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Готові списки джерел за темами / Interest rates

Добірка наукової літератури з теми "Interest rates"

Автор: Grafiati

Опубліковано: 4 червня 2021

Оновлено: 4 травня 2024

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Статті в журналах з теми "Interest rates":

1

Khoury, Sarkis Joseph, and Poorna C. Pal. "Negative Interest Rates." Journal of Risk and Financial Management 13, no. 5 (May 7, 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.

2

Riley, Tracy L., and Frances A. Karnes. "Tracking Interest Rates." Gifted Child Today 19, no. 1 (January 1996): 36–37. http://dx.doi.org/10.1177/107621759601900112.

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3

Brenner, Menachem, and Dan Galai. "Implied Interest Rates." Journal of Business 59, no. 3 (January 1986): 493. http://dx.doi.org/10.1086/296349.

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4

Kanevski, M., M. Maignan, A. Pozdnoukhov, and V. Timonin. "Interest rates mapping." Physica A: Statistical Mechanics and its Applications 387, no. 15 (June 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, no. 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, no. 46 (May 1, 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.

7

Brandao Marques, Luis, Roland Meeks, Marco Casiraghi, Gunes Kamber, and R. Gelos. "Negative Interest Rates." Departmental Papers 2021, no. 003 (March 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, no. 2 (July 7, 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.

9

Wood, Geoffrey E. "Fallacies: Interest rates and exchange rates." Economic Affairs 18, no. 4 (December 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, no. 2 (April 1, 2004): 104–8. http://dx.doi.org/10.1257/0002828041302064.

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Дисертації з теми "Interest rates":

1

Bottazzi, Laura. "Essays on exchange rate targets and interest rates." Thesis, Massachusetts Institute of Technology, 1992. http://hdl.handle.net/1721.1/12879.

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2

Alexius, Annika. "Essays on exchange rates, prices and interest rates." Doctoral thesis, Handelshögskolan i Stockholm, Samhällsekonomi (S), 1997. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-862.

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3

Chantapacdepong, Pornpinun. "Essays in interest rates, exchange rates and savings." Thesis, University of Bristol, 2007. http://hdl.handle.net/1983/2ca48335-de06-42e6-a9fe-05e13bfdc6ab.

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This thesis studies the behaviour of interest rates in government bonds markets, foreign exchange rates and national savings. There are three main chapters in the thesis. The first chapter consists of a comparative study of government securities and risk. It generates monthly interest rate risk premium data and examines their determinants. The results show that the risk premia are time varying and also vary considerably across sample countries. In particular, countries with better financial development and higher income generally have lower risk premia of government assets. Additionally, the risk premia are significantly affected by macroeconomic circumstances, especially economic growth and the real effective exchange rate.

4

Chui, Hiu-fai Sam. "Evaluation of measures taken by financial institutes under the interest rate swing caused by the currency attack /." Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19882117.

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5

Jitmaneeroj, Boonlert. "Survey Expectations ot Interest Rates." Thesis, University of Essex, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.522080.

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6

MIAO, ZAN. "CIR Modeling of Interest Rates." Thesis, Linnéuniversitetet, Institutionen för matematik (MA), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-79154.

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Short-term interest rate models within one-year financing maturity are considered. In this thesis, we mainly study two short-term interest rate models, the Cox-Ingersoll-Ross model (CIR model) and the Vasicek model. The CIR model is evaluated by numerical simulations based on applying the Euler approximation method and an exact algorithm. By using an ordinary least squares method we can find an initial start value for implementation of a numerical estimate of parameters that maximize the likelihood. Similarly applying those methods to the Vaˇs ́ıˇcek model, we compare the two models with empirical data based on three-month money market rates.

7

Sagir, Serhat. "Effects Of Monetary Policy On Banking Interest Rates: Interest Rate Pass-through In Turkey." Master's thesis, METU, 2011. http://etd.lib.metu.edu.tr/upload/12613717/index.pdf.

