• No results found

the interest rate

Modelling interest rate pass through in Rwanda: is the interest rate dynamics symmetric or asymmetric ?

Modelling interest rate pass through in Rwanda: is the interest rate dynamics symmetric or asymmetric ?

... bill rate of different maturities (from one to six months : Tbr-1m,Tbr-3m and Tbr-6m ) and the Repo rate along with three bank rates (interbank , deposit and lending rates) collected from tables published ...

33

Asymmetry of the Interest Rate Pass through in Zambia

Asymmetry of the Interest Rate Pass through in Zambia

... the interest rate, exchange rate and the credit ...retail interest rates (Aziakpono and Wilson, ...policy rate should be quickly transmitted to retail rates and that the magnitude of ...

32

Requiem for the Interest Rate Controls in China

Requiem for the Interest Rate Controls in China

... of interest-rate controls, the PBC is building its interest-rate corridor ...an interest -rate corridor mechanism, enhance the interest-rate adjustment capability, ...

24

Interest on reserves and monetary policy of targeting both interest rate and money supply

Interest on reserves and monetary policy of targeting both interest rate and money supply

... The interest rate path alone does not reflect the stance of the monetary policy in a banking ...interbank rate, a Taylor rule with a negative IOR keeps the interbank rate not only longer at ...

45

Interest Rate Rigidity and the Fisher Equation

Interest Rate Rigidity and the Fisher Equation

... nominal interest rates. The model’s inflation responds to interest rate changes (both nominal and real) by mov- ing in the opposite ...to interest rate data from the last century. The ...

27

Empirical Research on Rate of Return, Interest Rate and Mudharabah Deposit

Empirical Research on Rate of Return, Interest Rate and Mudharabah Deposit

... of interest has always been featured as one of the important considerations in explaining the saving behavior of ...the rate of interest, the more money will be saved, since at higher interest ...

5

Derivative activities and Chinese banks' exposures to exchange rate and interest rate movements

Derivative activities and Chinese banks' exposures to exchange rate and interest rate movements

... exchange rate and interest rate ...exchange rate changes than previous studies in the literature (see, for example, Choi and Elyasiani 1997; Au Yong et ...the interest rate ...

37

The Long term Rate and Interest Rate Volatility in Monetary Policy Transmission

The Long term Rate and Interest Rate Volatility in Monetary Policy Transmission

... policy rate surprise lasers the focus on changes in the policy rate, while the volatility surprise comprehensively evaluates monetary policy announcements in terms of the risk ...policy rate surprise ...

52

Applicability of Negative Interest Rate Policy under China’s New Normal—Based on the Comparison of European Negative Interest Rate Policy

Applicability of Negative Interest Rate Policy under China’s New Normal—Based on the Comparison of European Negative Interest Rate Policy

... the interest rate of deposits is lower than the inflation rate during the same period, resulting in a negative real interest ...lending rate can be reduced ...in interest rates. ...

18

The Interest Rate and the Length of Production: A Comment

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

Interest rate rules and welfare in open economies

Interest rate rules and welfare in open economies

... exchange rate for these ...exchange rate term into the interest rate ...exchange rate in policy ...exchange rate brings a relatively large benefit, while others such as Adolfson ...

47

Regional Interest Rate Pass-Through in Italy

Regional Interest Rate Pass-Through in Italy

... the interest rate pass-through, which so far has been largely ignored by the empirical ...of interest pass-through process could be heterogeneous at the intra-national level received much less ...the ...

30

The Determinants of Interest Rate Spreads in Nigeria: An Empirical Investigation

The Determinants of Interest Rate Spreads in Nigeria: An Empirical Investigation

... The interest rate spreads (measured as the difference be- tween deposit and lending rates) not only indicate the level of inefficiency of the banking sector but show the level of development of the ...

9

Calibration of the chaotic interest rate model

Calibration of the chaotic interest rate model

... the interest rate options, that is, the smile/skew curve in the implied volatility of Caplets and Swaptions across the ...pricing interest rate ...

225

Financial intermediation and interest rate risk

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

A permanent zero interest rate would maximise GDP

A permanent zero interest rate would maximise GDP

... influencing interest rates because that involves in effect funding public investments with freshly created money, which is exactly the form of funding advocated in this paper! ...

26

Application of MCMC Algorithm in Interest Rate Modeling

Application of MCMC Algorithm in Interest Rate Modeling

... Theoretical interest rate models, formulated in terms of stochastic differential equations, often assume continuous observations in ...term rate models in ...

6

The Relationship of Interest Rate, Exchange Rate, GDP and FDI with Respect to Chinese Economy

The Relationship of Interest Rate, Exchange Rate, GDP and FDI with Respect to Chinese Economy

... GDP is a important indicator of a nation’s microeconomic situation and development (Haggart, 2000). GDP can be viewed from two kinds such as the expenditure approach and the income approach. The expenditure approach ...

5

Negative interest rate policy in a permanent liquidity trap

Negative interest rate policy in a permanent liquidity trap

... nominal interest rate is negative in a New Keynesian model with a borrowing ...optimal interest rate is negative under price ...nominal rate of interest on bank reserves to ...

51

Artificial interest rate adjustments do not make sense

Artificial interest rate adjustments do not make sense

... anyone’s interest to incur that sort of debt is of course debatable, but there is much to be said for a system where each consumer decides what is in their own interest, and clearly many consumers think the ...

13

Show all 10000 documents...

Related subjects