结果:找到“the rate of interest”相关内容84个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
- Analytical Finance Volume II The Mathematics of Interest Rate Derivatives,
2 个回复 - 1333 次查看 Analytical Finance is a comprehensive introduction to the financial engineering of equity and interest rate instruments for financial markets. Developed from notes from the author’s many years in qua ...2017-12-2 22:09 - nivastuli - 金融学(理论版)
求助SD文献+Modeling the conditional distribution of interest rates as a regime-s
2 个回复 - 494 次查看 【作者(必填)】Stephen F.Gray[/backcolor] 【文题(必填)】Modeling the conditional distribution of interest rates as a regime-switching process 【年份(必填)】Volume 42, Issue 1[/backcolor], September ...2022-8-17 16:46 - scottan123456 - 求助成功区
布鲁盖尔-What-Are-the-Effects-of-the-ECB-s-Negative-Interest-Rate-Policy__31页
2 个回复 - 408 次查看 布鲁盖尔-What-Are-the-Effects-of-the-ECB-s-Negative-Interest-Rate-Policy__31页_1mb2021-6-10 17:08 - wangjx_ - 行业分析报告
免費 Pricing of Interest Rate Derivatives with the LIBOR Market Model
9 个回复 - 3452 次查看 Pricing of Interest Rate Derivatives with the LIBOR Market Model by Linus Kajsajuntti Abstract In the beginning of the 90's Heath, Jarrow and Morton (HJM) presented a revolutionary approach to in ...2009-8-2 11:16 - martinnyj - 金融学(理论版)
Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond
12 个回复 - 3709 次查看 Rebonato R. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond[M]. Princeton University Press, 2002. 有人反映这本书兼有实务的敏锐和理论的严谨。在论坛上查了一下,这个版本应 ...2017-5-20 10:32 - kongjih - 经济金融数学专区
求经典Some theoretical problems suggested by the movements of interest rates, bo
6 个回复 - 1441 次查看 Some theoretical problems suggested by the movements of interest rates, bond yields, and stock prices in the United States since 18562011-10-30 09:11 - Lancekid - 求助成功区
Measuring the Natural Rate of Interest
5 个回复 - 871 次查看 【作者(必填)】 Laubach, Thomas and John C. Williams. 【文题(必填)】Measuring theNatural Rate of Interest【年份(必填)】 2003. Review of Economics andStatistics, 85(4): 1063–1070.【全文链接或数据库名 ...2019-9-12 14:10 - hartliu - 求助成功区
Methods of Policy Accommodation at the Interest-Rate Lower Bound
1 个回复 - 475 次查看 Methods of Policy Accommodation at the Interest-Rate Lower Bound-Woodford_final JHOLE2016-5-8 03:26 - AristotlePlato - 经管书评
免費 The properties of interest rate swaps
7 个回复 - 2085 次查看 The properties of interest rate swaps An investigation of the price setting of illiquid interest rates swaps and the perfect hedging portfolios. Max Lindquist 12/23/2011 Abstract The ma ...2013-12-21 23:54 - martinnyj - 金融学(理论版)
The Pricing of Options on Interest-Rate Caps and Floors Using the Hull-White Mod
0 个回复 - 525 次查看 Hull, J., White, A. (1993c) The Pricing of Options on Interest-Rate Caps and Floors Using the Hull-White Model. The Journal of Financial Engineering 2, 287-296.2021-5-26 17:15 - yonggaojing9 - 文献求助专区
The impact of interest rates on household debt accumulation in Malaysia: a struc
