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Articoli di riviste sul tema "Interest rates"

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Autore: Grafiati

Pubblicato: 4 giugno 2021

Ultima modifica: 4 maggio 2024

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1

Khoury, Sarkis Joseph, e Poorna C. Pal. "Negative Interest Rates". Journal of Risk and Financial Management 13, n. 5 (7 maggio 2020): 90. http://dx.doi.org/10.3390/jrfm13050090.

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Negative interest rates are an invention of monetary authorities to show that monetary activism does not have boundaries, i.e., as if there is no such thing as a liquidity trap. Their presence in the financial landscape has redefined the benefits to savers and to investors. Governments can now borrow at will without visibly adding to budget deficits. This makes negative interest borrowing an alternative to raising taxes. Banks can now achieve regulatory compliance partially at the expense of depositors. Commercial banks pay to keep money at the central bank instead of earning interest on it. This paper shows the true nature of negative interest rates and their consequences on various economic agents and performance measures, specifically on economic growth and exchange rates. In addition, this paper demonstrates that the arguments in favor of negative interest rates have been largely exaggerated based on the weight of the evidence that shows the United States, which never issued negative interest rates debt, is a leader among developed countries in terms of economic growth in a non-inflationary environment.

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2

Riley, Tracy L., e Frances A. Karnes. "Tracking Interest Rates". Gifted Child Today 19, n. 1 (gennaio 1996): 36–37. http://dx.doi.org/10.1177/107621759601900112.

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3

Brenner, Menachem, e Dan Galai. "Implied Interest Rates". Journal of Business 59, n. 3 (gennaio 1986): 493. http://dx.doi.org/10.1086/296349.

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4

Kanevski, M., M. Maignan, A. Pozdnoukhov e V. Timonin. "Interest rates mapping". Physica A: Statistical Mechanics and its Applications 387, n. 15 (giugno 2008): 3897–903. http://dx.doi.org/10.1016/j.physa.2008.02.069.

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5

Bryant, Ralph C. "World Interest Rates". Brookings Review 9, n. 3 (1991): 55. http://dx.doi.org/10.2307/20080232.

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6

Olaniyan, Tejumola. "Cosmopolitan Interest Rates". Nka Journal of Contemporary African Art 2020, n. 46 (1 maggio 2020): 126–35. http://dx.doi.org/10.1215/10757163-8308246.

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Much scholarly effort over the last two to three decades has been spent debating cosmopolitanism and attacking or refurbishing its older understanding as something owned by the West and a marker of civilization that others should strive for. The criticisms, however, have tended to emphasize the Eurocentric origins and constitutive cultural exclusionism of cosmopolitanism more than anything else. A second and newer origin of cosmopolitanism that is more commonly referenced today as cosmopolitanism’s modern foundation is one in which we find an inextricable imbrication of three Cs: conquest, commerce, and cosmopolitanism. Global commerce was the condition of possibility of cosmopolitanism, but what had long structured global commerce was a composite of rapacity, enslavement, violence, domination, and some good. The author proposes that the contemporary study of cosmopolitanism reacquaint itself with what continues to make it possible as aspiration, if not reality for all: global commerce and its conditions. To make commerce legible in cosmopolitanism, he asserts, is to accommodate the talk of profit, loss, assets, accumulation, interests, interest rates, and the likes in our theorizations. Using this analogy, the author speculates on what sort of “cosmopolitan interest rates” might be assigned to the social and economic debts owed to the descendants of slaves who suffered great loss at the hands of cosmopolitan global commerce. He concludes that it is a rate of interest that says to live as a social being is to be obligated in any number of ways to one another and the overall optimal health of that sociality.

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7

Brandao Marques, Luis, Roland Meeks, Marco Casiraghi, Gunes Kamber e R. Gelos. "Negative Interest Rates". Departmental Papers 2021, n. 003 (marzo 2021): 1. http://dx.doi.org/10.5089/9781513570082.087.

