Results 101 to 110 of about 4,932,050 (258)
SYSTEMATIC RISK, DEPOSIT, EFFICIENCY, AND INTEREST RATE ON BANKING’S PERFORMANCE
, 2020 Cynthia Agustin, Ellen Rusliati
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Female and male entrepreneurs in Sweden and the Netherlands: a test of liberal and social feminism [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.
Mills, M., Voerman, J.A.
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Modelling short-term interest rate spreads in the euro money market [PDF]
In the framework of a new money market econometric model, we assess the degree of precision achieved by the European Central Bank ECB) in meeting its operational target for the short-term interest rate and the impact of the U.S.
Cassola, Nuno, Morana, Claudio
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On the Range of the Risk-Free Interest Rate in Incomplete Markets [PDF]
In a model of a two-period exchange economy under uncertainty, we find both upper and lower bounds for the risk free interest rate when the agents' utility functions exhibit constant absolute risk aversion.
Atsushi Kajii, Chiaki Hara
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Hedging and financial fragility in fixed exchange rate regimes [PDF]
Currency crises that coincide with banking crises tend to share four elements. First, governments provide guarantees to domestic and foreign bank creditors. Second, banks do not hedge their exchange rate risk.
Craig Burnside +2 more
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Is There a Structural Break in the Risk Free Interest Rate Dynamics?
, 2008 Jun Ma
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Stock return and interest rate risk at Fannie Mae and Freddie Mac [PDF]
Fannie Mae and Freddie Mac are government-sponsored enterprises (GSEs) with the stated objective of promoting home ownership by improving the availability of mortgage financing for private households. These enterprises engage in two separate and distinct
Frank A. Schmid
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Markov Switching Risk Premium and the term structure of interest rates. Empirical evidence from US post-war interest rates [PDF]
This paper considers the basic present value model of interest rates under rational expectations with two additional features. First, following McCallum (1994), the model assumes a policy reaction function where changes in the short-term interest rate ...
Gutiérrez Huerta, María José +1 more
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