Results 51 to 60 of about 13,084,862 (160)
Interest rate pass-through in the Dominican Republic
Latin American Economic Review, 2017 A well-functioning monetary transmission mechanism is critical for monetary policy. As the Dominican Republic recently adopted an inflation targeting regime, it is even more relevant to guarantee that changes in the monetary policy rates are quickly and ...
Francesco Grigoli, José M. Mota
doaj +1 more source
Interest rate swaps and economic exposure [PDF]
The interest rate swap market has grown rapidly. Since the inception of the swap market in 1981, the outstanding notional principal of interest rate swaps has reached a level of $12.81 trillion in 1995.
Gautam Goswami, Milind Shrikhande
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On high interest rates in Brazil
Brazilian Journal of Political Economy, 2014 This article examines the question of why interest rates are so high in Brazil as compared to the international average. It looks at theoretical arguments based on excessive government deficits, structural lack of private savings, inflation bias ...
Francisco Lafaiete Lopes
doaj +3 more sources
Interest Rate Normalization in a World with High Indebtedness. [PDF]
Atl Econ J, 2023 Benediktsdottir S, Ahmed S.
europepmc +1 more source
Adaptive Interest Rate Modelling [PDF]
A good description of the dynamics of interest rates is crucial to price derivatives and to hedge corresponding risk. Interest rate modelling in an unstable macroeconomic context motivates one factor models with time varying parameters.
Mengmeng Guo, Wolfgang Karl Härdle
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Study on the China's real interest rate after including housing price factor into CPI. [PDF]
PLoS One, 2023 Ding S +5 more
europepmc +1 more source
Interest Rate Modeling: A Matlab Implementation [PDF]
The aim of this work is to present a Matlab implementation of different methods for estimating the term structure of interest rate. More precisely, we implement the exponential functional form of Nelson-Siegel and polynomial spline methods (with or ...
Daniele Marazzina
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OS IMPACTOS DA POLÍTICA MONETÁRIA NA TAXA DE CÂMBIO NO BRASIL: IDENTIFICAÇÃO VIA HETEROCEDASTICIDADE
Revista de Economia Contemporânea, 2017 RESUMO O presente trabalho busca analisar os efeitos da política monetária brasileira sobre a taxa de câmbio, no período de 2004-2016, considerando o problema de endogeneidade da política monetária.
Sílvia Verônica Vilarinho Couto +1 more
doaj +1 more source
A re-examination of the exchange rate - Interest rate differential relationship in Ghana. [PDF]
Heliyon, 2023 Armah MK, Ofori IK, Andoh FK.
europepmc +1 more source
Interest Rate Modeling and Forecasting in India [PDF]
The study develops univariate (ARIMA and ARCH/GARCH) and multivariate models (VAR, VECM and Bayesian VAR) to forecast short- and long-term rates, viz., call money rate, 15-91 days Treasury Bill rates and interest rates on Government securities with ...
Nishita Raje, Pami Dua, Satyananda Sahoo
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