The term structure of real interest rates: theory and evidence from UK index-linked bonds;

Artículos similares

On the Deterministic-Shift Extended CIR Model in a Negative Interest Rate Framework

Acceso

Marco Di Francesco and Kevin Kamm

In this paper, we propose a new exogenous model to address the problem of negative interest rates that preserves the analytical tractability of the original Cox?Ingersoll?Ross (CIR) model with a perfect fit to the observed term-structure. We use the diff... ver más

Revista: International Journal of Financial Studies

Effect of Board Characteristics, Capital Structure on Firm Performance and Value

Acceso

Wahyu Febri Ramadhan Sudirman,Anggun Pratiwi,Ravi Adams Pág. 91 - 108

The board of directors is one of the components of corporate governance used by the company to improve the firm's performance both in the long and short term so that the characteristics of the board become one of the key factors to running a good governa... ver más

Revista: Management and Economics Journal (MEC-J)

Repo rates as reference interest rates: testing the expectations hypothesis of the term structure of interest rates

Acceso

Sanja Nenadovic Pág. 8 - 19

Revista: Economic Analysis

The Yield Curve as a Leading Indicator: Accuracy and Timing of a Parsimonious Forecasting Model

Acceso

Knut Lehre Seip and Dan Zhang

Previous studies have shown that the treasury yield curve, T, forecasts upcoming recessions when it obtains a negative value. In this paper, we try to improve the yield curve model while keeping its parsimony. First, we show that adding the federal funds... ver más

Revista: Forecasting

The application of different term-structure models to estimate South African real spot rate curve

Acceso

Mmakganya Mashoene, Mishelle Doorasamy , Rajendra Rajaram Pág. 21 - 36

Revista: International Journal of Finance & Banking Studies

Artículos similares

Revistas destacadas