Short-rate model

Results: 46



#Item
21Robot control / Estimation theory / Stochastic differential equations / Dynamic stochastic general equilibrium / Particle filter / Kalman filter / Macroeconomic model / Instrumental variable / Yield curve / Statistics / Economics / Macroeconomics

Measuring Monetary Policy when the Nominal Short-Term Interest Rate is Zero: A Dynamic Stochastic General Equilibrium Approach∗ Tomiyuki Kitamura †

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Source URL: www.rba.gov.au

Language: English - Date: 2011-12-28 18:25:43
22Population / Economic growth / Macroeconomics / Economic model / Gross domestic product / Birth rate / Entrepreneurship / Long run and short run / Economics / Demographic economics / Demography

B_co-brand_EconStudies.eps

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Source URL: www.brookings.edu

Language: English - Date: 2014-11-20 10:25:20
23Financial markets / Financial ratios / Behavioral finance / Fundamental analysis / Efficient-market hypothesis / Rate of return / Beta / Fama–French three-factor model / Short / Financial economics / Finance / Economics

Return reversal in UK shares Glen C. Arnold and Rose D. Baker Centre for Economic and Finance Research Salford Business Sschool, University of salford Salford,

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Source URL: www.bengrahaminvesting.ca

Language: English - Date: 2007-09-04 11:15:10
24Monetary policy / Macroeconomics / Yield curve / Interest rate / Interest / IS/LM model / Bond / Inflation / Financial market / Economics / Financial economics / Fixed income market

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. The Aggregate Demand Effects of Short- and Long-Term Interest Rates

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Source URL: www.federalreserve.gov

Language: English - Date: 2012-11-05 15:01:00
25Insurance law / Insurance commissioner / Insurance / 111th United States Congress / Economics / Financial institutions / Insurance in the United States / National Association of Insurance Commissioners

Model Regulation Service—October[removed]HEALTH POLICY RATE AND FORM FILING MODEL [ACT] [REGULATION] Short Title Purpose]

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Source URL: naic.org

Language: English - Date: 2014-04-11 17:32:38
26Electronic Municipal Market Access / Subscription business model / Municipal Securities Rulemaking Board / Business

Changes to the MSRB’s EMMA Subscription Services The Municipal Securities Rulemaking Board (MSRB) is updating the technology used to deliver the Primary Market, Continuing Disclosure and Short-term Obligation Rate Tra

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Source URL: www.msrb.org

Language: English - Date: 2014-04-28 15:55:23
27Monetary policy / Economic policy / Monetary inflation / Disinflation / Real interest rate / Macroeconomic model / Business cycle / Phillips curve / Stagflation / Economics / Macroeconomics / Inflation

The Short-Run Dynamics of Long-Run Inflation Policy

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Source URL: www.clevelandfed.org

Language: English - Date: 2006-06-23 13:05:07
28Insurance law / Insurance commissioner / Insurance / 111th United States Congress / Economics / Financial institutions / Insurance in the United States / National Association of Insurance Commissioners

Model Regulation Service—October[removed]HEALTH POLICY RATE AND FORM FILING MODEL [ACT] [REGULATION] Short Title Purpose]

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Source URL: www.naic.org

Language: English - Date: 2014-04-11 17:32:38
29Economics / LIBOR market model / Heath–Jarrow–Morton framework / Hull–White model / Short-rate model / Log-normal distribution / Futures contract / Normal distribution / Yield curve / Mathematical finance / Financial economics / Finance

The Future is Convex Peter J¨ackel Atsushi Kawai First version: This version:

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Source URL: www.awdz65.dsl.pipex.com

Language: English - Date: 2005-03-06 13:43:33
30Mathematical finance / Applied mathematics / Markov models / Interest rates / Interest rate derivative / Discretization / Markov chain / Short-rate model / Lattice / Control theory / Mathematics / Mathematical analysis

CALLABLE SWAPS, SNOWBALLS AND VIDEOGAMES CLAUDIO ALBANESE Abstract. Although economically more meaningful than the alternatives, short rate models have been dismissed for financial engineering applications in favor of ma

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:22
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