0 个回复 - 337 次查看 【作者(必填)】 Hafizah Hammad Ahmad Khan & Hussin Abdullah & Shamzaeffa Samsudin 【文题(必填)】 The impact of interest rates on household debt accumulation in Malaysia: a structural break analysis ...2020-8-2 22:44 - nieqiang110 - 文献求助专区
the influence of interest rate volatility on MBS
0 个回复 - 1091 次查看 CFA书里说,利率下降,agency MBS 会提前赎回,利率上升,agency MBS 延后赎回,预期利率波动下降购买MBS 。为什么?有大神可以解释一下原理吗?2020-7-29 22:11 - cy__58 - 金融工程(数量金融)与金融衍生品
BF The Financial System and the Level of Interest Rates
1 个回复 - 450 次查看 LODescribe the role of the financial system in the economy and the two basic ways in which money fl ows through the system. Discuss direct financing and the important role that investment banks play ...2020-4-5 20:57 - miseryangel - Forum
【学习笔记】3.13 The Level and Structure of Interest Rates
1 个回复 - 391 次查看 3.13 The Level and Structure of Interest Rates2020-3-13 11:35 - 2565_1571887212 - Forum
【学习笔记】The Role of Interest-Rate Targets in Fed Policy
0 个回复 - 262 次查看 The Role of Interest-Rate Targets in Fed Policy2020-3-6 19:35 - 雨笑风 - Forum
求文献A Theory of the Term Structure of Interest Rates
2 个回复 - 589 次查看 作者Cox,J.,J.Ingersoll, and S.Ross 年份1985 期刊Econometrica 最好是可复制版2019-4-8 20:12 - Q.Jia - 文献求助专区
An Empirical Test of the Impact of Managerial Self-Interest on Corporate Capital
1 个回复 - 525 次查看 【作者(必填)】Irwin Friend, Larry H P Lang 【文题(必填)】An Empirical Test of the Impact of Managerial Self-Interest on Corporate Capital Structure 【年份(必填)】1988 【全文链接或数据库名称(选填 ...2018-10-4 21:07 - victorbian - 求助成功区
News Shocks and the Slope of the Term Structure of Interest Rates: Comment
3 个回复 - 676 次查看 【作者(必填)】Cascaldi-Garcia, Danilo 【文题(必填)】News Shocks and the Slope of the Term Structure of Interest Rates: Comment 【年份(必填)】American Economic Review, 107(10): 3243-49 【全文链 ...2018-3-14 17:35 - xzguan - 求助成功区
News Shocks and the Slope of the Term Structure of Interest Rates: Reply.
2 个回复 - 542 次查看 【作者(必填)】Kurmann, André, and Christopher Otrok 【文题(必填)】News Shocks and the Slope of the Term Structure of Interest Rates: Reply. 【年份(必填)】American Economic Review, 107(10): 3250 ...2018-3-14 17:37 - xzguan - 求助成功区
Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Mar
23 个回复 - 1655 次查看 English | EPUB | 2017 | 728 Pages | ISBN : 3319525832 | 11.91 MB Analytical Finance is a comprehensive introduction to the financial engineering of equity and interest rate instr ...2017-12-7 11:36 - igs816 - 经管书评
The Empirical Implications of the Interest-Rate Lower Bound
1 个回复 - 591 次查看 【作者(必填)】Gust, Christopher, Edward Herbst, David López-Salido, and Matthew E. Smith 【文题(必填)】The Empirical Implications of the Interest-Rate Lower Bound 【年份(必填)】2017 【全文链 ...2017-10-29 10:43 - xzguan - 求助成功区
Impact of bank competition on the interest rate pass-through in the euro area
1 个回复 - 432 次查看 【作者(必填)】 Van Leuvensteijn, M., C.K. Sorensen, J.A. Bikker, Adrian A.R.J.M. van Rixtel 【文题(必填)】Impact of bank competition on the interest rate pass-through in the euro area 【年份(必 ...2017-10-4 09:38 - magicsun - 求助成功区
