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Managing the Risks of Negative Interest Rates [PDF]
Risk Management Magazine, 2021 The acceleration in the issuance of government debt since the global financial crisis has led central bankers to engineer interest rates that are historically low in nominal terms and consistently lower than inflation rates.
Ioannis Akkizidis
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Journal of Risk and Financial Management, 2020 Negative interest rates are an invention of monetary authorities to show that monetary activism does not have boundaries, i.e., as if there is no such thing as a liquidity trap. Their presence in the financial landscape has redefined the benefits to savers and to investors.
Khoury, Sarkis Joseph, Pal, Poorna C.
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A Preferred‐Habitat Model of the Term Structure of Interest Rates
Econometrica, 2021 We model the term structure of interest rates that results from the interaction between investors with preferences for specific maturities and risk‐averse arbitrageurs.
Dimitri Vayanos, Jean-Luc Vila
semanticscholar +1 more source
The Impact of Nominal Negative Interest Rates on the Economy – Literature Review
Journal of Banking and Financial Economics, 2022 Until recently, negative nominal interest rates of the central bank were in the sphere of theoretical considerations. In 2009, the Swedish Central Bank was the first to implement a negative interest rate policy (NIRP).
Jakub Kubiczek
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Banks and Negative Interest Rates
Social Science Research Network, 2021 In this article, we review the nascent literature on the transmission of negative policy rates. We discuss the theory of how the transmission depends on bank balance sheets, and how this changes once policy rates become negative.
Florian Heider +2 more
semanticscholar +1 more source
INTEREST RATE PREDICTABILITY IN SOME SELECTED AFRICAN COUNTRIES
Copernican Journal of Finance & Accounting, 2021 This study tries to verify the predictive power of the implicit forward rate of the term structure of interest rates in Africa. We used data from Egypt, Ghana, Kenya, Nigeria and the Republic of South Africa.
Hans Patrick Bidias-Menik +1 more
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Accounting and Management Journal, 2023 Perubahan perekonomian dari suatu negara dapat mempengaruhi nilai perusahaan, termasuk pada perusahaan sub sektor makanan dan minuman yang terdaftar di BEI.
Dini Murjiani, Mochamad Reza Adiyanto
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Jurnal Aplikasi Manajemen, 2021 The purpose of this study was to determine the effect of technical information on stock returns partially. Risk and return are interrelated. The greater the return, the greater the risk obtained.
Suharyanto Suharyanto, Achmad Zaki
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Chaotic Interest-Rate Rules [PDF]
American Economic Review, 2001 A growing empirical and theoretical literature argues in favor of specifying monetary policy in the form of Taylor-type interest rate feedback rules. That is, rules whereby the nominal interest rate is set as an increasing function of inflation with a slope greater than one around an intended inflation target.
Jess Benhabib +2 more
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Risk-free interest rates [PDF]
Journal of Financial Economics, 2018 We estimate risk-free interest rates unaffected by convenience yields on safe assets. We infer them from risky asset prices without relying on any specific model of risk. We obtain interest rates and implied convenience yields with maturities up to three years at a minutely frequency.
van Binsbergen, Jules H. +2 more
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