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How Related are Interbank and Lending Interest Rates? Evidence on Selected European Union Countries
Cointegration European Union Granger Causality Interbank Interest Rates Lending Interest Rates
2016/1/27
This paper investigates the nature of the causal relationships among interbank market interest rates and corporate loans interest rates in four countries from the euro area (Austria, Belgium, France a...
Modeling the dynamics of Chinese spot interest rates
Spot rate models Term structure of interest rates Market segmentation Nonparametric specification tests
2011/4/2
Using the daily data of Chinese 7-day repo rates from January 1, 1997 to December 31, 2008, this paper tests a variety of popular spot rate models, including single-factor diffusion, GARCH, Markov reg...
The deficit ofthe federal budget dominates attention of the public
arena. The process began with President Carter’s ill-fated budget
announcement in February 1980. The response of the bond market
r...
THE CONQUEST OF WORLDWIDE INFLATION：CURRENCY COMPETITION AND ITS IMPLICATIONS FOR INTEREST RATES AND THE YIELD CURVE
INFLATION CURRENCY COMPETITION INTEREST RATES YIELD CURVE
2008/11/4
In the United States and in virtually every country around the
world, inflation has declined, and in most countries dramatically so. In
addition, the volatility of inflation and expectations of futu...