“Ideally, the Central Bank seeks to align short-term rates to its policy rate for proper signalling. While the market hardly guides policy decisions, it could be a precursor of future expectations on how interest rates should evolve,” said the NCBA analysts. “To ...
His main reasons seem to have been that the March 1952 increase had done its job, so that the haemorrhaging of reserves had been stopped and the reserves had now been rising for some time; that interest rates in other countries were either falling or expected to fall; and that 4% was ...
⬈ SS Pro As Of :2081/2082 Fiscal Year S. NoMonthTreasury BillInter Banking Commercial BankOtherBank 1Shrawan2.942.990.00 2Bhadra2.893.000.00 3Ashwin2.963.000.00 4Kartik2.772.910.00 Created with Highcharts 12.1.2MonthInterest RateShort-Term Interest RatesTreasury BillCommercial BankOtherBankShrawanBha...
This article proposes a general regime-switching univariate diffusion model to describe the dynamics of the short-term interest rate. The maximum likelihood estimates are obtained using the weekly series of U.S. three-month treasury bill rates. The estimation results reveal that there are strong evi...
If management has a variable rate short-term loan and is concerned about the volatility of short-term interest rates, which of the following would not be an effective hedging strategy? A. Enter into a forward contract to sell Treasury bonds in the future. B. Purchase a short position in th...
Autoregressive models allowing short-term mean reversion are compa... N Meade,MR Maier - 《Journal of Forecasting》 被引量: 63发表: 2003年 Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve Long-horizon interest rates in the major ...
1993, Short-term Interest Rates as Predictors of Inflation Revisited: a Signal Extraction Approach, Applied Financial Economics, vol. 7, no. 1, pp. 45-58.Cheung, K., (1993) Short-Term Interest Rates as Predictors of Inflation Revisited: A Signal Extraction Approach, Applied Financial Economics...
Consider short-term CDs. Usually, the longer you invest your money, the higher the interest rate. But long-term CDs aren't the only way to make a decent return. Many banks offer excellent rates for 12-month CDs. And your money won't be tied up that long. CD laddering is another gre...
If management has a variable rate short-term loan and is concerned about the volatility of short-term interest rates, which of the following would not be an effective hedging strategy?A. Enter into a forward contract to sell Treasury bonds in the future. B. Purchase a short position in the...
Instead of focusing on the yield curve at a point in time, we investigated the joint movement of short and long-term interest rates through time. We compared the cyclical behavior of the ninety-day Treasury bill rate and the ten-year U.S. government bond rate by using cross-spectral ...