Forward curve

Results: 75



#Item
51Fixed income market / Mathematical finance / Interest rates / Yield curve / Fixed income analysis / Forward interest rate / Discounting / Bond / Interest / Economics / Financial economics / Finance

Microsoft Word - WP1-2006.doc

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Source URL: www.macroeconomics.lv

Language: English - Date: 2010-12-07 09:38:49
52Rational expectations / Monetary inflation / Real versus nominal value / Economic model / Output gap / Economics / Inflation / Phillips curve

INFLATION DYNAMICS AND SUBJECTIVE EXPECTATIONS IN THE UNITED STATES KLAUS ADAM and MARIO PADULA∗ We estimate a forward-looking New Keynesian Phillips Curve (NKPC) for the United States using data from the Survey of Pro

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Source URL: adam.vwl.uni-mannheim.de

Language: English - Date: 2010-12-23 04:30:50
53Monetary policy / Floating exchange rate / Interest / Fixed exchange-rate system / Yield curve / Exchange-rate regime / Exchange rate / Central bank / Forward contract / Foreign exchange market / Economics / Finance

Does Intervention Explain the Forward Discount Puzzle

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Source URL: www.clevelandfed.org

Language: English - Date: 2006-06-27 11:48:48
54Yield curve / Recession / Economic indicator / Gross domestic product / Regression analysis / Economic growth / Inflation / Forward rate / Economics / Macroeconomics / Fixed income market

Predicting Real Growth Using the Yield Curve

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Source URL: www.clevelandfed.org

Language: English - Date: 2006-06-26 17:30:07
55Monetary policy / Interest rates / Federal Reserve / Phillips curve / Keynesian economics / IS/LM model / Deflation / Federal funds rate / Recession / Economics / Macroeconomics / Economic theories

Discussion of “Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound” Robert G. King Boston University and NBER 1.

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Source URL: www.ijcb.org

Language: English - Date: 2010-03-01 03:26:00
56Interest rate swap / Swap / Derivative / Hedge / Corporate finance / Futures contract / Financial market / Forward contract / Yield curve / Financial economics / Finance / Financial system

:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::: BLOOMBERG FOR Corporations in india A Bloomberg Professional Service Offering

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Source URL: www.bloomberg.in

Language: English - Date: 2014-05-19 14:42:04
57Financial economics / Monetary policy / Banking / Notes / United States Treasury security / Interest rate / Yield curve / Federal Reserve System / Federal funds rate / Federal Reserve / Economics / Finance

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Yield Curve Impacts of Forward Guidance and Maturity Extension Programs

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Source URL: www.federalreserve.gov

Language: English - Date: 2013-11-01 12:35:26
58Mathematical finance / Fixed income analysis / Stochastic processes / Probability theory / Risk-neutral measure / Yield curve / Bond valuation / Futures contract / Forward price / Financial economics / Finance / Economics

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Computing Arbitrage-Free Yields in Multi-Factor Gaussian Shadow-Rate Term Structure

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Source URL: www.federalreserve.gov

Language: English - Date: 2013-10-03 14:34:21
59Macroeconomics / Monetary policy / Mathematical finance / Real interest rate / Interest / Yield curve / Nominal interest rate / Fisher hypothesis / Forward contract / Economics / Inflation / Interest rates

Extraction of Expected Inflation from Canadian Forward Rates Joseph Atta-Mensah and Mingwei Yuan* Introduction Svensson (1993), Söderlind (1995), and Söderlind and Svensson

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Source URL: publications.gc.ca

Language: English - Date: 2001-03-15 11:22:10
60Mathematical finance / Actuarial science / Financial markets / Fixed income market / Yield curve / Risk premium / Standard deviation / Futures contract / Risk / Statistics / Financial economics / Economics

Discussion Alan White The Gravelle-Muller-Stréliski paper addresses the question, To what extent is the forward rate an unbiased predictor of the realized spot rate? The authors fit the observed behaviour of the spot an

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Source URL: publications.gc.ca

Language: English - Date: 2001-03-15 11:22:00
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