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represent, the yield curve shapesthey can represent and weather analytical bond and derivative prices can be found …
Persistent link: https://www.econbiz.de/10009442156
compared with other crises, prices are showing greater downward rigidity, particularly in the case of new housing, although the …
Persistent link: https://www.econbiz.de/10012526562
premises. To wit, he maintains that pure market processes such as a gold discovery can "distort" prices and interest rates, and …
Persistent link: https://www.econbiz.de/10012384148
the discount rate function directly to bond prices. ; The tests demonstrate the dangers of in-sample goodness-of-fit as … detect misspecification of the underlying pricing equation relating the term structure to bond prices. These tests establish … the presence of unspecified, but nonetheless systematic, omitted factors in the prices of long maturity notes and bonds …
Persistent link: https://www.econbiz.de/10010397495
We examine the relationship between prices and interest rates for seven advanced economies in the period up to 1913 …, emphasizing the UK. There is a significant long-run positive relationship between prices and interest rates for the core commodity …
Persistent link: https://www.econbiz.de/10010456951
Persistent link: https://www.econbiz.de/10010401723
We examine the relationship between prices and interest rates for seven advanced economies in the period up to 1913 …, emphasizing the UK. There is a significant long-run positive relationship between prices and interest rates for the core commodity …
Persistent link: https://www.econbiz.de/10010402305
Persistent link: https://www.econbiz.de/10010483892
Persistent link: https://www.econbiz.de/10012129289
premises. To wit, he maintains that pure market processes such as a gold discovery can "distort" prices and interest rates, and …
Persistent link: https://www.econbiz.de/10012316849