Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 464 for “"Interest rates"”.
-
Essays in Banking and Interest Rates
… includes three papers on banking and interest rates. The first paper presents a theoretical model that studies the effect of universal banking on economic performance. I show that universal banks, because of their ability to extend the horizons of their relationships with borrowing …
-
Negative interest rates : an effective monetary tool?
… increasing number of economies are moving their interest rates towards the theoretical zero bound of interest rates in response to the COVID-19 crisis; there is a growing need to study the implications negative interest rates have on the effectiveness of the monetary policy. Between 2012 to 2016, …
-
Models for Interest Rates and Interest Rate Derivatives
… an introduction to the principles of modern interest rate theory. After covering the basic tools for working in an environment with stochastic interest rates, we introduce different models for the term structure. The principals of risk neutral pricing are introduced and the Black model is …
-
Endogenous Money and the Structure of Interest Rates
<p>My thesis examines the empirical patterns of interest rates in the United States in the period from 1992 to 2019. Looking into the patterns of interest rates, the spread between the Federal Funds rate and long-term interest rate is widening in the post-1990s period with the remarkable …
-
Rational expectations and the structure of interest rates.
Massachusetts Institute of Technology. Dept. of Economics. Thesis. 1972. Ph.D.
-
Essays on inequality, interest rates and macroeconomic policies
… thesis consists of three chapters on inequality, interest rates and macroeconomic policies. The first chapter explores the macroeconomic consequences of the recent rise in permanent income inequality. First, I show that in many common macroeconomic models consumption is a linear function of …
-
Essays on exchange rate targets and interest rates
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1992.
-
Hedging Canadian short-term interest rates : the BAX market
… in the early eighties as an instrument to manage interest-rate risk. Institutional features of the BAX market and the growth of this market, particularly in the second part of the 1990s, are described in Chapter 2. The efficiency of the BAX market is also addressed in this chapter where …
-
Expectations, risk, and the term structure of interest rates.
Massachusetts Institute of Technology. Dept. of Economics. Thesis. 1969. Ph.D.
-
Impacts of stock prices and interest rates on tourism consumption
… in the last decade. Meanwhile, stock markets and interest rates have been playing a more important role in Americans everyday lives. Prior research mainly focused on the economic impact of travel and tourism industry, but there are very few studies regarding how changes in economic factors will …
-
Preferred Habitat For Liquidity In International Short-term Interest Rates
… habitat on the term structure of short-term interest rates. The expectations hypothesis of the term structure posits that future expected interest rates are implied by the current term structure. Empirical research suggests that the expectations hypothesis often does not hold, especially at …
-
Expectations, Error-Learning and the Term Structure of Interest Rates
Made available in DSpace on 2014-12-14T14:17:06Z (GMT). No. of bitstreams: 1 7803943.pdf: 3595433 bytes, checksum: b2de44b77b7d17a9a8e0038de812a76c (MD5) Previous issue date: 1977
-
Monetary policy, gradualism, and the term structure of interest rates
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1997.
-
Pricing Climate Uncertainty: Evidence from Natural Interest Rates to Green Premiums
… long-term impact of climate change on natural interest rates over the past two centuries. Using panel fixed-effect and ARDL models on historical climate and economic data, it finds that temperature and precipitation anomalies significantly depress the natural rate, lending empirical support to …
-
The term structure of interest rates: U.S. government bonds, 1955-1989
The behavior of the term structure of interest rates in government bonds parallels that of the behavior in high-grade corporate bonds. Previous studies have demonstrated that there are synchronous changes in different maturities in high-grade corporate bonds. Results of statistical tests and …
-
Multi-Factor Dynamic Modelling and Forecasting of Interest Rates and Equity Markets
… and forecasting of the term structure of interest rates, both independently and in conjunction with equity markets. The first empirical investigation is motivated by the recent call for richer specifications following the global financial crisis of 2007-2009. In that regard, several …
Page 1 of 24