Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates

Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates
Author :
Publisher :
Total Pages : 28
Release :
ISBN-10 : UVA:X006137368
ISBN-13 :
Rating : 4/5 (68 Downloads)

Book Synopsis Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates by : Carlo A. Favero

Download or read book Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates written by Carlo A. Favero and published by . This book was released on 2001 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates Related Books

Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates
Language: en
Pages: 28
Authors: Carlo A. Favero
Categories: Interest rates
Type: BOOK - Published: 2001 - Publisher:

DOWNLOAD EBOOK

Anticipated Monetary Policy and the Dynamic Behaviour of the Term Structure of Interest Rates
Language: en
Pages: 39
Authors: Jarkko P. Jääskelä
Categories:
Type: BOOK - Published: 2013 - Publisher:

DOWNLOAD EBOOK

This paper investigates the measurement of anticipated interest rate policy and the effects of these expectations on the term structure of nominal interest rate
The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates
Language: en
Pages: 35
Authors: Junko Koeda
Categories: GARCH model
Type: BOOK - Published: 2010 - Publisher:

DOWNLOAD EBOOK

"We examine the effect of uncertainty arising from policy-shock volatility on yield-curve dynamics. In contrast to the assumption of many macro-finance models,
Expectations, Uncertainty, and the Term Structure of Interest Rates
Language: en
Pages: 336
Authors: J. C. Dodds
Categories: Business & Economics
Type: BOOK - Published: 1974 - Publisher:

DOWNLOAD EBOOK

Expectations, Uncertainty, and the Term Structure of Interest Rates
Language: en
Pages: 314
Authors: J. Colin Dodds
Categories: Interest
Type: BOOK - Published: 1992 - Publisher:

DOWNLOAD EBOOK