Results 111 to 120 of about 13,084,862 (160)
Interest rate pass-through and risk [PDF]
One of the most striking features of the financial crisis that began in the autumn of 2007 has been the associated upheaval in conventional interest rate spreads. In the UK, this is most frequently symbolised by the widening (and increased volatility) of
Iris Biefang Frisancho-Mariscal +1 more
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A new Test of Uncovered Interest Rate Parity: Evidence from Turkey [PDF]
This paper examines if uncovered interest rate parity condition holds for Turkey. In this paper, an empirical analysis is provided for the dates between December 2001 and June 2007 by using monthly data for Turkey and the U.S.
Erdemlioglu, Deniz M
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A Hybrid Commodity and Interest Rate [PDF]
A joint model of commodity price and interest rate risk is constructed analogously to the multi-currency LIBOR Market Model (LMM). Going beyond a simple "re-interpretation" of the multi-currency LMM, issues arising in the application of the model to ...
Kay Pilz, Erik Schlogl
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Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data. [PDF]
J Appl Stat, 2020 Hassani H +3 more
europepmc +1 more source
Interest Rate Setting and the Colombian Monetary Transmission Mechanism [PDF]
This paper is concerned with interest rate setting by commercial banks and how the transmission of monetary policy is re°ected in these rates. For this purpose we study the case of the Colombian banking industry for the period 1996-2004. Using microdata,
Carlos Andrés Amaya
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Considerations on Interest Rate Exogeneity [PDF]
The idea of an exogenous money supply—controlled entirely through centralbank interventions—was a fundamental tenet of monetarism and New Classical economics. Post Keynesians have developed an extensive literature arguing that the money supply is in fact
Robert Pollin
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An Interest Rate Commission Agent Banking System [PDF]
Banks and Bank Systems, 2015 Ameha Tefera Tessema, Jan Walters Kruger
doaj
Rise of inflation and formation of interest rate on loans in industrial sector: A VECM approach to assess the impact on total industrial production from evidence of Bangladesh. [PDF]
HeliyonChowdhury A +3 more
europepmc +1 more source
Credit contingent interest rate swap pricing. [PDF]
Math Ind Case Stud, 2017 Huang H, Huang H, Wang E, Zhu H.
europepmc +1 more source