Stock Prices And Bond Yields
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Stock Prices And Bond Yields
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Author : Robert J. Shiller
language : en
Publisher:
Release Date : 1990
Stock Prices And Bond Yields written by Robert J. Shiller and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Bonds categories.
Real stock prices seem to overreact to changes in long-term interest rates. That is, real stock prices drop when long-term interest rates rise (and rise when they fall) more than would be implied by a rational expectations present value model where expectations are based on a vector autoregression. This overreaction is not associated with any overreaction to changes in the short-run inflation rate. Over the last century real stock prices have shown little reaction to changes in inflation rates, and according to the model they should show little reaction. These conclusions were reached from an analysis of annual data in the united states 1871 to 1989 and the united Kingdom 1918 to 1989.
Some Theoretical Problems Suggested By The Movements Of Interest Rates Bond Yields And Stock Prices In The United States Since 1856
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Author : Frederick Robertson Macaulay
language : en
Publisher:
Release Date : 1999
Some Theoretical Problems Suggested By The Movements Of Interest Rates Bond Yields And Stock Prices In The United States Since 1856 written by Frederick Robertson Macaulay and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Business & Economics categories.
A seminal work that contains the seeds of many of the pricing and risk management tools used in interest-rate markets today - Alan White, Professor of Finance, University of Toronto
Some Theoretical Problems Suggested By The Movements Of Interest Rates Bond Yields And Stock Prices In The United States Since 1856
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Author : Frederick R. Macauley
language : en
Publisher:
Release Date : 1983
Some Theoretical Problems Suggested By The Movements Of Interest Rates Bond Yields And Stock Prices In The United States Since 1856 written by Frederick R. Macauley and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with categories.
Some Theoretical Problems Suggested By The Movements Of Interest Rates Bond Yields And Stock Prices In The United States Since 1856
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Author : Frederick R. MACAULAY
language : en
Publisher:
Release Date : 1934
Some Theoretical Problems Suggested By The Movements Of Interest Rates Bond Yields And Stock Prices In The United States Since 1856 written by Frederick R. MACAULAY and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1934 with categories.
Federal Reserve Policy And Common Stock Prices
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Author : William P. Conlin
language : en
Publisher:
Release Date : 1960
Federal Reserve Policy And Common Stock Prices written by William P. Conlin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1960 with categories.
Stock Market Uncertainty And The Relation Between Stock And Bond Returns
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Author : Christopher T. Stivers
language : en
Publisher:
Release Date : 2002
Stock Market Uncertainty And The Relation Between Stock And Bond Returns written by Christopher T. Stivers and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Bonds categories.
Booms Bubbles And Bust In The Us Stock Market
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Author : David Western
language : en
Publisher: Routledge
Release Date : 2020-10-07
Booms Bubbles And Bust In The Us Stock Market written by David Western and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-10-07 with Business & Economics categories.
An extremely user-friendly overview of the inner workings of the US stock market. Things have changed a great deal since the heady days of the 1980s and we are now entering an era of profound uncertainty, with most analysts predicting trouble ahead. Indeed, the alarming decline of the NASDAQ shows no sign of abating and the fear is that traditional industries will be the next to bite the dust. September 11th has only added to the gloomy mood. This book examines the current conditions before looking back to the events of the past century - The Great Depression, the 1970s oil crisis, the party-for-the-rich atmosphere of the 1980s and the emergence of the new economy.
Stocks Bonds Bills And Inflation
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Author : Roger G. Ibbotson
language : en
Publisher: Irwin Professional Publishing
Release Date : 1989
Stocks Bonds Bills And Inflation written by Roger G. Ibbotson and has been published by Irwin Professional Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with Business & Economics categories.
Contains historical data on the returns from common stocks, small-company stocks, long-term government bonds, intermediate-term government bonds, U.S. Treasury bills and inflation.
The Incredible Upside Down Fixed Income Market Negative Interest Rates And Their Implications
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Author : Vineer Bhansali
language : en
Publisher: CFA Institute Research Foundation
Release Date : 2021
The Incredible Upside Down Fixed Income Market Negative Interest Rates And Their Implications written by Vineer Bhansali and has been published by CFA Institute Research Foundation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021 with Business & Economics categories.
In recorded financial history, there are almost no occasions, other than the present, where a significant portion of the global bond markets has been trading at negative nominal yields. Is this an anomaly or what will be the normal state of the financial markets in years to come? This monograph investigates the ongoing debate between the pros and cons of negative nominal yields and the economic rationale(s) that are used to justify or criticize underlying policies. Even in academic circles, few agree on the costs and benefits of negative yields. Surveying the global bond markets of the day, I find the impact of negative yields in almost all regions and sectors, though sovereign bond markets, which are closest to monetary policy, are the dominant category of bonds with negative yields. I next look at the participants in the negatively yielding bond market and at the motivations that justify their actions. The conclusion is that although different participants might have different reasons to buy negatively yielding bonds, their collective action is certainly responsible for creating a local equilibrium in which these markets clear. Central bank policy is the next focus in this monograph, and I discuss in depth the economic rationale as propounded by one such bank, the European Central Bank. I conclude with a discussion of the blurring lines between monetary and fiscal policy, which are likely to become centerpieces in future years as global sovereign debt levels rise. Next, I look at the influence of negative yields on other asset markets, such as equities, and especially derivatives markets, such as the demand for options. A discussion of potential risks then follows. The monograph concludes with a review of the impact of negative yields on nonfinancial aspects of society. Although the forecast is anything but crystal clear, the evolution of markets and economics in the years to come will undoubtedly be influenced by this massive economic experiment of negative yields.
The Economics Of Recent Bond Yield Volatility
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Author : C. E. V. Borio
language : en
Publisher: Bank for International Settlements
Release Date : 1996
The Economics Of Recent Bond Yield Volatility written by C. E. V. Borio and has been published by Bank for International Settlements this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Bond market categories.