structure of interest rates

The idea would be to stabilize the economy at a much lower structure of interest rates.

The only structural problem is the structure of interest rates."

This system indirectly influences the term structure of interest rates in the whole economy.

Risk of unanticipated changes in the term structure of interest rates.

In this section, we consider some theories underlying the yield curve or the term structure of interest rates.

The structure of interest rates indicates that there is no credit squeeze, and none is likely.

Harvey's thesis showed that information in the term structure of interest rates was linked to future growth of the economy.

More formal mathematical descriptions of this relation are often called the term structure of interest rates.

The term structure of interest rates is the relationship between the rates of return on bonds with different maturity dates.

The clean price more closely reflects changes in value due to issuer risk and changes in the structure of interest rates.

MMT does, however, insert one caveat: that long-term government bonds can affect the term structure of interest rates.

In its most generic formulation, it belongs to the class of no-arbitrage models that are able to fit today's term structure of interest rates.

Methods which expressly reflect the term structure of interest rates or the market value of liabilities were rejected mainly on grounds of complexity.

In financial mathematics, the Black-Karasinski model is a mathematical model of the term structure of interest rates; see short rate model.

Jonathan Ingersoll's research area is finance, focusing on asset valuation-the pricing of options and futures and the term structure of interest rates.

At the short end of the term structure of interest rates are the three month Sterling and the three month euro D-Mark futures.

"The Relation Between the Term Structure of Interest Rates and Canadian Economic Growth,"

Time varying functions replacing coefficients can be introduced in the model in order to make it consistent with a pre-assigned term structure of interest rates and possibly volatilities.

Bond Pricing and the Term Structure of Interest Rates: A Discrete Time Approximation.

The relationship between a particular yield measure and a bond's maturity is called the yield curve (or term structure of interest rates) for that particular yield measure.

Following the work of Irving Fisher on interest, Lutz publisher his seminal paper "The structure of interest rates" in 1940 in which he described the expectations hypothesis.

His Ph.D. thesis explored the concept that the term structure of interest rates (difference between long-term interest rates and short-term rates) could predict the US business cycle.

The above procedure gives a flavour of how the assumption of rational expectations can be used to give a model of the term structure of interest rates which can be tested.

Even with a lower structure of interest rates, however, there is no certainty that borrowers would feel confident enough about the economic outlook to seek the loans and do the spending that would eventually help revive the economy.

The Expectation Hypothesis of the term structure of interest rates, also known as yield curve, is the proposition that the long-term rate is determined by the market's expectation for the short-term rate plus a constant risk premium.