eBook - PDF

Developments in Macro-Finance Yield Curve Modelling

Name: Developments in Macro-Finance Yield Curve Modelling
ISBN: 9781107597457

English
PDF
Available on iOS & Android

eBook - PDF

Developments in Macro-Finance Yield Curve Modelling

About this book

Changes in the shape of the yield curve have traditionally been one of the key macroeconomic indicators of a likely change in economic outlook. However, the recent financial crises have created a challenge to the management of monetary policy, demanding a revision in the way that policymakers model expected changes in the economy. This volume brings together central bank economists and leading academic monetary economists to propose new methods for modelling the behaviour of interest rates. Topics covered include: the analysis and extraction of expectations of future monetary policy and inflation; the analysis of the short-term dynamics of money market interest rates; the reliability of existing models in periods of extreme market volatility and how to adjust them accordingly; and the role of government debt and deficits in affecting sovereign bond yields and spreads. This book will interest financial researchers and practitioners as well as academic and central bank economists.

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Yes, you can access Developments in Macro-Finance Yield Curve Modelling by Jagjit S. Chadha,Alain C. J. Durré,Michael A. S. Joyce,Lucio Sarno in PDF and/or ePUB format, as well as other popular books in Economics & Macroeconomics. We have over one million books available in our catalogue for you to explore.