Yield curve

Results: 1806



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981Statistics / Knowledge / Error / Estimation theory / Forecast error / Yield curve / Forecasting / Libor / Economics / Fixed income market / Time series analysis

Interest Rate Forecasts: A Pathology∗ Charles A. E. Goodhart and Wen Bin Lim Financial Markets Group London School of Economics This paper examines how well forecasters can predict the future time path of (policy-deter

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Source URL: www.ijcb.org

Language: English - Date: 2011-05-31 03:46:00
982Econometrics / Economic policy / Finance / Vector autoregression / Yield curve / Quantitative easing / Economic model / Interest rate / Recession / Macroeconomics / Economics / Monetary policy

Working Paper/Document de travail[removed]Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread

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Source URL: www.bankofcanada.ca

Language: English - Date: 2012-07-23 07:31:41
983Bonds / Investment / Frequency modulation / Finance / Yield curve / Federal Reserve Statistical Release H.15 / United States Treasury security / Bond / Indian general election full results / Financial economics / Economics / Bond credit rating

FEDERAL RESERVE statistical release H[removed]SELECTED INTEREST RATES Yields in percent per annum Instruments Federal funds (effective[removed]Commercial Paper3 4 5 6

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Source URL: www.federalreserve.gov

Language: English - Date: 2014-07-21 14:30:08
984Finance / Corporate bond / Quantitative easing / Bond / United States Treasury security / High-yield debt / Market liquidity / Yield curve / Yield spread / Economics / Financial economics / Financial markets

A European History Lesson for Today’s Central Bankers∗ Hanno Lustig UCLA and NBER Treasury bonds provide money-like services, while other bonds do not. These money-like services, which include safety

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Source URL: www.ijcb.org

Language: English - Date: 2013-03-05 07:11:00
985Financial markets / Fixed income market / Yield curve / Mortgage-backed security / Bond / United States Treasury security / Money market / Arbitrage / Government debt / Financial economics / Economics / Finance

Term Structure Modeling with Supply Factors and the Federal Reserve’s Large-Scale Asset Purchase Programs∗ Canlin Li and Min Wei Division of Monetary Affairs, Federal Reserve Board of Governors

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Source URL: www.ijcb.org

Language: English - Date: 2013-03-05 07:11:00
986Fixed income market / Probability theory / Risk-neutral measure / Finance / Yield curve / Bond / Yield / Mathematical finance / Economics / Financial economics

Extracting Deflation Probability Forecasts from Treasury Yields Jens H.E. Christensen, Jose A. Lopez, and Glenn D. Rudebusch Federal Reserve Bank of San Francisco We construct probability forecasts for episodes of price

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Source URL: www.ijcb.org

Language: English - Date: 2012-11-30 09:32:00
987Recession / Macroeconomics / Economics / Fixed income market / Yield curve

PageW - Graph Page 1 - Data 1

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Source URL: minerals.usgs.gov

Language: English - Date: 2014-07-30 18:02:51
988Fixed income market / Yield curve / Factor analysis / Dynamic factor / Vector autoregression / Yield / Economic model / Principal component analysis / Normal distribution / Statistics / Econometrics / Multivariate statistics

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Unspanned macroeconomic factors in the yield curve

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Source URL: www.federalreserve.gov

Language: English - Date: 2014-08-08 15:51:26
989Federal Reserve / Economics / Fixed income market / Financial economics / Bank of England / Monetary Policy Committee / Monetary policy / Forecasting / Yield curve / Macroeconomics / Interest rates / Committees

The Interest Rate Conditioning Assumption

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Source URL: www.ijcb.org

Language: English - Date: 2009-05-06 04:31:23
990Financial risk / Debt / Bond / Municipal bond / Yield curve / Interest rate risk / Floating interest rate / Interest / Liquidity risk / Financial economics / Economics / Finance

Tax-Exempt Fixed Rate Debt: High Costs and Unexpected Risks

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Source URL: www.treasurer.ca.gov

Language: English - Date: 2014-10-01 20:15:16
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