structure of interest rate
The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey
... and Interest Transmission ...the Interest Rate Transmission Channel is not working and vice versa, along the sample ...the interest rate of all ...term structure interest ...
26
Financial liberalization, interest rate structure and savings mobilization: the Nigerian experience
... of interest rates in August 1987 (Ikhide and Alawode, ...and interest rates were highly ...negative interest rates discourage saving mobilization and channeling of the mobilized savings through the ...
9
Market expectations of the short rate and the term structure of interest rates: a new perspective from the classic model
... the interest rate related instruments, for example: Söderlind and Svensson (1997); Brooke et ...short rate due to the mean reverting feature of the economy ...
35
Exchange rate dynamics and the term structure of interest rates
... It follows that any empirical test of the relationship between the exchange rate and the term structure of interest rates necessitates the utilisation of a measure of the yield curve whi[r] ...
15
Calibration of interest rate term structure and derivative pricing models
... The time dependence in the drift and volatility increase arbitrarily the degree of freedom in the short rate process to allow the proposed model to fit specified properties such as the i[r] ...
235
INFLUENCE OF COST STRUCTURE ON INTEREST RATE LEVEL OF MICROFINANCE BANKS IN NAKURU COUNTY, KENYA
... A study by Goonzale (2009) found that the relatively high price Microfinance Institution has to pay for money they borrow contributes substantially to the interest they charge borrowers. In general, it would seem ...
38
The information in term structure interest rate spreads: the Irish case
... "Forward Rates and Future Policy Interpreting the Term Structure of Interest Rates", Brookings Papers on Economic Activity 19831: pp.. "The Term Structure of Interest Rates", Cowles Foun[r] ...
10
Financial Structure and its Impact on the Convergence of Interest Rate Pass-through in Europe: A Time-varying Interest Rate Pass-through Model. ENEPRI Working Paper, No. 51, 7 February 2007
... nancial structure were preserved in the course of European nancial ...nancial structure of economies, play dierent roles, which is reinforced by the fact that only few cross-country mergers were observed in ...
42
The Interest Rate and the Length of Production: A Comment
... Abstract: Machaj (2015) does a great service in pointing out a key assumption, heretofore unaddressed, in Filleule (2007) and Hülsmann (2010). Machaj errs, however, in stating that who saves will have an ambiguous effect ...
17
Financial intermediation and interest rate risk
... to interest rate increase and vice ...(lower) interest rate beta in Stone’s two-factor ...bank’s interest rate beta thus re‡ects the market’s assessment of its duration ...
228
Interest Rate Trends in a Global Context
... growth rate is expected to fall to virtually zero (see Carvalho et ...on interest rates as workers save in anticipation of a longer retirement ...the interest rate in the opposite ...push ...
60
The Roadmap of Interest Rate Liberalization in China
... whose interest market is not fully liberalized, the forming mechanism of interest rate varies from time to ...of interest rates is linked to the openness of the financial ...of interest ...
40
Calibration of the chaotic interest rate model
... LIBOR rate and swap rate volatility by the application of the short rate ...Short Rate Model, the Market Model and the Potential ...many interest rate models developed by various ...
225
Interest Rate Modeling Conundrums
... in interest-rate modeling has been focusing on a collection of risk tools and pricing formulas which are developed based on the simplified market assumptions and hypo- ...the structure, it is noticed ...
6
INFLUENCE OF MACROECONOMIC VARIABLES ON CORPORATE CAPITAL STRUCTURE: CASE OF AGRICULTURE SECTOR IN KENYA
... capital structure on firm ...real rate of interest having a significant negative impact on capital structure except exchange rate with significant positive ...exchange rate ...
9
An Equity Interest Rate Hybrid Model With Stochastic Volatility and the Interest Rate Smile
... defined to be the same dates as the zero-coupon bonds in the LMM, there is no need for advanced zero-coupon bond interpolations. The interpolation routines are, however, often required when pricing the hybrids themselves. ...
25
Empirical Research on Rate of Return, Interest Rate and Mudharabah Deposit
... of interest rate and the rate of return on mudharabah deposits in Islamic ...between rate of return and rate of ...that rate of return has negative influence significantly on ...
5
Impact of Interest Rate on Investment in Nigeria
... The study investigates the Impact of Interest rate on Investment in Nigeria. Multipleregressionswas used as the statistical method for the study which reveals that high interest rate ...
8
The Interest Rate Brake on Maturity Transformation
... The Interest Rate Brake on Maturity Transformation Howden, David and Gabriel, Amadeus... Risks and Consequences of Maturity Transformation ..[r] ...
12
New Evidence on Interest Rate and Foreign Exchange Rate Modeling
... short-term interest rate displays a martingale behavior over a range between 3% and ...the interest rate seems less predictable and none of the restricted interest rate models ...
145