The Effect Of Fed Monetary Policy Regimes On The Us Interest Rate Swap Spreads
DOWNLOAD
Download The Effect Of Fed Monetary Policy Regimes On The Us Interest Rate Swap Spreads PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get The Effect Of Fed Monetary Policy Regimes On The Us Interest Rate Swap Spreads book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
The Effect Of Fed Monetary Policy Regimes On The Us Interest Rate Swap Spreads
DOWNLOAD
Author : Ying Sophie Huang
language : en
Publisher:
Release Date : 2008
The Effect Of Fed Monetary Policy Regimes On The Us Interest Rate Swap Spreads written by Ying Sophie Huang and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.
This paper analyzes the asymmetric impacts of various economic shocks on swap spreads under distinct Fed monetary policy regimes. The results indicate that (a) during periods of aggressive interest rate reductions, slope of the Treasury term structure accounts for a sizeable share of the swap spread variance although default shock is also a major player. (b) On the other hand, liquidity premium is the only contributor to the 2-year swap spread variance in monetary tightening cycles. (c) The impact of default risk varies across both monetary cycles and swap maturities. (d) The effect of interest rate volatility is generally more evident in loosening monetary regimes.
What Determines U S Swap Spreads
DOWNLOAD
Author : Ádám Kóbor
language : en
Publisher: World Bank Publications
Release Date : 2005
What Determines U S Swap Spreads written by Ádám Kóbor and has been published by World Bank Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Business & Economics categories.
References p. 45-47.
The Federal Reserve System Purposes And Functions
DOWNLOAD
Author : Board of Governors of the Federal Reserve System
language : en
Publisher:
Release Date : 2002
The Federal Reserve System Purposes And Functions written by Board of Governors of the Federal Reserve System and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Banks and Banking categories.
Provides an in-depth overview of the Federal Reserve System, including information about monetary policy and the economy, the Federal Reserve in the international sphere, supervision and regulation, consumer and community affairs and services offered by Reserve Banks. Contains several appendixes, including a brief explanation of Federal Reserve regulations, a glossary of terms, and a list of additional publications.
Monetary And Currency Policy Management In Asia
DOWNLOAD
Author : Masahiro Kawai
language : en
Publisher: Edward Elgar Publishing
Release Date : 2012-01-01
Monetary And Currency Policy Management In Asia written by Masahiro Kawai and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-01-01 with Business & Economics categories.
Asian economies strengthened their monetary and currency management after the Asian financial crisis of 19971998, and came through the global financial crisis of 20072009 relatively well. Nevertheless, the recent global crisis has presented new challenges. This book develops recommendations for monetary and currency policy in Asian economies aimed at promoting macroeconomic and financial stability in an environment of global economic shocks and volatile capital flows. Monetary and Currency Policy Management in Asia draws lessons from crises and makes concrete macroeconomic policy recommendations aimed at minimizing the impacts of an economic and financial downturn, and setting the stage for an early return to sustainable growth. The focus is on short-term measures related to the cycle. The three main areas addressed are: monetary policy measures, both conventional and unconventional, to achieve both macroeconomic and financial stability; exchange rate policy and foreign exchange reserve management, including the potential for regional cooperation to stabilize currency movements; and ways to ease the constraints on policy resulting from the so-called 'impossible trinity' of fixed exchange rates, open capital accounts and independent monetary policy. This is one of the first books since the global financial crisis to specifically and comprehensively address the implications of the crisis for monetary and currency policy in emerging market economies, especially in Asia. Presenting a broad menu of policy options for financial reform and regulation, the book will be of great interest to finance experts and policymakers in the region as well as academics and researchers of financial and Asian economics as well as economic development.
Proceedings Of The International Workshop On Finance 2011 Doshisha University Kyoto Japan 3 4 August 2011
DOWNLOAD
Author : Akihiko Takahashi
language : en
Publisher: World Scientific
Release Date : 2012-05-21
Proceedings Of The International Workshop On Finance 2011 Doshisha University Kyoto Japan 3 4 August 2011 written by Akihiko Takahashi and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-05-21 with Business & Economics categories.
This book is the Proceedings of the International Workshop on Finance 2011, held in Kyoto in the summer of 2011 with the aim of exchanging new ideas in financial engineering among researchers from various countries from both academia and industry. The workshop was held as a successor to the Daiwa International Workshop (2004OCo2008), and the KIER-TMU International Workshop (2009OCo2010). This workshop was organized by the Center for Advanced Research in Finance (CARF), Graduate School of Economics, the University of Tokyo, and Graduate School of Social Sciences, Tokyo Metropolitan University OCo and co-organized by Life Risk Research Center, Doshisha University. The workshop serves as a bridge between academic researchers and practitioners. This book contains about fifteen papers, all refereed, representing the presentations at the workshop. The papers address state-of-the-art techniques in financial engineering."