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In this study, the effects of CBRT monetary policy decisions on the consumer, automobile, housing and commercial loans of the banks during the period from the early of 2004 to the middle of 2011 are examined. In order to perform this study, it is benefited from weekly weighted average loan interest rate data of the banks, which is the data having the highest frequency that could be obtained from the electronic data distribution system of CBRT. Monetary policy instruments of Central Bank may change in the course of time or monetary policy could be executed by more than one instrument. Therefore, as the political interest rate would be insufficient in the calculation of the effect of monetary policy on loan interest rates of the banks, Government Dept Securities&rsquo
premiums are used instead of the political interest rates in this study to make it reflect the policies of central bank more clearly as a whole. Among the Government Dept Securities that have different maturity structure, benchmark bonds that are adapted to the expected political interest rate changes and that react to the unexpected interest rate changes at the high rate (reaction coefficient 0.983) are used. In order to weight the cointegration relation between interest rates, unrestricted error correction model is established and it is determined by Bound Test that there is a long-term relation between each interest rate and interest rate of benchmark bond. After a cointegration relation is determined among the serials, autoregressive distributed lag model is used to determine the level of transitivity and it is determined that monetary policy decisions affect the banking interest rate at 77% level and by 13 weeks delay on average.

8

Lekkos, Ilias. "Empirical evidence on interest rate dynamics : evidence from USD, DM, GBP and JPY interest rates." Thesis, Lancaster University, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.268125.

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9

Hyll, Magnus. "Essays on the term structure of interest rates." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI), 2000. http://www.hhs.se/efi/summary/548.htm/.

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10

Gruber, Peter. "Market expectations of short interest rates." St. Gallen, 2005. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/03608056001/$FILE/03608056001.pdf.

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Більше джерел

Книги з теми "Interest rates":

1

United States. Bureau of Alcohol, Tobacco, and Firearms. Interest rates. [Washington, D.C.?]: Department of the Treasury, Bureau of Alcohol, Tobacco and Firearms, 1985.

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2

Sivewright, Chris. Interest rates and ... Oxford: Oxford School of Learning, 1991.

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3

Schwartzman, John B. Forecasting interest rates. New York: McGraw-Hill, 1992.

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4

GOVERNMENT, US. Student loan interest rates. [Washington, D.C: U.S. G.P.O., 2002.

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5

Alvarez, Fernando. Interest rates and inflation. [Minneapolis, MN]: Federal Reserve Bank of Minneapolis, Research Dept., 2001.

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6

Mishkin, Frederic S. Understanding real interest rates. Cambridge, MA: National Bureau of Economic Research, 1988.

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7

Ritchie, A. Building societies' interest rates. London: HM Treasury, 1989.

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8

Honohan, Patrick. Liquidityand Irish interest rates. Dublin: Economic and Social Research Institute, 1994.

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9

J, Barro Robert. World real interest rates. Cambridge, MA: National Bureau of Economic Research, 1990.

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10

London International Financial Futures and Options Exchange., ed. Short term interest rates. London: LIFFE, 1996.

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Частини книг з теми "Interest rates":

1

Harrison, Barry, Charles Smith, and Brinley Davies. "Interest Rates." In Introductory Economics, 232–46. London: Macmillan Education UK, 1992. http://dx.doi.org/10.1007/978-1-349-22006-9_26.

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2

Pawley, Michael, David Winstone, and Patrick Bentley. "Interest Rates." In UK Financial Institutions and Markets, 19–30. London: Macmillan Education UK, 1991. http://dx.doi.org/10.1007/978-1-349-21660-4_3.

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3

Davidson, Ian D. "Interest Rates." In European Monetary Union: The Kingsdown Enquiry, 61–66. London: Palgrave Macmillan UK, 1996. http://dx.doi.org/10.1007/978-1-349-24825-4_12.

