نتایج جستجو برای: interest rate

تعداد نتایج: 1259570  

Journal: :International Journal of Theoretical and Applied Finance 2000

Journal: :International Review of Financial Analysis 2011

Journal: :Journal of Applied Mathematics and Physics 2023

Interest rates are a fundamental aspect of the economy and have significant impact on various financial decisions such as borrowing, investing, saving. They cost borrowing money or return investment determined by factors supply demand for credit, inflation expectations, monetary policy made central banks. Changes in interest can major effect influence consumer spending, business investment, ove...

Journal: :Annals of Operations Research 2022

Abstract In this paper, we study the pricing of contracts in fixed income markets under volatility uncertainty sense Knightian or model uncertainty. The starting point is an arbitrage-free bond market about modeled by a G -Brownian motion, which drives forward rate dynamics. absence arbitrage ensured drift condition. Such setting leads to sublinear measure for additional contracts, yields eithe...

2014
Julieta Yung

This paper explores whether interest rate factors, derived from the yield curve, can explain exchange rate fluctuations at different horizons. Using a dynamic term structure model under no-arbitrage, exchange rates are modeled as the ratio of two countries’ stochastic discount factors. Key to this framework is that factors are observable, which allows the model to be estimated by Maximum Likeli...

2006
Carlos A. Ibarra

This paper examines empirically the interest rate-exchange rate link in the context of the Mexican experience with a floating exchange regime. The impulse response function derived from an ECM estimated by GMM reveals a lasting positive effect of a currency depreciation on the peso-dollar interest rate differential. Some of the macroeconomic consequences from this pattern are discussed, togethe...

Journal: :Journal of Economic Behavior & Organization 2020

Journal: :Eksakta : Berkala Ilmiah Bidang MIPA 2020

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