نتایج جستجو برای: facility interest rate

تعداد نتایج: 1309619  

1998
Les Clewlow Chris Strickland

For many interest rate exotic options, for example options on the slope of the yield curve or American featured options, a one factor assumption for term structure evolution is inappropriate. These options derive their value from changes in the slope or curvature of the yield curve and hence are more realistically priced with multiple factor models. However, efficient construction of short rate...

2001
JESS BENHABIB STEPHANIE SCHMITT-GROHÉ MARTÍN URIBE

The existing literature on the stabilizing properties of interest-rate feedback rules has stressed the perils of linking interest rates to forecasts of future inflation. Such rules have been found to give rise to aggregate fluctuations due to self-fulfilling expectations. In response to this concern, a growing literature has focused on the stabilizing properties of interest-rate rules whereby t...

Journal: :International Journal of Economics and Financial Issues 2023

The purpose of this paper is to predict the lending interest rate and deposit Bangladesh using Autoregressive Integrated Moving Average (ARIMA) model by Box Jenkins. It has been found that ARIMA (1, 0, 1) appropriate in predicting both rates from 2022 2026 data presented World Bank Open Data 1976 2021. To test goodness fit, AIC (Akaike Information Criterion) BIC (Bayesian index values have calc...

Journal: :Finance Research Letters 2022

Mortgages play a significant role in the US economy. Americans predominantly use fixed-rate mortgages (FRMs) to avoid interest rate risk, but related risk aversion cost has not been analyzed yet. This paper fills gap by investigating of choosing FRMs over adjustable-rate (ARMs). We find that ex post, FRM borrowers made 12% – 23% higher payments 0.66% 1.62% potential ARM payment shocks. Conseque...

Journal: :Investigacion Economica 2021

<div class="WordSection1"><h1 align="center"><strong style="font-size: 10px;">ABSTRACT</strong></h1></div><p>A theory analyzing the short run dynamics of nominal exchange rates under exogenous interest and free imperfect international capital markets is presented. Introducing elastic rate expectations leads to cumulative changes in spot forward same dir...

2003
Craig Furfine

The Federal Reserve’s new primary credit facility offers guilt-free overnight loans to commercial banks at a rate of 100 basis points over the target federal funds rate. If utilized freely by the market, the facility places an upper bound on the rates at which financial institutions lend to one another overnight, reducing the volatility of the daily effective federal funds rate. Conceivably, ho...

2012
Rachel Thompson Aleena M Wojcieszek

BACKGROUND Little information is known about what information women want when choosing a birth facility. The objective of this study was to inform the development of a consumer decision support tool about birth facility by identifying the information needs of maternity care consumers in Queensland, Australia. METHODS Participants were 146 women residing in both urban and rural areas of Queens...

ژورنال: :مدلسازی اقتصادی 0

هدف این مقاله ارزیابی اثرمتغیرهای کلان اقتصادی بر بازدهی بورس اوراق بهادار تهران با استفاده از روش هم جمعی و داده های فصلی 1387-1377 می باشد. برآوردها با پنج شاخص برای بازدهی سهام (شاخص کل قیمت سهام، شاخص قیمت و بازده نقدی، شاخص بازده نقدی، شاخص قیمت صنعت و شاخص قیمت مالی) نشان می دهد که تولید ناخالص داخلی، حجم پول و حجم نقدینگی از متغیرهای اثرگذار کلیدی بر بازدهی سهام محسوب می شوند. سکه جانشین...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید