Download or read book The Cyclical Behavior of the Term Structure of Interest Rates written by and published by . This book was released on 1991 with total page 113 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The cyclical behavior of the term structure of interest rates written by Kenneth Jan Singleton and published by . This book was released on 1977 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Cyclical Behavior of the Term Structure of Interest Rates by Reuben A Kessel written by Reuben A. Kessel and published by . This book was released on with total page 125 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Cyclical Behavior of the Term Structure of Interest Rates written by Reuben A. Kessel and published by . This book was released on 1965 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Cyclical Behavior of Interest Rates written by Antonio Roma and published by . This book was released on 1997 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book The cyclical Behavior of the term structore of interest rates written by Reuben A. Kessel and published by . This book was released on 1965 with total page 113 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Cyclical Behavior of Short and Long term Interest Rates and Some Explanations of that Behavior written by Scott Taylor Jones and published by . This book was released on 1973 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Changes in the Cyclical Behavior of Interest Rates written by Phillip Cagan and published by . This book was released on 1966 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Changes in the Cyclical Behavior of Interest Rates written by Phillip Cagan and published by . This book was released on 1966 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Cyclical Behavior of Interest Rates written by Kenneth Jan Singleton and published by . This book was released on 1976 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Changes in the Cyclical Behavior of Interest Rates Distributed by Columbia University Press New York written by Phillip Cagan and published by . This book was released on 1966 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Term Structure of Interest Rates written by David Meiselman and published by . This book was released on 1962 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Structure of Interest Rates a Theoretical and Empirical Analysis of Its Characteristics and Cyclical Behavior written by David William Lusher and published by . This book was released on 1942 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Behavior of Interest Rates written by Joseph W. Conard and published by . This book was released on 1966 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Changes in the Cyclical Behavior of Interest Rates by Phillip Cagan written by National Bureau of Economic Research Staff and published by . This book was released on with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Cyclical Properties of the Term Structure of Interest Rates written by Juha Seppala and published by . This book was released on 2006 with total page 55 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Modeling the Term Structure of Interest Rates written by Rajna Gibson and published by Now Publishers Inc. This book was released on 2010 with total page 171 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to value and hedge default-free bonds and other interest rate derivatives.