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Interest Rate Determination in Lebanon
Poddar, Tushar - 2006
This paper seeks to understand how interest rates are formed in Lebanon, by focusing on the pass-through from benchmark … dollarization. We find that international interest rates are an important element in the determination of interest rates in Lebanon … investor base. The study also shows that interest rates in Lebanon are affected by liquidity conditions as well as perceived …
Persistent link: https://www.econbiz.de/10014400410
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Interest rate determination in Lebanon
Poddar, Tushar; Mangal Goswami; Solé, Juan; … - 2006
Persistent link: https://www.econbiz.de/10003329077
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Interest rates modeling and forecasting : do macroeconomic factors matter?
Kuczera, Adam - 2017
Recent studies documented a sufficient forecasting performance of shadow-rate models in the low yields environment. Moreover, it has been shown that including the macro-variables into the shadow-rate models further improves the results. We build on these findings and evaluate for the U.S....
Persistent link: https://www.econbiz.de/10011659284
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Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin; Platen, Eckhard - 2014
Persistent link: https://www.econbiz.de/10011344800
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South Africa's yield curve conundrum
Erasmus, Ruan; Steenkamp, Daan - 2022
Persistent link: https://www.econbiz.de/10013483341
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The interest rate effects of government bond purchases away from the lower bound
De Rezende, Rafael B. - 2016
I analyze the recent experience of unconventional monetary policy in Sweden to study the interest rate transmission mechanisms of government bond purchases when interest rates are not constrained by a lower bound. Using dynamic term structure models and event study regressions I find that...
Persistent link: https://www.econbiz.de/10011471465
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The transmission of interest rates shocks to Asia : are effects different below the zero lower bound?
Feldkircher, Martin; Huber, Florian; Pornpinun … - 2017
We use a non-linear factor-augmented vector-autoregressive model to evaluate international effects of an unexpected decrease in euro area policy rates. Given the current environment of ultra low or negative interest rates, we especially focus on potential differences in the transmission of the...
Persistent link: https://www.econbiz.de/10011621228
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Excess sensitivity and volatility of long interest rates : the role of limited information in bond markets
Beechey, Meredith Jane - 2004
Asymmetric information between the central bank and bond markets creates an inference problem that affects the behaviour of long interest rates. This paper employs a simple macroeconomic model with a time-varying infation target to illustrate the implications of asymmetry for the sensitivity of...
Persistent link: https://www.econbiz.de/10011584341
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Lower bound beliefs and long-term interest rates
Grisse, Christian; Krogstrup, Signe; Schumacher, Silvio - 2017 - This version: March 2017
Persistent link: https://www.econbiz.de/10011646141
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Modelling interest payments for macroeconomic assessment
Girón, Celestino; Morano, Marta; Quilis, Enrique M.; … - 2016
Persistent link: https://www.econbiz.de/10011799259