Expectation hypothesis

Results: 30



#Item
21Statistics / Macroeconomic policy / Yield curve / Monetary policy / Inflation / Macroeconomic model / Economic model / Expectation hypothesis / Vector autoregression / Economics / Fixed income market / Macroeconomics

Discussion Paper No.23 Time-Varying Yield Curve Dynamics and Monetary Policy

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Source URL: webarchive.nationalarchives.gov.uk

Language: English
22Physics / Fixed income analysis / Plasticity / Yield curve / Finance / Elasticity / Yield / Expectation hypothesis / Inflation / Fixed income market / Mechanics / Economics

27 July[removed]A methodology for the generation of Low-Yield Environment Stress-Test Curves.

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Source URL: www.dgsfp.mineco.es

Language: English - Date: 2011-08-17 06:54:30
23Interest rates / Financial economics / Fixed income market / Economy of New Zealand / Expectation hypothesis / Official cash rate / Central bank / Yield curve / Inflation targeting / Economics / Macroeconomics / Monetary policy

PDF Document

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Source URL: research.stlouisfed.org

Language: English - Date: 2012-12-20 14:50:54
24Bonds / Economics / Finance / Yield curve / Yield / Current yield / Coupon / Expectation hypothesis / Fixed-income attribution / Fixed income market / Financial economics / Fixed income analysis

CDIAC provides information, education and technical assistance on public debt and investments to local public agencies and other public finance professionals. 1 The California Debt and Investment Advisory Commission

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Source URL: www.treasurer.ca.gov

Language: English - Date: 2014-08-03 11:31:04
25Finance / Yield curve / Interest rate / Bond market / Interest / Central bank / Monetary policy / Expectation hypothesis / Real interest rate / Fixed income market / Financial economics / Economics

PDF Document

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Source URL: www.federalreserve.gov

Language: English - Date: 2007-10-09 16:11:51
26Financial economics / Monetary policy / Finance / Yield curve / Interest rate / Interest / Economic model / Euro / Expectation hypothesis / Economics / Fixed income market / Mathematical finance

Wo r k i n g Pa p e r S e r i e s no[removed]DeceMBer 2008 Predictions of Short-Term Rates and the Expectations

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Source URL: www.ecb.europa.eu

Language: English - Date: 2008-12-23 01:50:21
27Monetary 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

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Source URL: www.ecb.europa.eu

Language: English - Date: 2011-04-20 08:43:57
28International finance / International economics / Econometrics / Forward exchange rate / Exchange rate / Interest rate parity / Expectation hypothesis / Interest rate / Inflation / Economics / Foreign exchange market / Financial economics

Uncovered Interest-Rate Parity over the Past Two Centuries∗ James R. Lothian†

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Source URL: www.bnet.fordham.edu

Language: English - Date: 2009-05-21 17:42:17
29Economics / Options / Fixed income market / Interest rates / Yield curve / Expectation hypothesis / Interest rate cap and floor / Volatility smile / Implied volatility / Mathematical finance / Financial economics / Finance

Design and Estimation of Quadratic Term Structure Models∗ Markus Leippold†

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Source URL: www.bnet.fordham.edu

Language: English - Date: 2009-05-21 17:41:41
30Monetary policy / Macroeconomics / Yield curve / Finance / Interest rate / Interest / Expectation hypothesis / Phillips curve / Economics / Fixed income market / Mathematical finance

THE

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Source URL: scholar.harvard.edu

Language: English - Date: 2013-02-05 00:28:36
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