"The Term Structure of Interest Rates and Expected Economic Growth", mimeo.Martinez, M. I. y E. Navarro, 2003, The term structure of interest rates and expected economic growth, Universidad de Murcia.Martinez -Serna, M.I., and Navarro-Arribas, E: The term structure of interest rates and...
62 Reading 32 ■ The Term Structure and Interest Rate Dynamics The following information relates to Questions 42–48 Rowan Madison is a junior analyst at Cardinal Capital. Sage Winter, a senior portfolio manager and Madison’s supervisor, meets with Madison to discuss interest rates and review ...
(1978). "An Arbitrage Model of the Term Structure of Interest Rates," Journal of Financial Economics 6: 33-57.An arbitrage model of the term structure of interest rates - Richard - 1978S. F. Richard. "An Arbitrage Model of the Term Structure of Interest Rates." Journal of Financial ...
This article is concerned with testing a model of the term structure of interest rates. The model relates the term premiums embodied in forward rates to the level of interest rates and an index of business confidence. Theoretical considerations suggest that the latter variables are inversely related...
Public Real Estate and the Term Structure of Interest Rates: A Cross-Country Study Using a variation of the Nelson-Siegel term structure model we examine the sensitivity of real estate securities in six key global markets to unexpected ch... A Akimov,S Stevenson,M Zagonov - 《Journal of Re...
The term structure of interest rates, popularly known as the yield curve, is a static function that relates the time-to-maturity to the yield-to maturity for a sample of bonds at a given point in time. The conventional way of ... A Tsui,JX Wu,Z Zhang - 《Modelling & Simulation Socie...
Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies 2021, Financial Innovation Cryptocurrency Market Manipulation: A Systematic Literature Review 2021, 42nd International Conference on Information Systems, ICIS 2021 TREOs: "Building Sustainability and Resilience...
With the advent of the interest rate futures markets, corporations and individuals can reduce or eliminate interest rate risk. It is possible t... GM Mccabe,CT Franckle - 《Financial Review》 被引量: 11发表: 2010年 Regime Shifts and the Term Structure of Interest Rates Since the seminal ...
IMPUTED YIELDS OF A SINKING FUND BOND AND THE TERM STRUCTURE OF INTEREST RATES THE INDENTURE OF MANY CORPORATE BONDS requires the issuer to deposit annually with the trustee of the bond certain sums of money so long as a part of the issue is still outstanding. Such sums of money ...
Interest in the expectations hypothesis of the term structure of interest rates dates back at least a century, largely because it is rooted in one of the most basic concerns of capital market participants: Is one better off committing funds for a long or short period? Tests of the expectations...