Results 91 to 100 of about 4,932,050 (258)
Interest and exchange rate risk and stock returns: A multivariate GARCH-M modelling approach [PDF]
, 2008 In this paper we examine the sensitivity of stock returns to market, interest rate, and exchange rate risk in three financial sectors (Banking, Financial Services and Insurance) in 16 countries, including various European economies, the US and Japan.
Beirne, J, Caporale, GM, Spagnolo, N
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Can Endogenous Monetary Policy Explain the Deviations from UIP [PDF]
The co-movements of nominal exchange rates and short-term interest rates as the economy is hit by shocks is a potential source of ex post deviations from uncovered interest rate parity.
Alexius, Annika
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Are International Interest Rate Differentials Driven by the Risk Premium? The Case of Asian Countries [PDF]
This paper investigates the relationship between international interest rate differentials and the risk premium during the 1997-1998 Asian crisis. Variables standing for the accumulation of imbalances in the monetary sector are used as proxies for the ...
Vincent Bouvatier
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A Framework for Measuring and Managing Interest Rate Risk
, 1986 James A. Tilley
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Taxation, risk and real interest rates [PDF]
, 1993 It is an established orthodoxy that negative real interest rates constrain development, by causing financial repression.' The World Bank and the International Monetary Fund (IMF) frequently make the raising of nominal interest rates above the rate of inflation a condition of their lending; and some countries without IMF or World Bank programmes have ...
Carolyn Jenkins, Charles Harvey
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Decentralized interaction and co-adaptation in the repeated prisoner's dilemma [PDF]
The purpose of this paper is to propose a nonparametric interest rate term structure model and investigate its implications on term structure dynamics and prices of interest rate derivative securities.
Klos, Tomas B.
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Interest-rate risk in the Indian banking system [PDF]
Many observers have expressed concerns about the impact of a rise in interest rates upon banks in India. In this paper, we measure the interest rate risk of a sample of major banks in India, using two methodologies.
Ajay Shah, Ila Patnaik
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Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach [PDF]
In this paper we model the volatility of the spread between the overnight interest rate and the central bank policy rate (the policy spread) for the euro area and the UK during the two main phases of the financial crisis that began in late 2007.
Guglielmo Maria Caporale +2 more
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Tasks, cognitive agents, and KB-DSS in workflow and process management [PDF]
The purpose of this paper is to propose a nonparametric interest rate term structure model and investigate its implications on term structure dynamics and prices of interest rate derivative securities.
Jorna, R.J., Wezel, W. van
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