The Cyclical Behavior Of The Term Structore Of Interest Rates
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The Cyclical Behavior Of The Term Structure Of Interest Rates
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Author : Reuben A. Kessel
language : en
Publisher:
Release Date : 1965
The Cyclical Behavior Of The Term Structure Of Interest Rates written by Reuben A. Kessel and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1965 with Business & Economics categories.
The Cyclical Behavior Of The Term Structure Of Interest Rates
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Author : Kenneth Jan Singleton
language : en
Publisher:
Release Date : 1977
The Cyclical Behavior Of The Term Structure Of Interest Rates written by Kenneth Jan Singleton and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1977 with categories.
The Cyclical Behavior Of The Term Structure Of Interest Rates By Reuben A Kessel
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Author : Reuben A. Kessel
language : en
Publisher:
Release Date :
The Cyclical Behavior Of The Term Structure Of Interest Rates By Reuben A Kessel written by Reuben A. Kessel and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.
The Cyclical Behavior Of Interest Rates
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Author : Antonio Roma
language : en
Publisher:
Release Date : 1997
The Cyclical Behavior Of Interest Rates written by Antonio Roma and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with categories.
This paper investigates the behavior of the term structure of interest rates over the business cycle. In contrast to prior studies that measure the business cycle by the simple growth in aggregate economic activity, we consider an alternative measure: the deviation of aggregate economic activity from its potentially stochastic trend. We show that incorporating both an independent trend and cyclical component in consumption improves the efficiency in estimating consumption-based asset pricing models. We also find that the term spread is more informative about future changes in stochastically detrended real gross domestic product (GDP) than future growth rates in real GDP.
The Cyclical Behavior Of The Term Structore Of Interest Rates
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Author : Reuben A. Kessel
language : en
Publisher:
Release Date : 1965
The Cyclical Behavior Of The Term Structore Of Interest Rates written by Reuben A. Kessel and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1965 with categories.
The Cyclical Properties Of The Term Structure Of Interest Rates
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Author : Juha Seppala
language : en
Publisher:
Release Date : 2006
The Cyclical Properties Of The Term Structure Of Interest Rates written by Juha Seppala and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with categories.
This paper studies whether three macroeconomic models (Real Business Cycle Model, Sticky Price Model, and Liquidity Effects Model) similar to those studied in King and Watson - (1996) can generate the behavior of nominal and real term structure found in data. Differing from King and Watson - (1996), we use data on UK index-linked bonds to get a better measure of ex-ante real interest rates. It is found that among the three models the sticky price model generates term structure behavior that matches data findings most closely. The sticky price model is able to generate the downward-sloping average real term structure, the upward-sloping average nominal term structure for maturities between 2 and 6 years, the cyclical property of nominal and real yield spread and 1-year nominal and real interest rates.
Changes In The Cyclical Behavior Of Interest Rates
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Author : Phillip Cagan
language : en
Publisher:
Release Date : 1966
Changes In The Cyclical Behavior Of Interest Rates written by Phillip Cagan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1966 with Business cycles categories.
Changes In The Cyclical Behavior Of Interest Rates
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Author : Phillip Cagan
language : en
Publisher:
Release Date : 1966
Changes In The Cyclical Behavior Of Interest Rates written by Phillip Cagan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1966 with categories.
The Structure Of Interest Rates A Theoretical And Empirical Analysis Of Its Characteristics And Cyclical Behavior
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Author : David William Lusher
language : en
Publisher:
Release Date : 1942
The Structure Of Interest Rates A Theoretical And Empirical Analysis Of Its Characteristics And Cyclical Behavior written by David William Lusher and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1942 with categories.
Term Structure Of Interest Rates
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Author : Burton Gordon Malkiel
language : en
Publisher: Princeton University Press
Release Date : 2015-12-08
Term Structure Of Interest Rates written by Burton Gordon Malkiel and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-12-08 with Business & Economics categories.
Can expectations alone explain the yield differentials among bonds of different maturities? To what extend do attitudes toward risk and transactions costs influence the behavior of bond investors? Is it possible for the Federal Reserve to "twist" the interest-rate structure in accordance with its policy objectives? These are among the questions treated. Originally published in 1966. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.