The Behavior of Interest Rates PDF Download

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The Behavior of Interest Rates

The Behavior of Interest Rates PDF Author: Joseph W. Conard
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 168

Book Description

The Behavior of Interest Rates

The Behavior of Interest Rates PDF Author: Joseph W. Conard
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 168

Book Description

International Convergence of Capital Measurement and Capital Standards

International Convergence of Capital Measurement and Capital Standards PDF Author:
Publisher: Lulu.com
ISBN: 9291316695
Category : Bank capital
Languages : en
Pages : 294

Book Description

The Behaviour of Interest Rates

The Behaviour of Interest Rates PDF Author: J. W. Conrad
Publisher:
ISBN:
Category :
Languages : en
Pages : 415

Book Description

Term Structure of Interest Rates

Term Structure of Interest Rates PDF Author: Burton Gordon Malkiel
Publisher: Princeton University Press
ISBN: 1400879787
Category : Business & Economics
Languages : en
Pages : 294

Book Description
Can expectations alone explain the yield differentials among bonds of different maturities? To what extend do attitudes toward risk and transactions costs influence the behavior of bond investors? Is it possible for the Federal Reserve to "twist" the interest-rate structure in accordance with its policy objectives? These are among the questions treated. Originally published in 1966. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

The Cyclical Behavior of the Term Structure of Interest Rates

The Cyclical Behavior of the Term Structure of Interest Rates PDF Author: Reuben A. Kessel
Publisher:
ISBN:
Category : Interest
Languages : en
Pages : 113

Book Description

Riding the Yield Curve: Risk Taking Behavior in a Low Interest Rate Environment

Riding the Yield Curve: Risk Taking Behavior in a Low Interest Rate Environment PDF Author: Mr.Ralph Chami
Publisher: International Monetary Fund
ISBN: 1513531867
Category : Business & Economics
Languages : en
Pages : 26

Book Description
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.

The Term Structure of Interest Rates

The Term Structure of Interest Rates PDF Author: Burton Gordon Malkiel
Publisher:
ISBN:
Category :
Languages : en
Pages :

Book Description

Behavior Of Interest Rates

Behavior Of Interest Rates PDF Author: Richard Roll
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 168

Book Description

On Interest Rates and Asset Prices in Europe

On Interest Rates and Asset Prices in Europe PDF Author: M. M. G. Fase
Publisher: Edward Elgar Publishing
ISBN:
Category : Business & Economics
Languages : en
Pages : 328

Book Description
Presenting 25 years of empirical research on interest rates and a variety of asset prices, this text aims to deepen understanding of asset price inflation. It includes an analysis of the measurement of interest rates, with case studies from The Netherlands, Belgium and EMU, and emphasizes statistical measurement and the attempt to understand interest rate behaviour through statistical estimation. The text also includes an examination of historical interest rate development in the long run, both theoretically and empirically. The behaviour of bonds, stocks, and investment in art are analyzed, as well as the factors indispensable for a monetary strategy designed to target inflation.

Negative Interest Rate Policy (NIRP)

Negative Interest Rate Policy (NIRP) PDF Author: Andreas Jobst
Publisher: International Monetary Fund
ISBN: 1475524471
Category : Business & Economics
Languages : en
Pages : 48

Book Description
More than two years ago the European Central Bank (ECB) adopted a negative interest rate policy (NIRP) to achieve its price stability objective. Negative interest rates have so far supported easier financial conditions and contributed to a modest expansion in credit, demonstrating that the zero lower bound is less binding than previously thought. However, interest rate cuts also weigh on bank profitability. Substantial rate cuts may at some point outweigh the benefits from higher asset values and stronger aggregate demand. Further monetary accommodation may need to rely more on credit easing and an expansion of the ECB’s balance sheet rather than substantial additional reductions in the policy rate.
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