Developments in Macro-Finance Yield Curve Modelling

Language: English

Published by Cambridge University Press, 2014

1107044553 / 9781107044555

Series: Book 3 of 5 - Macroeconomic Policy Making

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - Changes in the shape of the yield curve have traditionally been one of the key macroeconomic indicators of a likely change in economic outlook. However, the recent financial crises have created a challenge to the management of monetary policy, demanding a revision in the way that policymakers model expected changes in the economy. This volume brings together central bank economists and leading academic monetary economists to propose new methods for modelling the behaviour of interest rates. Topics covered include: the analysis and extraction of expectations of future monetary policy and inflation; the analysis of the short-term dynamics of money market interest rates; the reliability of existing models in periods of extreme market volatility and how to adjust them accordingly; and the role of government debt and deficits in affecting sovereign bond yields and spreads. This book will interest financial researchers and practitioners as well as academic and central bank economists.

Seller Inventory # 9781107044555

Title
Developments in Macro-Finance Yield Curve Modelling
Author
Alain Durre
Publisher
Cambridge University Press
Publication year
2014
Condition
Neu
Binding
Buch
Language
English
ISBN 10
1107044553
ISBN 13
9781107044555
Item weight
966 grams
Dimensions
235x157x35 mm
Series
Book 3 of 5: Macroeconomic Policy Making

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

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