رکورد قبلیرکورد بعدی

" Developments in macro-finance yield curve modelling / "


Document Type : BL
Record Number : 838896
Title & Author : Developments in macro-finance yield curve modelling /\ edited by Jagjit S. Chadha, Alain Durré, Michael A.S. Joyce, Lucio Sarno.
Publication Statement : Cambridge :: Cambridge University Press,, [2014]
Series Statement : Macroeconomic policy making
Page. NO : 1 online resource (xxiv, 545 pages)
ISBN : 1107045142
: : 1107597455
: : 1107598842
: : 1107671760
: : 1107694418
: : 1107702062
: : 1107703336
: : 1107704081
: : 1139894994
: : 1306497892
: : 9781107045149
: : 9781107597457
: : 9781107598843
: : 9781107671768
: : 9781107694415
: : 9781107702066
: : 9781107703339
: : 9781107704084
: : 9781139894999
: : 9781306497893
: 1107044553
: 9781107044555
Bibliographies/Indexes : Includes bibliographical references and index.
Contents : Foreword -- Preface -- 1. Editors' introductory chapter and overview -- Part I. Keynote addresses. 2. Is the long-term interest rate a policy victim, a policy variable or a policy lodestar? ; 3. Sovereign debt and monetary policy in the euro area ; 4. The Federal Reserve's response to the financial crisis: what it did and what it should have done ; 5. Tail risks and contract design from a financial stability perspective -- Part II. New techniques. 6. Compound autoregressive processes and defaultable bond pricing ; 7. Yield curve dimensionality when short rates are near the zero lower bound ; 8. The intelligible factor model: international comparison and stylized facts ; 9. Estimating the policy rule from money market rates when target rate changes are lumpy ; 10. Developing a practical yield curve model: an odyssey -- Part III. Policy. 11. The repo and federal funds markets before, during, and emerging from the financial crisis ; 12. Taylor rule uncertainty: believe it or not -- Part IV. Estimating inflation risk. 13. Inflation compensation and inflation risk premia in the euro area term structure of interest rates ; 14. The predictive content of the yield curve for inflation ; 15. Inflation risk premium and the term structure of macroeconomic announcements in the euro area and the United States -- Part V. Default risk. 16. A term structure model for defaultable European sovereign bonds ; 17. Some considerations on debt and interest rates -- Index.
Abstract : State-of-the-art research from academics and policy-makers on the role of and challenges to monetary policy during the ongoing financial crisis.
Subject : Macroeconomics.
Subject : Monetary policy.
Subject : BUSINESS ECONOMICS-- Finance.
Subject : Macroeconomics.
Subject : Monetary policy.
Dewey Classification : ‭332.4/6‬
LC Classification : ‭HG230.3‬‭.D48 2014eb‬
Added Entry : Chadha, Jagjit
: Durré, Alain
: Joyce, Michael, (Michael Axel Stuart)
: Sarno, Lucio
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