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搜索结果: 1-10 共查到货币银行学 Interest Rates相关记录10条 . 查询时间(0.078 秒)
Ináation expectations have recently received increased interest because of the uncertainty created by the Federal Reserveís unprecedented reaction to the Great Recession.The effect of this reaction on...
This study examines credit card penalty pricing using data from the Survey of Consumer Finances. In particular, the author uses a flag in the data set for the first time to analyze bias in reported cr...
This paper uses Japanese data to investigate the relationship between monetary policy and the yield curve. We find that the response of the yield curve depends in an important way on the maintained hy...
The article discusses the comparison of economic performance under a policy that focuses on output gap and the other on Gross Domestic Product (GDP) growth. It examines the challenges associated in us...
This study examines the causal relationship between the average maturity of taxable money market mutual funds (MMMF) and short-term interest rates. The credit and financial crises of 2007-2008 have le...
Understanding the dynamics of spot interest rates is important for derivatives pricing, risk management, interest rate liberalization, and macroeconomic control. Based on a daily data of Chinese 7-da...
We present a quantitative study of the markets and models evolution across the credit crunch crisis. In particular, we focus on the fixed income market and we analyze the most relevant empirical evide...
World capital markets have experienced large scale sovereign defaults on a number of occasions. In this paper we develop a quantitative model of debt and default in a small open economy. We use this m...

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