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International interest rate mechanisms in bank lending and borrowing markets

Chatrath, Arjun - In: The global structure of financial markets : an overview, (pp. 274-286). 1997

Persistent link: https://www.econbiz.de/10001297696

Forward interest rates and inflation expectations : the role of regime shift premia and monetary policy

Dillén, Hans; Hopkins, Elisabeth - In: Topics in monetary policy modelling, (pp. 170-188). 1998

Persistent link: https://www.econbiz.de/10001325185

Regime switches in Swedish interest rates

Erlandsson, Ulf G. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001652014

What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages

Badarinza, Cristian - 2016

The relative popularity of adjustable-rate mortgages (ARMs) and fixed-rate mortgages (FRMs) varies considerably both across countries and over time. We ask how movements in current and expected future interest rates affect the share of ARMs in total mortgage issuance. Using a nine-country panel...

Persistent link: https://www.econbiz.de/10013007484

What Calls to Arms? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages

Badarinza, Cristian - 2014

The relative popularity of adjustable-rate mortgages (ARMs) and fixed-rate mort- gages (FRMs) varies considerably both across countries and over time. We ask how movements in current and expected future interest rates affect the share of ARMs in total mortgage issuance. Using a nine-country...

Persistent link: https://www.econbiz.de/10013048590

What calls to arms? : international evidence on interest rates and the choice of adjustable-rate mortgages

Bădărinză, Cristian; Campbell, John Y.; Ramadorai, Tarun - 2014

Persistent link: https://www.econbiz.de/10010412809

What calls to arms? : international evidence on interest rates and the choice of adjustable rate mortages

Bădărinză, Cristian; Campbell, John Y.; Ramadorai, Tarun - 2014

Persistent link: https://www.econbiz.de/10010409108

Forward interest rates and inflation expectations : the role of regime shift premia and monetary policy

Dillén, Hans; Hopkins, Elisabeth - 1998

In this paper we argue that there are two major explanations to why Swedish forward interest rates have been high and volatile: (i) Investors' fears that the economy will switch to a high inflation regime give rise to a regime shift premium. (ii) Expectations of monetary policy actions amplify...

Persistent link: https://www.econbiz.de/10010128042

What might central banks lose or gain in case of Euro adoption : a GARCH-analysis of money market rates for Sweden, Denmark and the UK

Buscher, Herbert S.; Gabrisch, Hubert - 2011

This study deals with the question whether the central banks of Sweden, Denmark and the UK can really influence short … case of adverse monetary shocks to the economy for Sweden and Denmark, compared to the Euro area. We conclude that the … zum Euroraum unterschiedliche Risikoentwicklung und instabile Volatilitäten des Risikos, wenn Schweden und Dänemark …

Persistent link: https://www.econbiz.de/10009162063

What calls to ARMs? : international evidence on interest rates and the choice of adjustable-rate mortgages

Bădărinză, Cristian; Campbell, John Y.; Ramadorai, Tarun - In: Management science : journal of the Institute for … 64 (2018) 5, pp. 2275-2288

Persistent link: https://www.econbiz.de/10011874083