Results 101 to 110 of about 13,084,862 (160)

On the Equivalence of Money Growth and Interest Rate Policy [PDF]

Central bank behavior is often summarized by simple rules for operat-ing targets, i.e., for a short-run nominal interest rate or for a money growth rate.
Andreas Schabert
core  

Interest rate option pricing with volatility humps [PDF]

A development of a simple model in which interest rate claims are priced in the Heath-Jarrow-Morton paradigm and so incorporate full information on the term structure.
Iyuan Chuang, Peter Ritchken
core  

Macro-financial models of Canadian dollar interest rate swap yields. [PDF]

PLoS One
Akram T, Mamun K.
europepmc   +1 more source

The long-term and short-term effects of interest rate volatility on corporate bankruptcy risk: An industry and supply chain perspective. [PDF]

PLoS One
Chen L, Zhang K, Yang X.
europepmc   +1 more source

Unlikely Estimates of the Ex Ante Real Interest Rate: Another Dismal Performance from the Dismal Science1 [PDF]

The ex ante real rate of interest is one of the most important concepts in economics and finance. Because the universally-used Fisher theory of interest requires positive ex ante real interest rates, empirical estimates of the ex ante real interest rate ...
Courtenay C. Stone, Lee C. Spector
core  

Dynamic characteristics of expectations of short-term interest rate and a generalized Vasicek model. [PDF]

Heliyon
Guan Y, Fang Z, Wang X, Wang X, Yu T.
europepmc   +1 more source

On the Relationship Between the Very Short Forward and the Spot Interest Rate [PDF]

In this paper we revisit the relationship between the forward interest rate and the spot interest rate at the shortest maturities. We introduce a new set of very short forward and spot interest rates that have not been fully utilized in the literature ...
Iichiro Uesugi, Guy M. Yamashiro
core