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4

Monnet, Eric. "Interest Rates." In Handbook of Cliometrics, 1–19. Berlin, Heidelberg: Springer Berlin Heidelberg, 2019. http://dx.doi.org/10.1007/978-3-642-40458-0_51-1.

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5

Capiński, Marek, and Tomasz Zastawniak. "Interest Rates." In Springer Undergraduate Mathematics Series, 233–80. London: Springer London, 2011. http://dx.doi.org/10.1007/978-0-85729-082-3_9.

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6

Ingersoll, J. E. "Interest Rates." In The New Palgrave Dictionary of Economics, 6654–59. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_866.

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7

Harrison, Barry. "Interest Rates." In Introductory Economics Course Companion, 148–54. London: Macmillan Education UK, 1993. http://dx.doi.org/10.1007/978-1-349-13004-7_26.

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8

Monnet, Eric. "Interest Rates." In Handbook of Cliometrics, 1023–41. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-00181-0_51.

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9

Kettell, Brian. "Interest Rates." In Monetary Economics, 135–53. Dordrecht: Springer Netherlands, 1985. http://dx.doi.org/10.1007/978-94-009-4960-7_5.

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10

Ingersoll, J. E. "Interest Rates." In The New Palgrave Dictionary of Economics, 1–6. London: Palgrave Macmillan UK, 1987. http://dx.doi.org/10.1057/978-1-349-95121-5_866-1.

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Тези доповідей конференцій з теми "Interest rates":

1

Ashry, Mohammed H. "Downscaling Interest In Interest Rates." In 2014 International Conference on Computational Science and Computational Intelligence (CSCI). IEEE, 2014. http://dx.doi.org/10.1109/csci.2014.160.

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2

Vajrapatkul, Adirek. "Exchange Rate, Interest Rates, and Stock Market Cointegration." In ICEME 2023: 2023 the 14th International Conference on E-business, Management and Economics. New York, NY, USA: ACM, 2023. http://dx.doi.org/10.1145/3616712.3616749.

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3

Zhou, Yun, and Xiaosong Zheng. "A Study of Commercial Banks Interest Rate Risk Management under Interest Rates Liberalization." In International Conference on Transformations and Innovations in Management (ictim-17). Paris, France: Atlantis Press, 2017. http://dx.doi.org/10.2991/ictim-17.2017.70.

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4

Huo, Yunlei. "Risk Management of the Bank Interest Rates under the Background of Interest Rate Marketization." In 4th International Conference on Management Science, Education Technology, Arts, Social Science and Economics 2016. Paris, France: Atlantis Press, 2016. http://dx.doi.org/10.2991/msetasse-16.2016.215.

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5

Yang, Xiuni, and Yunfeng Yang. "Option Pricing under Stochastic Interest Rates." In 2018 14th International Conference on Computational Intelligence and Security (CIS). IEEE, 2018. http://dx.doi.org/10.1109/cis2018.2018.00109.

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6

Chandra, Rama, and Sumitro Sumitro. "Does Inflation Respond to Interest Rates Changes?" In 6th Annual International Conference on Management Research (AICMaR 2019). Paris, France: Atlantis Press, 2020. http://dx.doi.org/10.2991/aebmr.k.200331.034.

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7

Charoenwong, Ben, Robert M. Kirby, and Jonathan Reiter. "Risk-Free Interest Rates in Decentralized Finance." In 2023 Fifth International Conference on Blockchain Computing and Applications (BCCA). IEEE, 2023. http://dx.doi.org/10.1109/bcca58897.2023.10338890.

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8

Kuang, R. H. "Influence of exchange rates and interest rates on net exports in China." In International Conference on Advances in Management Engineering and Information Technology. Southampton, UK: WIT Press, 2015. http://dx.doi.org/10.2495/ameit140021.

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9

Sekmen, Fuat, and Galip Afsin Ravanoglu. "The Effects of the Interest Rate and Foreign Exchange Rates on Kyrgyzstan Export." In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c09.02012.