Modelling the term structure of interest rates
2 个回复 - 808 次查看 【作者(必填)】Lourdes Gómez-Valle,Julia Martínez-Rodríguez 【文题(必填)】Modelling the term structure of interest rates: An efficient nonparametric approach 【年份(必填)】2008 【全文链接 ...2014-4-3 07:55 - abcsk - 求助成功区
Interest Rate Variance Swaps and the Pricing of Fixed Income Volatility
8 个回复 - 1312 次查看 BY ANTONIO MELE AND YOSHIKI OBAYASHI One of the pillars supporting the recent movement toward standardized measurement and trading of interest rate volatility is a novel theory of opti ...2017-8-24 00:10 - martinnyj - 金融学(理论版)
The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation 2017
18 个回复 - 2675 次查看 Analytical Finance Volume II - The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation 2017 by Jan R. M. Röman (出版商还没出版的,从网路上取的!) The previous book, Analyt ...2017-6-13 14:58 - h2h2 - 金融学(理论版)
求助文献:An extremely-low-interest-rate policy and the shape of the japanese mo
4 个回复 - 580 次查看 【作者(必填)】K Nakashima 【文题(必填)】An extremely-low-interest-rate policy and the shape of the japanese money demand function 【年份(必填)】2009 【全文链接或数据库名称(选填)】 《Macroeco ...2017-5-3 18:50 - jackylee2010 - 求助成功区
求助“Bank exposures to interest-rate risk: the case of the Australian banking i
4 个回复 - 808 次查看 【作者(必填)】R.W. Faff & P.F. Howard 【文题(必填)】Bank exposures to interest-rate risk: the case of the Australian banking industry 【年份(必填)】2006 【全文链接或数据库名称(选填)】http:/ ...2017-1-2 23:37 - keeamin - 求助成功区
The state of interest rate risk management
1 个回复 - 891 次查看 利率风险文献。12页。2017-1-25 15:51 - zhaoying33 - 金融学(理论版)
Estimating the cost of deposit insurance with stochastic interest rates: the cas
3 个回复 - 763 次查看 【作者(必填)】Chuang, Hwei-Lin; Lee, Shih-Cheng; Lin, Yi-Chun; 【文题(必填)】Estimating the cost of deposit insurance with stochastic interest rates: the case of Taiwan 【年份(必填)】2009 【 ...2017-1-16 20:41 - runman - 求助成功区
Forecast uncertainty and the Bank of England’s interest rate decisions
7 个回复 - 877 次查看 【作者(必填)】Guido Schultefrankenfeld 【文题(必填)】Forecast uncertainty and the Bank of England’s interest rate decisions 【年份(必填)】2013 【全文链接或数据库名称(选填)】https://www.degru ...2016-12-17 20:33 - runman - 求助成功区
The impact of foreign interest rates on the economy
1 个回复 - 678 次查看 【作者(必填)】 【文题(必填)】The impact of foreign interest rates on the economy: The role of the exchange rate regime 【年份(必填)】 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/ ...2016-10-16 19:27 - 不再后悔 - 求助成功区
Reconsidering the role of money for output, prices and interest rates
1 个回复 - 908 次查看 【作者(必填)】Favara,P Giordani 【文题(必填)】Reconsideringthe role of money for output, prices and interest rates 【年份(必填)】Journalof Monetary Economics, 2009. 【全文链接或数据库名称( ...2016-9-9 22:41 - tfkl - 求助成功区
Estimation and Uses of the Term Structure of Interest Rates
2 个回复 - 778 次查看 【作者(必填)】 WT Carleton,IA Cooper 【文题(必填)】 Estimation and Uses of the Term Structure of Interest Rates 【年份(必填)】 1976 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=pa ...2016-9-6 16:01 - aries_xiaob - 求助成功区
