Expectation hypothesis

Results: 30



#Item
11Expectation hypothesis / Economics / Official bank rate / Sokolov / ICEF / Terminology / Repurchase agreement / Finance / Interest rates

The Impact of Primary Bond Dealers’Maturity Choice on Repo Market Interest Rates Vladimir Sokolov ICEF, Higher School of Economics Moscow Finance, 2011

Add to Reading List

Source URL: www.hse.ru

Language: English - Date: 2011-12-21 02:47:32
12Economics / 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

Add to Reading List

Source URL: www.newyorkfed.org

Language: English - Date: 2014-12-19 12:03:42
13Monetary policy / Finance / Central banks / Banking / Fixed income market / Euro Interbank Offered Rate / European Central Bank / Expectation hypothesis / Euro / Economics / Macroeconomics / Money

The effectiveness of monetary policy in steering money market rates during the recent financial crisis

Add to Reading List

Source URL: www.ecb.europa.eu

Language: English - Date: 2011-04-20 08:43:57
14Mama / Singles / Cognition / Language of thought hypothesis

English Toolkit: Indicator[removed]Student Handout: English: Indicator[removed]Goal 4.0 Evaluating the Content, Organization, and Language Use of Texts Expectation 4.2 The student will assess the effectiveness of choice of d

Add to Reading List

Source URL: mdk12.org

Language: English - Date: 2014-09-19 13:52:46
15Debt / Interest / Renting / Taylor rule / Forward price / Expectation hypothesis / Economics / Finance / Financial economics

Interest Rate Smoothing and "Calvo-Type" Interest Rate Rules: A comment on Levine, McAdam, and Pearlman (2007)

Add to Reading List

Source URL: www.ijcb.org

Language: English - Date: 2011-08-31 11:40:00
16Fixed income market / Interest rates / Futures contract / United States housing bubble / Interest rate future / Yield curve / Eurodollar / Expectation hypothesis / Financial future / Financial economics / Finance / Economics

Futures Contract Rates as Monetary Policy Forecasts

Add to Reading List

Source URL: www.ijcb.org

Language: English - Date: 2009-05-06 04:28:57
17Fixed income market / Time series analysis / Monetary policy / Macroeconomics / Autoregressive conditional heteroskedasticity / Yield curve / Expectation hypothesis / Inflation / Economic model / Statistics / Economics / Econometrics

"Peso Problem" Explanations for Term Structure Anomalies Geert Bekaert Stanford University and NBER Robert J. Hodrick

Add to Reading List

Source URL: chicagofed.org

Language: English - Date: 2009-12-20 13:00:27
18Macroeconomics / Statistics / Yield curve / Mathematical finance / Economic model / Factor analysis / Macroeconomic model / Arbitrage pricing theory / Expectation hypothesis / Economics / Fixed income market / Financial economics

A No-Arbitrage Model of the Term Structure and the Macroeconomy∗ Glenn D. Rudebusch† Tao Wu‡

Add to Reading List

Source URL: www.clevelandfed.org

Language: English - Date: 2003-08-21 13:32:06
19Macroeconomics / Foreign exchange market / Behavioral finance / Stock market / Technical analysis / Rational expectations / Behavioral economics / Futures contract / Efficient-market hypothesis / Economics / Financial economics / Finance

Microsoft Word - Dynamic_Expectation_Formation v2.doc

Add to Reading List

Source URL: www.cass.city.ac.uk

Language: English - Date: 2015-03-02 11:00:38
20Fixed income market / Time series analysis / Monetary policy / Macroeconomics / Autoregressive conditional heteroskedasticity / Yield curve / Expectation hypothesis / Inflation / Economic model / Statistics / Economics / Econometrics

"Peso Problem" Explanations for Term Structure Anomalies Geert Bekaert Stanford University and NBER Robert J. Hodrick

Add to Reading List

Source URL: www.chicagofed.org

Language: English - Date: 2009-12-20 13:00:27
UPDATE