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8

Alzoubi, Marwan. "Stock market performance: Reaction to interest rates and inflation rates". Banks and Bank Systems 17, n. 2 (7 luglio 2022): 189–98. http://dx.doi.org/10.21511/bbs.17(2).2022.16.

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This paper investigates the wealth effects of the consumer price index, interest rate, domestic credit and real economic activity on the Amman Stock Exchange performance. Over the period 1991–2020 using the autoregressive distributed lag (ARDL) bounds test. While the interest rate is a powerful monetary tool to fight inflation and recession, it can be detrimental to investors. The target variables, consumer price index (CPI) and interest rate (IDR), are both highly significant with the correct signs. An increase of 1 percent in CPI and IDR leads to a fall in stock prices by 1.6 percent and 5 percent, respectively. While the central bank is targeting inflation by raising interest rates, its actions reflect negatively on the stock market. The short-run model confirms the causality from the independent variables to the dependent variable. Moreover, the error correction term (ECT) is very high and significant at the 1 percent level amounting to 83.3 percent, which confirms the evidence of the long-run relationship. Monetary objectives are really important, but financial stability is also important.

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9

Wood, Geoffrey E. "Fallacies: Interest rates and exchange rates". Economic Affairs 18, n. 4 (dicembre 1998): 52. http://dx.doi.org/10.1111/1468-0270.00132.

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10

Bassetto, Marco. "Negative Nominal Interest Rates". American Economic Review 94, n. 2 (1 aprile 2004): 104–8. http://dx.doi.org/10.1257/0002828041302064.

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11

BLACK, FISCHER. "Interest Rates as Options". Journal of Finance 50, n. 5 (dicembre 1995): 1371–76. http://dx.doi.org/10.1111/j.1540-6261.1995.tb05182.x.

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12

Alvarez, Fernando, Robert E. Lucas e Warren E. Weber. "Interest Rates and Inflation". American Economic Review 91, n. 2 (1 maggio 2001): 219–25. http://dx.doi.org/10.1257/aer.91.2.219.

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13

Chen, Jing, Diandian Ma, Xiaojong Song e Mark Tippett. "Negative real interest rates". European Journal of Finance 23, n. 15 (4 aprile 2016): 1447–67. http://dx.doi.org/10.1080/1351847x.2016.1158729.

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14

Di Matteo, T., T. Aste, S. T. Hyde e S. Ramsden. "Interest rates hierarchical structure". Physica A: Statistical Mechanics and its Applications 355, n. 1 (settembre 2005): 21–33. http://dx.doi.org/10.1016/j.physa.2005.02.063.

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15

Lee, Sangwook, Min Jae Kim e Soo Yong Kim. "Interest rates factor model". Physica A: Statistical Mechanics and its Applications 390, n. 13 (luglio 2011): 2531–48. http://dx.doi.org/10.1016/j.physa.2011.03.004.

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16

Evans, L. T., S. P. Keef e J. Okunev. "Modelling real interest rates". Journal of Banking & Finance 18, n. 1 (gennaio 1994): 153–65. http://dx.doi.org/10.1016/0378-4266(94)00083-2.

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17

O'Connell, Joan. "Sterilization and interest rates". Journal of International Money and Finance 7, n. 4 (gennaio 1988): 425–28. http://dx.doi.org/10.1016/0261-5606(88)90025-3.

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18

Cebula, Richard J., Chao-Shun Hung e Neela Manage. "Deficits and interest rates:". International Review of Economics & Finance 1, n. 4 (gennaio 1992): 379–87. http://dx.doi.org/10.1016/1059-0560(92)90025-8.

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19

Shively, Philip A. "Threshold nonlinear interest rates". Economics Letters 88, n. 3 (settembre 2005): 313–17. http://dx.doi.org/10.1016/j.econlet.2004.12.032.

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20

Colombo, Ferdinando. "Interest Rates and Information". Manchester School 72, n. 5 (settembre 2004): 641–57. http://dx.doi.org/10.1111/j.1467-9957.2004.00414.x.

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21

Mishkin, Frederic S. "Understanding Real Interest Rates". American Journal of Agricultural Economics 70, n. 5 (dicembre 1988): 1064–72. http://dx.doi.org/10.2307/1241737.

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22

Barro, Robert J. "World Real Interest Rates". NBER Macroeconomics Annual 5 (gennaio 1990): 15–61. http://dx.doi.org/10.1086/654127.

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23

Malliaris, A. G., Walter F. Mullady e M. E. Malliaris. "Interest rates and inflation". Economics Letters 37, n. 4 (dicembre 1991): 351–56. http://dx.doi.org/10.1016/0165-1765(91)90070-2.

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24

Lucas, Robert E. "Liquidity and interest rates". Journal of Economic Theory 50, n. 2 (aprile 1990): 237–64. http://dx.doi.org/10.1016/0022-0531(90)90001-z.

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25

JÜTTNER, D. JOHANNES, e BERND P. LUEDECKE. "Interest Rates, Exchange Rates and Foreign Debt". Economic Record 67, n. 2 (giugno 1991): 139–46. http://dx.doi.org/10.1111/j.1475-4932.1991.tb02537.x.

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26

Hardouvelis, Gikas A. "Economic news, exchange rates and interest rates". Journal of International Money and Finance 7, n. 1 (marzo 1988): 23–35. http://dx.doi.org/10.1016/0261-5606(88)90003-4.

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27

Deravi, Keivan, Philip Gregorowicz e Charles E. Hegji. "Trade announcements, exchange rates, and interest rates". International Review of Economics & Finance 1, n. 1 (gennaio 1992): 89–101. http://dx.doi.org/10.1016/1059-0560(92)90008-z.

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28

Sauernheimer, K. "Interest rates, exchange rates, and aggregate supply". Journal of Macroeconomics 9, n. 3 (giugno 1987): 451–55. http://dx.doi.org/10.1016/0164-0704(87)90009-7.

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29

Cole, C. Steven, e William Reichenstein. "Forecasting interest rates with eurodollar futures rates". Journal of Futures Markets 14, n. 1 (febbraio 1994): 37–50. http://dx.doi.org/10.1002/fut.3990140105.

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30

Stavytskyy, Andriy, Ganna Kharlamova, Vincentas Giedraitis, Valeriy Osetskyi e Viktoriia Kulish. "Can key interest rates decrease output gaps?" Investment Management and Financial Innovations 17, n. 3 (22 settembre 2020): 205–18. http://dx.doi.org/10.21511/imfi.17(3).2020.16.

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Abstract (sommario):

The difference in the GDP levels is crucial for the macroeconomic forecasting to develop adequate and supportive fiscal and monetary policies. Most mismeasurements under current geoeconomics challenges can be explained by the difficulty in predicting recessions and the overestimation of the economy’s potential capacity. The research aims to consider the GDP gap’s effectiveness for the possible forecasting of the monetary policy, particularly the central bank’s interest rate. The study uses quantitative methods, particularly VAR modeling. The VAR model is chosen as a proven useful tool for describing the dynamic behavior of economic time series and forecasting. The data sample is chosen as Eurozone, the United States, and Japan. The similarity is detected on output gaps implementation in the considered states; however, the variety in the responses to the financial crisis is revealed. This difference is due to the different sensitivity of economies on the impact of monetary instruments. In particular, the Japanese economy has a relatively low level of sensitivity to changes in monetary instruments. In terms of the reactions of central banks to the current economic crisis caused by COVID-19, then due to the global lockdown and the incredible decline in economic activity, almost all countries are in a situation of negative GDP gap according the paper’s approach. However, the measures to mitigate it will vary in different states. AcknowledgmentThe paper is done in the framework of scientific faculty research 16КF040-04 “Steady-state security assessment: a new framework for analysis” (2016–2021), Taras Shevchenko National University of Kyiv (Ukraine).

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31

Bali, Turan, Massoud Heidari e Liuren Wu. "Predictability of Interest Rates and Interest-Rate Portfolios". Journal of Business & Economic Statistics 27, n. 4 (ottobre 2009): 517–27. http://dx.doi.org/10.1198/jbes.2009.06124.

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32

Gorovoi, Viatcheslav, e Vadim Linetsky. "Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates". Mathematical Finance 14, n. 1 (gennaio 2004): 49–78. http://dx.doi.org/10.1111/j.0960-1627.2004.00181.x.

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33

Engel, Charles. "Exchange Rates, Interest Rates, and the Risk Premium". American Economic Review 106, n. 2 (1 febbraio 2016): 436–74. http://dx.doi.org/10.1257/aer.20121365.

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The uncovered interest parity puzzle concerns the empirical regularity that high interest rate countries tend to have high expected returns on short term deposits. A separate puzzle is that high real interest rate countries tend to have currencies that are stronger than can be accounted for by the path of expected real interest differentials under uncovered interest parity. These two findings have apparently contradictory implications for the relationship of the foreign-exchange risk premium and interest-rate differentials. We document these puzzles, and show that existing models appear unable to account for both. A model that might reconcile the findings is discussed. (JEL E43, F31, G15)

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34

Nenadovic, Sanja. "Repo rates as reference interest rates: testing the expectations hypothesis of the term structure of interest rates". Economic Analysis 55, n. 2 (21 ottobre 2022): 8–19. http://dx.doi.org/10.28934/ea.22.55.2.pp1-19.

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The subject of this paper is the consideration of the role of the repo market and the quality of repo rates in the formation of reference interest rates that would be used to assess the value of financial instruments and derivatives. Unsecured money markets carry a certain level of risk, thus, the question arises whether the existing reference interest rates should be replaced by repo rates or other interest rates on secured loans. Reference interest rates on the money market play an important role in a country's monetary policy. Through operations on the short-term money market, Central Banks try to influence interest rates with long maturities. One of the most well-known theories that considers the question of the relationship between short-term and long-term interest rates is the expectations hypothesis. In this paper, expectations hypothesis is tested on the example of daily data of overnight interest rates related to secured interbank loans. Two samples were used, and term premiums were estimated for both short-term (up to one year using LIBOR interest rates) and long-term maturities (from two to ten years using ICE swap interest rates). The hypothesis is tested using two econometric tests proposed by Campbell and Shiller (1991). The tests were also applied to the overnight interest rates of interbank loans that are not secured, in order to get a better comparative picture. The results show that collateralized interest rates are good indicators of benchmark interest rates, and in some cases even more accurate predictors of long-term interest rates.

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35

LOWE, PHILIP, e ALISON TARDITI. "Interest Rates, Exchange Rates and Foreign Debt: Comment*". Economic Record 69, n. 1 (marzo 1993): 77–79. http://dx.doi.org/10.1111/j.1475-4932.1993.tb01800.x.

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36

JÜTTNER, D. JOHANNES. "Interest Rates, Exchange Rates and Foreign Debt: Rejoinder". Economic Record 69, n. 1 (marzo 1993): 80–81. http://dx.doi.org/10.1111/j.1475-4932.1993.tb01801.x.

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37

Barth, James R., e Michael D. Bradley. "On interest rates, inflationary expectations and tax rates". Journal of Banking & Finance 12, n. 2 (giugno 1988): 215–20. http://dx.doi.org/10.1016/0378-4266(88)90036-2.

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38

Khan, Muddasir. "Impact of Interest Rates on the Stock Market". International Journal of Research Publication and Reviews 5, n. 2 (febbraio 2024): 1750–59. http://dx.doi.org/10.55248/gengpi.5.0224.0515.

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39

Dvorný, Zdeněk. "Budget Deficit and Interest Rates". Prague Economic Papers 15, n. 1 (1 gennaio 2006): 3–13. http://dx.doi.org/10.18267/j.pep.272.

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40

Gabov, Andrey, e Inna Khavanova. "Negative interest rates: legal aspects". Proceedings of the Institute of State and Law of the RAS 17, n. 4 (8 settembre 2022): 38–78. http://dx.doi.org/10.35427/2073-4522-2022-17-4-gabov-khavanova.

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41

Stadtmann, Georg, Karl-Heinz Moritz, Kristin Berthold e Tobias Stadtmann. "Passing on negative interest rates". International Journal of Management and Economics 56, n. 4 (4 dicembre 2020): 283–90. http://dx.doi.org/10.2478/ijme-2020-0022.

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AbstractSince the ECB has lowered the interest rate on deposits into negative territory, more and more commercial banks are also passing on this negative interest rate to their customers. The main aim of this paper is to answer the question under which conditions the commercial banking sector will be more or less reluctant to pass the negative deposit rate on to its private customers. We first clarify the circumstances under which demand deposits and excess liquidity arise, and what role quantitative easing plays in this context. Within a game-theoretical framework, it is derived that the pressure to pass on the negative interest rate is particularly high if there are no switching costs, and the banking market follows a Bertrand competition.

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42

Stradi, Benito A. "Term Structure of Interest Rates". Revista de Matemática: Teoría y Aplicaciones 12, n. 1-2 (2 marzo 2012): 129. http://dx.doi.org/10.15517/rmta.v12i1-2.257.

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43

Settanni, Giuseppe. "Loans and Negative Interest Rates". European Business Law Review 27, Issue 5 (1 ottobre 2016): 697–708. http://dx.doi.org/10.54648/eulr2016031.

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Payments of interest amounts in floating rate loans are generally linked to specific reference parameters, such as EURIBOR. Given the decrease of such parameters to reference values around zero, what would happen if such a fall continued below this value (so that lenders have to pay interest amounts to borrowers)? General principles of interpretation of contracts, good faith and equity, jointly with an analysis of nature / characteristics of loan contracts could help to find a solution being the most transnational possible. In particular, reference could be made to: (i) an interpretation of the loan contract by which such contract cannot betray its nature (and interest payments are necessary in non-gratuitous loans); (ii) the equity principle, under which contracts have to be reasonable / fair (and lenders should receive back by borrowers at least the capital amount); (iii) the nature of loans as contracts necessarily requiring interest payments by borrowers.

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44

Murphy, Daniel, e Kieran James Walsh. "Government spending and interest rates". Journal of International Money and Finance 123 (maggio 2022): 102598. http://dx.doi.org/10.1016/j.jimonfin.2022.102598.

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45

De Santis, Roberto A., e Srečko Zimic. "Interest rates and foreign spillovers". European Economic Review 144 (maggio 2022): 104043. http://dx.doi.org/10.1016/j.euroecorev.2022.104043.

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46

Girton, Lance, e Dayle Nattress. "Monetary Innovations and Interest Rates". Journal of Money, Credit and Banking 17, n. 3 (agosto 1985): 289. http://dx.doi.org/10.2307/1992625.

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47

Dua, Pami. "Multiperiod Forecasts of Interest Rates". Journal of Business & Economic Statistics 6, n. 3 (luglio 1988): 381. http://dx.doi.org/10.2307/1391890.

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48

Krugman, Paul R., Torsten Persson e Lars E. O. Svensson. "Inflation, Interest Rates, and Welfare". Quarterly Journal of Economics 100, n. 3 (agosto 1985): 677. http://dx.doi.org/10.2307/1884374.

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49

Faure, Alexander Pierre. "Interest Rates 1: What are Interest Rates?" SSRN Electronic Journal, 2014. http://dx.doi.org/10.2139/ssrn.2542083.

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Faure, Alexander Pierre. "Interest Rates 2: Relationship of Interest Rates". SSRN Electronic Journal, 2014. http://dx.doi.org/10.2139/ssrn.2542086.

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