Developments in macro-finance yield curve modelling /

State-of-the-art research from academics and policy-makers on the role of and challenges to monetary policy during the ongoing financial crisis.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Chadha, Jagjit (Editor ), Durré, Alain (Editor ), Joyce, Michael (Michael Axel Stuart) (Editor ), Sarno, Lucio (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge : Cambridge University Press, [2014]
Colección:Macroeconomic policy making.
Temas:
Monetary policy.
Macroeconomics.
Politique monétaire.
Macroéconomie.
BUSINESS & ECONOMICS > Finance.
Macroeconomics
Monetary policy
Acceso en línea:Texto completo

MARC

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245 0 0 |a Developments in macro-finance yield curve modelling /  |c edited by Jagjit S. Chadha, Alain Durré, Michael A.S. Joyce, Lucio Sarno. 
264 1 |a Cambridge :  |b Cambridge University Press,  |c [2014] 
300 |a 1 online resource (xxiv, 545 pages) 
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490 1 |a Macroeconomic policy making 
588 0 |a Print version record. 
505 0 |a Foreword -- Preface -- 1. Editors' introductory chapter and overview -- Part I. Keynote addresses. 2. Is the long-term interest rate a policy victim, a policy variable or a policy lodestar? ; 3. Sovereign debt and monetary policy in the euro area ; 4. The Federal Reserve's response to the financial crisis: what it did and what it should have done ; 5. Tail risks and contract design from a financial stability perspective -- Part II. New techniques. 6. Compound autoregressive processes and defaultable bond pricing ; 7. Yield curve dimensionality when short rates are near the zero lower bound ; 8. The intelligible factor model: international comparison and stylized facts ; 9. Estimating the policy rule from money market rates when target rate changes are lumpy ; 10. Developing a practical yield curve model: an odyssey -- Part III. Policy. 11. The repo and federal funds markets before, during, and emerging from the financial crisis ; 12. Taylor rule uncertainty: believe it or not -- Part IV. Estimating inflation risk. 13. Inflation compensation and inflation risk premia in the euro area term structure of interest rates ; 14. The predictive content of the yield curve for inflation ; 15. Inflation risk premium and the term structure of macroeconomic announcements in the euro area and the United States -- Part V. Default risk. 16. A term structure model for defaultable European sovereign bonds ; 17. Some considerations on debt and interest rates -- Index. 
504 |a Includes bibliographical references and index. 
520 |a State-of-the-art research from academics and policy-makers on the role of and challenges to monetary policy during the ongoing financial crisis. 
546 |a English. 
590 |a eBooks on EBSCOhost  |b EBSCO eBook Subscription Academic Collection - Worldwide 
650 0 |a Monetary policy. 
650 0 |a Macroeconomics. 
650 6 |a Politique monétaire. 
650 6 |a Macroéconomie. 
650 7 |a BUSINESS & ECONOMICS  |x Finance.  |2 bisacsh 
650 7 |a Macroeconomics  |2 fast 
650 7 |a Monetary policy  |2 fast 
700 1 |a Chadha, Jagjit,  |e editor. 
700 1 |a Durré, Alain,  |e editor. 
700 1 |a Joyce, Michael  |q (Michael Axel Stuart),  |e editor. 
700 1 |a Sarno, Lucio,  |e editor. 
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830 0 |a Macroeconomic policy making. 
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