Recent Advances In Financial Engineering 2011 Proceedings Of The International Workshop On Finance 2011
DOWNLOAD
Author : Akihiko Takahashi
language : en
Publisher: World Scientific
Release Date : 2012-05-21
Recent Advances In Financial Engineering 2011 Proceedings Of The International Workshop On Finance 2011 written by Akihiko Takahashi and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-05-21 with Mathematics categories.
This book is the Proceedings of the International Workshop on Finance 2011, held in Kyoto in the summer of 2011 with the aim of exchanging new ideas in financial engineering among researchers from various countries from both academia and industry. The workshop was held as a successor to the Daiwa International Workshop (2004-2008), and the KIER-TMU International Workshop (2009-2010). This workshop was organized by the Center for Advanced Research in Finance (CARF), Graduate School of Economics, the University of Tokyo, and Graduate School of Social Sciences, Tokyo Metropolitan University — and co-organized by Life Risk Research Center, Doshisha University.The workshop serves as a bridge between academic researchers and practitioners. This book contains about fifteen papers, all refereed, representing the presentations at the workshop. The papers address state-of-the-art techniques in financial engineering.
Negative Interest Rates
DOWNLOAD
Author : Luís Brandão Marques
language : en
Publisher: International Monetary Fund
Release Date : 2021-03-03
Negative Interest Rates written by Luís Brandão Marques and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-03-03 with Business & Economics categories.
This paper focuses on negative interest rate policies and covers a broad range of its effects, with a detailed discussion of findings in the academic literature and of broader country experiences.
Perspectives On Artificial Intelligence In Times Of Turbulence Theoretical Background To Applications
DOWNLOAD
Author : Geada, Nuno
language : en
Publisher: IGI Global
Release Date : 2023-11-17
Perspectives On Artificial Intelligence In Times Of Turbulence Theoretical Background To Applications written by Geada, Nuno and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-11-17 with Computers categories.
Perspectives on Artificial Intelligence in Times of Turbulence: Theoretical Background to Applications offers a comprehensive exploration of the intricate relationship between artificial intelligence (AI) and the ever-changing landscape of our society. The book defines AI as machines capable of performing tasks that were once exclusive to human cognition. However, it emphasizes the current limitations of AI, dispelling the notion of sophisticated cyborgs depicted in popular culture. These machines lack self-awareness, struggle with understanding context—especially in language—and are constrained by historical data and predefined parameters. This distinction sets the stage for examining AI's impact on the job market and the evolving roles of humans and machines. Rather than portraying AI as a threat, this book highlights the symbiotic relationship between humans and machines. It recognizes that while certain jobs may become obsolete, new opportunities will emerge. The unique abilities of human beings—such as relational skills, emotional intelligence, adaptability, and understanding of differences—will continue to be indispensable in a rapidly transforming society. Its perspectives cover a wide range of topics such as business sustainability, change management, cybersecurity, digital economy and transformation, information systems management, management models and tools, and continuous improvement are comprehensively addressed. Additionally, the book delves into healthcare, telemedicine, Health 4.0, privacy and security, knowledge management, learning, and presents real-world case studies. Designed for researchers and professionals seeking to enhance their knowledge and research capabilities, this book offers a consistent theoretical and practical foundation. It serves as a springboard for further studies, supports change management initiatives within organizations, and facilitates knowledge sharing among experts. This book is an essential companion for colleges with master's and Ph.D. degree investigators, and researchers across a wide range of disciplines.
Strained Relations
DOWNLOAD
Author : Michael D. Bordo
language : en
Publisher: University of Chicago Press
Release Date : 2015-03-02
Strained Relations written by Michael D. Bordo and has been published by University of Chicago Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-03-02 with Business & Economics categories.
During the twentieth century, foreign-exchange intervention was sometimes used in an attempt to solve the fundamental trilemma of international finance, which holds that countries cannot simultaneously pursue independent monetary policies, stabilize their exchange rates, and benefit from free cross-border financial flows. Drawing on a trove of previously confidential data, Strained Relations reveals the evolution of US policy regarding currency market intervention, and its interaction with monetary policy. The authors consider how foreign-exchange intervention was affected by changing economic and institutional circumstances—most notably the abandonment of the international gold standard—and how political and bureaucratic factors affected this aspect of public policy.
Monetary Policy Strategy In A Global Environment
DOWNLOAD
Author : Philippe Moutot
language : en
Publisher: DIANE Publishing
Release Date : 2009
Monetary Policy Strategy In A Global Environment written by Philippe Moutot and has been published by DIANE Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Business & Economics categories.
Since the mid-1980s the world economy has gone through profound transformations of which the sources and effects are probably not yet completely understood. The process of continuous integration in trade, production and financial markets across countries and economic regions ¿- which is what is generally defined as ¿globalisation¿ ¿- affects directly the conduct of monetary policy in a variety of respects. The aim of this paper is to present an overview of the structural implications of globalization for the domestic economies of developed countries and to deduct from these implications lessons for the conduct of monetary policy, and in particular the assessment of risks to price stability. Charts and tables.