The Riskless Rate of Interest and the Market Price of Risk AC Hess - The Quarter
1 个回复 - 710 次查看 【作者(必填)】 【文题(必填)】 【年份(必填)】 【全文链接或数据库名称(选填)】The Riskless Rate of Interest and the Market Price of RiskAC Hess - The Quarterly Journal of Economics, 1975 - JSTOR ...2016-6-23 11:30 - 马甲甲 - 求助成功区
On the determinants of bank interest margins under credit and interest rate risk
1 个回复 - 565 次查看 【作者(必填)】Kit Pong Wong 【文题(必填)】On the determinants of bank interest margins under credit and interest rate risks 【年份(必填)】1997 【全文链接或数据库名称(选填)】http://www.sciencedi ...2015-10-8 16:58 - david80886 - 求助成功区
Private information, deposit interest rates, and the ‘stability’ of the bankin
2 个回复 - 648 次查看 【作者(必填)】BruceD. Smith 【文题(必填)】Private information, deposit interest rates, and the ‘stability’ of the banking system 【年份(必填)】1984 【全文链接或数据库名称(选填)】https://202. ...2015-9-15 09:45 - lianzhongren - 求助成功区
The 'ex ante 'theory of the rate of interest
1 个回复 - 873 次查看 【作者(必填)】Keynes,J.M. 【文题(必填)】The 'ex ante 'theory of the rate of interest 【年份(必填)】1937 【全文链接或数据库名称(选填)】Economic Journal,vol.47,reprinted in JMK,vo.14,215-232015-9-7 18:35 - leeloo_79 - 求助成功区
Alternative theories of the rate of interest
1 个回复 - 724 次查看 【作者(必填)】Keynes,J.M. 【文题(必填)】Alternative theories of the rate of interest 【年份(必填)】1937 【全文链接或数据库名称(选填)】Economic Journal,vol.47,reprinted in JMK,vo.14,201-152015-9-7 18:32 - leeloo_79 - 求助成功区
Time-Varying Effects of Changes in the Interest Rate and the RMB Exchange Rate
1 个回复 - 860 次查看 【作者(必填)】 Guangxi Cao 【文题(必填)】 TimeVarying Effects of Changes in the Interest Rate and the RMB Exchange Rate on the Stock Market of China: Evidence from the Long-Memory TVP-VAR Model ...2015-4-22 17:15 - 紫羽馨宸 - 求助成功区
The Value of Deposit Insurance in the Presence of Interest Rate and Credit Risk
1 个回复 - 692 次查看 【作者(必填)】Ronald W. Anderson andNusret Cakici 【文题(必填)】The Value of Deposit Insurance in the Presence of Interest Rate and Credit Risk 【年份(必填)】 【全文链接或数据库名称(选填)】2015-4-21 15:32 - nkyzh - 求助成功区
The profit orientation of microfinance institutions and effective interest rates
2 个回复 - 727 次查看 【作者(必填)】 Roberts, P. W. 【文题(必填)】 The profit orientation of microfinance institutions and effective interest rates 【年份(必填)】 2013 【全文链接或数据库名称(选填)】 World Developmen ...2015-4-4 21:43 - nieqiang110 - 求助成功区
PBOC lowers reverse repurchase interest rate; prospect of easing strengthens
0 个回复 - 698 次查看 PBOC lowers reverse repurchase interest rate; prospect of easing strengthens 2015/03/17 11:21 The People's Bank of China conducted the 7-day reverse repurchase operations totaling $20 billion on T ...2015-4-2 20:40 - yuwenjun720731 - 投资人(实务版)
Heterogeneous Patience and the Term Structure of Real Interest Rates
1 个回复 - 846 次查看 【作者(必填)】Lengwiler, Yvan 【文题(必填)】Heterogeneous Patience and the Term Structure of Real Interest Rates 【年份(必填)】2005 【全文链接或数据库名称(选填)】2015-1-10 13:01 - qingchang188166 - 文献求助专区
Predictability in the Shape of the Term Structure of Interest Rates
