Debt service and interest rate risks
Debt Sustainability in a Low Interest Rate World
... of debt-to-GDP in Proposition 1 implies that it either shrinks to zero when α is below zero or grows to infinity when α is greater than ...the debt-to-GDP is exponential in ...the debt-to-GDP ratio ...
Effects of Interest Rate and Debt on Equity Investment
... of interest rate and domestic debt on private equity investment growth in Nigeria covering the 1987-2010 period as well as to determine if government borrowing crowds out private investment and ...
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Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks
... exchange rate dummy shows that a total of 21 banks are significantly affected by changes in exchange rate regime: 14 banks show significant changes in intercepts or slope dummy coefficients with respect to ...
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Interest rate risk management and the mix of fixed and floating rate debt
... to interest rates – these betas could then be used to proxy for hedge ratios and determine whether firms should be taking on relatively more fixed or floating rate ...against interest rates, while ...
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Essays on the Modeling of Risks in Interest-rate and Inflation Markets
... Neither jumps nor stochastic volatility in nominal interest rates are novel features. A number of papers have identified these effects (see Johannes (2004) or Andersen, Benzoni, and Lund (2004) for examples). ...
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The response of industry stock returns to market, exchange rate and interest rate risks
... real interest rates have a slightly weaker impact on changes in expectations about future ...exchange rate dividend betas are greater than those of the ex- cess return ...real interest rates the ...
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The response of industry stock returns to market, exchange rate and interest rate risks
... exchange rate betas are reported in Table ...exchange rate betas, for Italy 26% (8 out of 31), France 21% (7 out of 33) and the UK only ...exchange rate beta is both positive and ...exchange ...
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Impact of Fiscal Deficit and Government Debt on Interest Rate in Pakistan
... government debt, GDP per capita, ADF, Interest ...like interest rate, GDP growth, volume of trade and government debt, among others, are the most broadly areas of debate in the field of ...
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Macroeconomic volatility, debt dynamics, and sovereign interest rate spreads.
... growth rate External debt to export or external debt to GDP is part of every empirical study in the literature and is found to be significantly ...to service its ...of ...
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Impact of Fiscal Deficit and Government Debt on Interest Rate in Pakistan
... like interest rate, GDP growth, the volume of trade and government debt, among others, is the broadest areas of debate in the field of developmental and economic research in developing and developed ...
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Interest Rate, Inflation, and Public Debt: What Is Causing Exchange Rate Volatility in Indonesia?
... exchange rate is one of the most essential factors of a country's economic stability ...exchange rate shows how strong a country's bargaining of trade, which is precarious to determine cost and volume of ...
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Are Thai Equity Index Returns Sensitive to Interest and Exchange Rate Risks?
... Therefore, their profits will not be affected by changes in exchange rate. This is also true for SET50 index returns, which comprises the returns of large corporations from various sectors. It should be noted that ...
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Are Thai Equity Index Returns Sensitive to Interest and Exchange Rate Risks?
... real interest rate on equity index returns are similar to the results reported in Table 5, Table 6 reports only the response of equity index returns to exchange rate risk measured by changes in ...
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Impact of Total, Internal and External Government Debt on Interest Rate in Pakistan
... increases interest rate and crowds out private ...on interest rate depends not only on the levels of deficit but also on the financing method of ...
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Interest rate, debt, distribution and capital accumulation in a post-Kaleckian model
... the interest rate or in the debt-capital-ratio creditors do not change their willingness to long term finance and debtors do not change their willingness to invest very ...the risks associated ...
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Fiscal shocks, public debt, and long-term interest rate dynamics
... driving interest rates’permanent and cyclical stochastic components in the USA and in ...in debt to be a 7 and a 11 basis points increase in - respectively - the German and the Italian real long-term ...
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Fiscal shocks, public debt, and long-term interest rate dynamics
... the debt-…nanced …scal policies and their impact on human and physical capital ...High debt levels may imply more liquid markets for actively traded government debt securities and correspondingly a ...
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Macrodynamics of debt-financed investment-led growth with interest rate rules
... be interest- ing to see, however, whether inclusion of financial factors can provide endogenous boundaries to such ...on debt- deflation and financial ...of debt commitments, is described at the ...
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Macrodynamics of debt financed investment led growth with interest rate rules
... be interest- ing to see, however, whether inclusion of financial factors can provide endogenous boundaries to such ...on debt- deflation and financial ...of debt commitments, is described at the ...
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Student Loan Debt. I. Interest rate cap subsidy. Snapshot:
... financial interest in or whose employer is primarily engaged in the business of making qualified education loans is not eligible for appointment under this subdivision, and any member appointed under this ...
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