Regulated and Market Interest Rates, K orea
Market Interest Rates Analysis
... Market Interest Rate Analysis Yield- to- Maturity (YTM) is the most important and widely used measure of the bonds returns and key measure in bond valuation ...including interest income and price ...
17
Low factor market models of interest rates
... LIBOR market model. It is well known that the LIBOR market model is a high-dimensional model regardless of the dimension of the Brownian motion driving its ...LIBOR market models and show that we ...
137
IMPACT OF INTEREST RATES ON INDIAN STOCK MARKET
... and interest rate are two key factors of economic growth of a ...of interest rate on stock exchange provide significant implications for monitory policy, risk management practices, financial securities ...
13
Interest Rates and the Market For New Light Vehicles
... the interest-rate innovation, before falling below its steady-state value in the second period and then slowly returning to steady ...household interest rate was ...
43
Banking market conditions and deposit interest rates
... deposit interest rates offered by a bank are affected by changes in the structure of a local market and bank-specific factors including its ...in market conditions affect ...deposit ...
39
Reducing the Lower Bound on Market Interest Rates
... lower interest bound is reached when the base rate is ...to market rates where banks will be indifferent between lending and hoarding cash is solely determined by the risk of ...to market ...
14
The Treasury bill futures market and market expectations of interest rates
... credit market and expectations of future levels of interest rates were revised ...Most market participants apparently did not anticipate any near- tenn tightening in monetary policy actions, ...
8
Modelling dependence of interest rates, inflation rates and stock market returns
... uncertain interest and inflation rates is discussed. Interest and inflation rates are modeled separately as time series to take into account ...between interest and inflation is modeled ...
37
Inferring market interest rate expectations from money market rates
... forward rates derived from a combination of Libor-related money market instruments with actual outturns of the Bank’s two-week repo ...by market participants in forecasting the interest rate ...
11
The discount rate and market interest rates: theory and evidence
... A visual inspection of chart 2 shows that then-c is usually a positive relationship between bon-n-owings and the n-ate spread, that is, that incn’eases in borrow- ings tend to be associated with increases in the spread ...
17
Market Update Gold in a world of negative interest rates
... Negative rates magnify ...Even interest rates in the US and UK are extremely low across the curve, with up to 2-year debt yielding less than ...nominal interest-rate environment, about 30% of ...
5
Related party loans at below-market interest rates
... Accounting for the below-market element Where a loan to a related party is not on normal commercial terms, the substance of the below-market element should be ascertained. The substance will then determine ...
12
The pass-through from market interest rates to bank lending rates in Germany
... money market and capital market rates to bank interest rates has attracted particular attention in the light of competition in the banking sector over the past few ...of market ...
41
Market Segmentation and Foreign Exchange Risk: A Joint Model for Exchange Rates and Interest Rates
... financial market is incomplete and partially ...corresponding interest rates for both countries are jointly modeled via different transformation of stochastic discount factors ...financial ...
17
Pass-through of Change in Policy Interest Rate to Market Rates
... to interest rate changes then one may expect that the banks can get away with incomplete pass through and delayed pass ...no interest while very little interest is paid to the holders of savings ...
14
Russian banks´ private deposit interest rates and market discipline
... deposit interest rates in ...high interest rates to chase after low-margin private ...higher interest rates from banks perceived to carry higher ...of market discipline on ...
30
Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates
... transfer money to the next period for consumption in the goods market or for buying bonds in the asset market. Money can be transferred between the goods market and the asset market. ...
60
Interest Rates and The Credit Crunch: New Formulas and Market Models
... FRA rates, namely of the fixed rates that give zero value to the related forward rate ...FRA rates thus become different objects than the LIBOR rates they originate from, and as such can be ...
37
AN EMPIRICAL STUDY OF RELATION BETWEEN INDIAN STOCK MARKET AND INFLATION, INTEREST RATES AND EXCHANGE RATES
... my interest to study more about the market and the factors causing it the ...The interest rate is the factor which is used to control the inflation of the ...
9
The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies
... future market rates Having selected our preferred forecasting model we use the forecasts to provide future values of the relevant wholesale rate for each of the retail rates, using different models ...
41