1 个回复 - 1276 次查看 论文名:Predictability in the Shape of the Term Structure of Interest Rates 期刊:The Journal of Fixed Income[/backcolor] 作者:[/backcolor]Frank J , Fabozzi . Lionel Martellini , and Philippe Priau ...2014-6-18 19:54 - 莪的噯°迩罘懂 - 金融学(理论版)
Estimating the Value and Interest Rate Risk of the Interest-bearing Transaction
1 个回复 - 519 次查看 【作者(必填)】O’Brien, J. M. 【文题(必填)】Estimating the Value and Interest Rate Risk ofthe Interest-bearing Transaction Deposits 【年份(必填)】2000 【全文链接或数据库名称(选填)】2014-6-27 17:08 - sideone - 求助成功区
求文献The Natural Rate of Interest and Its Usefulness for Monetary Policy
2 个回复 - 995 次查看 Barsky R, Justiniano A, Melosi L. The Natural Rate of Interest and Its Usefulness for Monetary Policy[J]. The American Economic Review, 2014, 104(5): 37-43. 【作者(必填)】Barsky, Robert, Alejandro ...2014-6-24 09:01 - huanlexiaomayi - 求助成功区
Book: 欧文·费雪《利率理论》Fisher (1907) The Rate of Interest
6 个回复 - 5516 次查看 Yale著名的经济学家欧文·费雪《利率理论》 Fisher (1907) The Rate of Interest: Its nature, determination and relation to economic phenomena. New York: Macmillan. 100年前的原版, 扫描14M 可以看 ...2010-2-21 12:43 - nmwymm - 金融学(理论版)
On the determinants of bank interest margins under credit and interest rate risk
3 个回复 - 1637 次查看 【作者(必填)】KP Wong 【文题(必填)】On the determinants of bank interest margins under credit and interest rate risks 【年份(必填)】1997 【全文链接或数据库名称(选填)】http://www.sciencedirec ...2013-7-2 11:36 - johnzi0128 - 求助成功区
The Use of Derivatives to Manage Interest Rate Risk in Commercial Banks
1 个回复 - 1197 次查看 Interest rate risk can be seen as one of the most important forms of risk, that banks face in their role as financial intermediaries. Innovation in financial theory, increased computerization, and c ...2013-12-2 13:20 - 青春的奋斗 - 金融学(理论版)
News Shocks and the Slope of the Term Structure of Interest Rates
2 个回复 - 926 次查看 Kurmann, André, and Christopher Otrok. 2013. "News Shocks and the Slope of the Term Structure of Interest Rates." American Economic Review, 103(6): 2612-32. 非AER出版的正式版请勿上传!2013-10-26 18:54 - sunguowei - 求助成功区
求助Interest Rates and Profit Margins in the Property-Liability Insurance Indust
0 个回复 - 1639 次查看 【作者(必填)】Doherty, N.A., and H.B. Kang 【文题(必填)】Interest Rates and Profit Margins inthe Property-Liability Insurance Industry: An Equilibrium Approach 【年份(必填)】1984 【全文链接或 ...2013-7-23 15:59 - ys710639470 - 文献求助专区
Jump-Diffusion Processes and the Term Structure of Interest Rates
1 个回复 - 904 次查看 【作者(必填)】Chang Mo Ahn and Howard E. Thompson[/backcolor] 【文题(必填)】Jump-Diffusion Processes and the Term Structure of Interest Rates 【年份(必填)】1988 【全文链接或数据库名称(选填)】 ...2013-7-8 22:34 - 明秀南 - 求助成功区
the determinants of bank interest rate margins:theory and empirical evidence
2 个回复 - 1134 次查看 【作者(必填)】ho,t.and saunders.a 【文题(必填)】the determinants of bank interest rate margins:theory and empirical evidence 【年份(必填)】 1981 【全文链接或数据库名称(选填)】无 谢谢2013-6-19 19:21 - 匿名 - 求助成功区
求论文:An empirical study of the interest rate sensitivity of commercial bank..
3 个回复 - 1118 次查看 急需一篇论文,现在不在学校不能免费下载,求哪位好人发一篇,谢谢 名称:An empirical study of the interest rate sensitivity of commercial bank returns: A multi-index approach 作者等:JK Zumwalt - Journ ...2013-3-29 16:54 - bryant0914 - 求助成功区
The Interest Rate Risk Exposure of Financial Intermediaries
3 个回复 - 1120 次查看 【作者(必填)】Sotiris K. Staikouras 【文题(必填)】The Interest Rate Risk Exposure of Financial Intermediaries: A Review of the Theory and Empirical Evidence 【年份(必填)】20 ...2013-4-20 14:48 - 不再后悔 - 求助成功区
Interest rates and thechallllels of monetary transmission
2 个回复 - 733 次查看 【作者(必填)】Dale and Haldane 【文题(必填)】Interest rates and thechallllels of monetary transmission:some sectoral estimates 【年份(必填)】1995 【全文链接或数据库名称(选填)】EuroPeanEe ...2013-4-23 12:02 - leeloo_79 - 求助成功区
Some empirical estimates of the risk structure of interest rates
3 个回复 - 1128 次查看 【作者(必填)】O Sarig, A Warga 【文题(必填)】Some empirical estimates of the risk structure of interest rates 【年份(必填)】1989 【全文链接或数据库名称(选填)】http://www.jstor.org/discover/10 ...2013-5-22 00:11 - leihengzhishang - 求助成功区
The Effect of Changes in the Federal Funds Rate Target on Market Interest Rates
2 个回复 - 1106 次查看 【作者(必填)】Timothy Cook and Thomas Hahn 【文题(必填)】The Effect of Changes in the Federal Funds RateTarget on Market Interest Rates in the 1970s 【年份(必填)】Volume 24, Issue 3, November ...2013-4-20 08:16 - yangnay - 求助成功区
The Long Mystery of Low Interest Rates
2 个回复 - 1336 次查看 As policymakers and investors continue to fret over therisks posed by today’s ultra-low global interest rates, academic economistscontinue to debate the underlying causes. By now, everyone accepts s ...2013-4-6 01:45 - gongtianyu - 真实世界经济学(含财经时事)
PDE Valuation of Interest Rate Derivatives - From Theory To Implementation
4 个回复 - 1535 次查看 PDE Valuation of Interest Rate Derivatives: From Theory To ImplementationPeter Kohl-Landgraf (Author) Book DescriptionPublication Date: 24 Sep 2007 | ISBN-10: 3833495375 | ISBN-13: 978-383 ...2012-9-28 22:38 - martinnyj - 金融学(理论版)
【vip官方300币】The Pricing of Risky Debt when Interest Rates are Stochastic
3 个回复 - 942 次查看 Shimko, D., N. Tejima, and D.van Deventer, 1993, The Pricing of Risky Debt when Interest Rates areStochastic, Journal of Fixed Income 3, 58-65. 【作者(必填)】 【文题(必填)】 【年份(必填)】 ...2012-9-19 15:37 - pertain - 求助成功区
[下载]Sidney Homer-A History of Interest Rates 4thE
11 个回复 - 3962 次查看 2006-11-19 14:06 - ebdl - 金融学(理论版)
Forward versus Spot Interest Rate Models of the Term Structure
3 个回复 - 1464 次查看 【题 名】: Forward versus Spot Interest Rate Models of the Term StructureAn Empirical Comparison【作 者】: Juan M . Moraleda and Antoon Pelsser 【期刊、会议、单位名称】:The Journal of Der ...2011-9-7 17:42 - summerye - 求助成功区
各位大侠帮帮忙啊~~The effects of interest rate change
3 个回复 - 917 次查看 【题 名】:The effects of interest rate changes on the common stock returns of financial institutions 【作 者】: Flannery,M.C,& James,C.M 【期刊、会议、单位名称】:Journal of Finance 【年, 卷(期) ...2011-5-8 18:04 - choice17 - 求助成功区
Irving Fisher 费雪 - The Rate of Interest, 1907
7 个回复 - 2987 次查看 This is a preceding version of The Theory of Interest, people who interest to trace the original idea of Fisher should read this book2010-1-31 22:03 - terrytong - 微观经济学
Gauss programs for estimating the term structure of interest rates
0 个回复 - 1990 次查看 Home | New | Topics | Contact | Short bio | CV | Teaching | Links | Search | Princeton Econ | IES | BCF | Princeton U | IIES | Google Paper abstract 1 | Paper abstract 2 | Sample Gauss programs Gauss ...2011-1-22 16:02 - xuehe - Gauss专版
the pure rate of interest 该怎么翻译?
