publisher :
ISBN 13 :
Total Pages : 54 pages
Book Rating : 4.3/5 ( download)
Download or read book Wage Determination Under the Employment Contracts Act in Historical Context written by Craig Beaumont and published by . This book was released on 1993 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Christopher Green
Publisher :
ISBN 13 :
Total Pages : 26 pages
Book Rating : 4.3/5 ( download)
Download or read book Leading Indicators of Economic Activity written by Christopher Green and published by . This book was released on 1993 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Craig Beaumont
Publisher :
ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.3/5 ( download)
Download or read book Wage Bargaining and the Employment Contracts Act written by Craig Beaumont and published by . This book was released on 1993 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : David Rae
Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.3/5 ( download)
Download or read book Does Demand Affect Markups? written by David Rae and published by . This book was released on 1992 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
