# Term structure of interest rates

### the term structure of interest rates

**term**

**structure**of

**interest**

**rates**Version ...risk-free

**interest**

**rates**presents some major challenges for ...or

**interest**rate swap contracts with maturities of up to 50 ...

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### Term Structure of Interest Rates

**interest**

**rates**differ.

**Term**

**structure**of

**interest**

**rates**is the relationship among yields on financial instruments with identical tax, risk and liquidity characteristics, ...

48

### Modeling the term structure of interest rates

**term**

**structure**of private sector’s forecasts of the federal funds rate (FFR)—the conventional US monetary policy tool—as well as forecasts of longer maturity yields and ...of

**interest**...

208

### Essays on the term structure of interest rates

**term**premia from other principal ...forward

**rates**—the Cochrane-Piazzesi regression—as a constrained case of a more general return forecasting factor that could have been constructed by bond investors ...

265

### The term structure of Russian interest rates

**term**

**structure**of

**interest**

**rates**is critical for pricing fixed-income ...“

**Term**-

**structure**modeling is one of the major success stories in the application of financial models ...

14

### Essays on the term structure of interest rates

**term**

**structure**dynamics using monthly observations from 1971 to ...of

**term**

**structure**models is time-varying and tends to be procyclical, and macro-finance information is important during ...

207

### Term Structure Of Interest Rates Example

**term**

**structure**of

**interest**

**rates**example, these building a market segmentation theory, the shape of the development of ...most

**Term**

**Structure**of

**Interest**

**Rates**...

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### Term Structure of Interest Rates: The Theories

**term**

**structure**of

**interest**

**rates**. The Expectations Theory, which can explain Facts 1 and 2, cannot explain Fact 3 very well. The ...

6

### A Theory of Exchange Rates and the Term Structure of Interest Rates

**term**

**interest**

**rates**because neither the standard consumption-based asset pricing model with risk averse investors nor the dynamic

**term**

**structure**model can explain it (see, ...

28

### Optimal Capital Structure and the Term Structure of Interest Rates

**structure**and the

**term**

**structure**of

**interest**

**rates**when we consider

**interest**

**rates**as a priced risk-factor and where the ﬁrm issues a single tranche of straight ...

29

### Optimal Capital Structure and the Term Structure of Interest Rates

**structure**and the

**term**

**structure**of

**interest**

**rates**when we consider

**interest**

**rates**as a priced risk-factor and where the ﬁrm issues a single tranche of straight ...

29

### Three models of the term structure of interest rates

217

### The term structure of interest rates in a DSGE model

**term**premia would have a time-varying ...constant

**term**premia, the calibration will focus on replicating the average 10-year ehpr of 100 ...model-generated

**term**

**structure**of ...

63

### Speculative dynamics in the term structure of interest rates

**structure**similar to the one presented ...the

**term**

**structure**that was estimated using likelihood based ...affine

**term**

**structure**models, but nevertheless fits the dynamics of ...

39

### SPECULATION AND THE TERM STRUCTURE OF INTEREST RATES. Abstract

**term**

**structure**litera- ture that implicitly or explicitly decomposes long-

**term**

**interest**

**rates**into expectations about future risk-free short

**interest**

**rates**and ...

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### Term Structure of Interest Rates with Regime Shifts

**interest**

**rates**is estimated by a seminonparamet- ric ~SNP! series ...leading

**term**, and departures from the Gaussian leading

**term**are captured by a Hermite polynomial ...given ...

47

### Macro factors and the term structure of interest rates.

**interest**

**rates**respond more than one-to-one to long-run inflation ...short-

**term**

**interest**

**rates**to long-run inflation expectations equal to ...the

**term**

**structure**, as ...

42

### Macro Factors and the Term Structure of Interest Rates

**interest**

**rates**respond more than one-to-one to long-run inflation ...short-

**term**

**interest**

**rates**to long-run inflation expectations equal to ...the

**term**

**structure**, as ...

43

### Macro factors and the Term Structure of Interest Rates

**interest**

**rates**respond more than one-to-one to long-run inflation ...short-

**term**

**interest**

**rates**to long-run inflation expectations equal to ...the

**term**

**structure**, as ...

44

### Characterizing the Brazilian Term Structure of Interest Rates

**term**

**structure**of

**interest**

**rates**and characterizes how the

**term**premia has changed over ...that

**term**premia depends on international global liquidity and domestic ...

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