11 个回复 - 6160 次查看 the pure rate of interest 该怎么翻译?2006-6-12 21:53 - lhsfs - 金融学(理论版)
求文献 Some Remarks on Modeling the Term Structure of Interest Rates
2 个回复 - 1561 次查看 title: Some Remarks on Modeling the Term Structure of Interest Rates author: Franke, Günter. Journal: The Geneva Papers on Risk and Insurance Theory 21 (1996), 29-33. link: http: ...2010-10-15 15:46 - summerye - 求助成功区
300币求"Multifactor models of the term structure of interest rates"
2 个回复 - 1711 次查看 Title: Multifactor models of the term structure of interest rates Authors: El Karoui, Nicole Lacoste, Vincent Centre d'Etudes et de Recherche de l'Ecole Superieure des Sciences Economiques et ...2010-10-8 15:00 - summerye - 悬赏大厅
How does the price of a callable bond move when interest rates increase?
5 个回复 - 2311 次查看 How does the price of a callable bond move when interest rates increase? Suppose other factors remaining unchanged. 最好能解释一下,谢谢啦各位!2010-3-2 16:39 - zeshao - 金融学(理论版)
Thanks lml000]Fitting the term structure of interest rates with smoothing spline
5 个回复 - 3185 次查看 篇号:题名:Fitting the term structure of interest rates with smoothing splines作者:Mark Fisher Douglas Nychka David Zervos期刊全称或缩写:Federal Reserve Bank Finance and Economics Discussion Paper年 ...2008-1-20 13:34 - summerye - 文献求助专区
[下载]Monetary Policy and the Term Structure of Interest Rates in Japan
1 个回复 - 2006 次查看 本文中Braun and Etsuro(2006)用日本的数据,通过长期债券收益率对相应的货币政策扰动的脉冲反应和方差分解,研究了货币政策和收益率曲线之间的关系。2009-3-5 19:50 - 爱智慧 - 金融学(理论版)
费雪《利率理论》Fisher (1907) The Rate of Interest
0 个回复 - 3966 次查看 Yale著名的经济学家欧文·费雪《利率理论》 Fisher (1907) The Rate of Interest: Its nature, determination and relation to economic phenomena. New York: Macmillan. 100年前的原版, 扫描14M 可以看 ...2010-2-21 12:49 - nmwymm - 宏观经济学
The effect of interest-rate changes on household saving
0 个回复 - 1398 次查看 一篇关于利率的变动对个人消费和储蓄的影响的文章2009-11-13 00:09 - whunio - 宏观经济学
the change of interest rate since global financial crisis
1 个回复 - 1854 次查看 reserve bank of australia adjusted its cash rate since crisis.2009-8-11 18:58 - edwardaustralia - 论文版
求Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond
6 个回复 - 4557 次查看 Who has the book? Please upload it. It must be selling well. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond by Riccardo Rebonato Hardcover: 480 pages Publisher: ...2008-2-18 09:19 - fengyun8323 - 金融学(理论版)
the two sides of increasing interest rate
0 个回复 - 2396 次查看 recently ,the central bank has raised the interest rate many times, however , it seems not useful for the stock market. As the president said, the stock market of China had been out of control of t ...2007-7-6 09:47 - 海亮cc - 宏观经济学