نتایج جستجو برای: interest rate

تعداد نتایج: 1259570  

The bank interest rate is one of the most important macroeconomic variable in each country economic. The purpose of this paper is find the relationship between the facility interest rate and three main variable of the money market.In Iran. this issue for equations the interest rate facility, the interest rate of deposit, inflation and credit risk utilizing the model simultaneous equation system...

1997
TOMAS BJÖRK

We derive general necessary and sufficient conditions for the mutual consistency of a given parametrized family of forward rate curves and the dynamics of a given interest rate model. Consistency in this context means that the interest rate model will produce forward rate curves belonging to the parameterized family. The interest rate model may be driven by a multidimensional Wiener process as ...

2001
GABRIELA BASURTO Gabriela Basurto Atish Ghosh

Sharp exchange rate depreciations in the East Asian crisis countries (Indonesia, Korea, and Thailand) raised doubts about the efficacy of increasing interest rates to defend the currency. Using a standard monetary model of exchange rate determination, this paper shows that tighter monetary policy was in fact associated with an appreciation of the exchange rate in these countries and during the ...

Journal: :Schmalenbach Business Review 2018

Journal: :Journal of Global Economics 2015

Journal: :Economic Commentary (Federal Reserve Bank of Cleveland) 2014

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