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Анотація:

In the Keynesian models, such as Mundell-Fleming model, it is accepted that there is a significant relationship between interest rates and the value of national currency. When interest rate increases, demand for assets in terms of national currency rises and the value of national currency ascends, but in this case because of diminishing exports, the balance of trade deteriorates. In this study, it is stressed that the value of national currency is determined by productivity and output increasing. This study analysis export, interest rate, exchange rate and inflation relationship for Kyrgyzstan economy for the period of 2002:1-2017:4 The VAR granger causality method is used to get the relationship among the variables used in this study. The result of VAR granger causality test shows that there is causality from exchange rate to inflation. Also, it has been found that there has been causality running from inflation to interest rate.

10

Malliaris, A. G., and Mary Malliaris. "Modeling Short Term Interest Rates: A Comparison of Methodologies." In 2007 International Joint Conference on Neural Networks. IEEE, 2007. http://dx.doi.org/10.1109/ijcnn.2007.4371048.

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Звіти організацій з теми "Interest rates":

1

Mayordomo, Sergio, and Irene Roibás. The pass-through of market interest rates to bank interest rates. Madrid: Banco de España, October 2023. http://dx.doi.org/10.53479/34572.

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The pass-through of market interest rates to the financial conditions of households and firms is an essential element in the monetary policy transmission mechanism. In this paper, we analyse how this transmission is playing out in the current hiking cycle in the euro area and in Spain, as compared to previous cycles. We find that the pass-through to the interest rates on retail time deposits is slower than in previous hiking cycles in both jurisdictions. Moreover, a slower pass-through is also observed for mortgages in Spain. We then show there is significant heterogeneity in this pass-through across euro area countries, especially for mortgages and retail time deposits. This heterogeneity is driven by both bank and country characteristics. More specifically, in the case of deposits, we find that almost half of the difference between the remuneration of retail time deposits in Spain and the euro area is driven by differences across banking sectors in the need to raise funds through deposits to supply credit.

2

Bernanke, Ben. On the Predictive Power of Interest Rates and Interest Rate Spreads. Cambridge, MA: National Bureau of Economic Research, October 1990. http://dx.doi.org/10.3386/w3486.

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3

van Binsbergen, Jules, William Diamond, and Marco Grotteria. Risk-Free Interest Rates. Cambridge, MA: National Bureau of Economic Research, August 2019. http://dx.doi.org/10.3386/w26138.

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4

Mishkin, Frederic. Understanding Real Interest Rates. Cambridge, MA: National Bureau of Economic Research, August 1988. http://dx.doi.org/10.3386/w2691.

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5

Barro, Robert, and Xavier Sala-i-Martin. World Real Interest Rates. Cambridge, MA: National Bureau of Economic Research, April 1990. http://dx.doi.org/10.3386/w3317.

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6

Dooley, Michael, David Folkerts-Landau, and Peter Garber. Interest Rates, Exchange Rates and International Adjustment. Cambridge, MA: National Bureau of Economic Research, November 2005. http://dx.doi.org/10.3386/w11771.

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7

Engel, Charles. Exchange Rates, Interest Rates, and the Risk Premium. Cambridge, MA: National Bureau of Economic Research, March 2015. http://dx.doi.org/10.3386/w21042.

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8

Feenberg, Daniel, Clinton Tepper, and Ivo Welch. Are Interest Rates Really Low? Cambridge, MA: National Bureau of Economic Research, January 2018. http://dx.doi.org/10.3386/w24258.

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9

Ang, Andrew, and Geert Bekaert. Regime Switches in Interest Rates. Cambridge, MA: National Bureau of Economic Research, April 1998. http://dx.doi.org/10.3386/w6508.

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10

Del Negro, Marco, Domenico Giannone, Marc Giannoni, and Andrea Tambalotti. Global Trends in Interest Rates. Cambridge, MA: National Bureau of Economic Research, September 2018. http://dx.doi.org/10.3386/w25039.

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