Interest rate fluctuations

In the paper "An application of single index model in risk measurement on Vietnamese stock market", the Single Index Model is used in measuring systematic risk, non-systematic risk and total risk of each individual stock and a portfolio including stocks on Vietnamese stock market.

12p nhanchienthien 25-07-2023 11 5   Download

Lecture The economics of Money, Banking and Financial markets: Chapter 6 - The risk and term structure of interest rates. In this chapter we examine the sources and causes of fluctuations in interest rates relative to one another and look at a number of theories that explain these fluctuations.

23p runordie1 10-05-2022 9 2   Download

Lecture The economics of Money, Banking and Financial markets: Chapter 11 Economic analysis of banking regulation. In this chapter, we examine how banking is conducted to earn the highest profits possible, how and why banks make loans, how they acquire funds and manage their assets and liabilities (debts), and how they earn income. We also examine how banks cope with credit risk, the risk arising because borrowers may default on their obligations, and with interest-rate risk, the risk arising from fluctuations in interest rates.

15p runordie1 10-05-2022 16 2   Download

Lecture Macroeconomics - Chapter 4.1: Aggregate Supply and Aggregate Demand present the content short-run economic fluctuations, model of AS-AD, the wealth effect, the interest-rate effect, the exchange-rate effect,...

32p xusong 12-07-2021 28 2   Download

Lecture Macroeconomics - Chapter 4.2: Monetary and fiscal policy. After studying this chapter you will be able to understand: monetary and Fiscal policy are used to offset shifts in AD which cause short-run fluctuations in output and employment.

32p xusong 12-07-2021 15 1   Download

Chapter 9 - Introduction to economic fluctuations. In this chapter you will learn the theory of liquidity preference as a short-run theory of the interest rate, analyze how monetary policy affects interest rates and aggregate demand, analyze how fiscal policy affects interest rates and aggregate demand, discuss the debate over whether policymakers should try to stabilize the economy.

40p lovebychance02 04-05-2021 21 1   Download

The purpose of this chapter is: To examine how the issuer and time to maturity affect the price of a bond, and to use our knowledge to interpret fluctuations in a broad variety of bond prices.

44p tradaviahe15 23-02-2021 14 2   Download

The objective of this chapter is to understand fluctuations in inflation and real output and how central banks use conventional interest-rate policy to stabilize them. We will develop a macroeconomic model of fluctuations in the business cycle in which monetary policy plays a central role.

34p tradaviahe15 23-02-2021 11 2   Download

Chapter 9 - Introduction to economic fluctuations. In this chapter you will learn the theory of liquidity preference as a short-run theory of the interest rate, analyze how monetary policy affects interest rates and aggregate demand, analyze how fiscal policy affects interest rates and aggregate demand, discuss the debate over whether policymakers should try to stabilize the economy.

8p larachdumlanat126 31-12-2020 11 1   Download

Chapter 6 introduces you to interest rates and bond valuation. In this chapter, you will learn: Know the important bond features and bond types, understand bond values and why they fluctuate, understand bond ratings and what they mean, understand the impact of inflation on interest rates, understand the term structure of interest rates and the determinants of bond yields.

58p koxih_kothogmih7 29-09-2020 29 3   Download

Chapter 6 introduces you to interest rates and bond valuation. In this chapter, you will learn: Know the important bond features and bond types, understand bond values and why they fluctuate, understand bond ratings and what they mean, understand the impact of inflation on interest rates, understand the term structure of interest rates and the determinants of bond yields.

39p koxih_kothogmih4 28-08-2020 17 2   Download

The study investigated stock market reactions to oil price fluctuations in Nigeria. A longitudinal design consisting of data on the Nigerian Stock market index, crude oil prices, exchange rate, interest rate, inflation rate and GDP for the period 1984-2019 was employed. The data were subjected to stationarity and cointegration tests using ADF and Johansen’s techniques. Based on the results of the stationarity and cointegration tests, Vector error correction model was used to analyse the research data.

8p kethamoi7 15-08-2020 26 2   Download

The aim of the study is to find the empirical analyses of the impact of oil price fluctuation on the monetary instrument in Nigeria, by looking at their relationships. Specifically, we analyzed the role of Exchange rate, Inflation, Interest rate and how they respond to shocks in oil price. We explored the frequently used Toda–Yamamoto model (TY), by adopting the TY modified Wald (MWALD) test approach to causality, forecast error variance decomposition (FEVD) and impulse response functions (IRFs).

8p kethamoi7 15-08-2020 28 2   Download

Unlike existing literature that has focused on the relationship between exchange rate and housing price, this paper studies the housing price fluctuations from the perspective of RMB exchange rate expectation to resolve the dilemma “guarantee housing price or exchange rate” after the sub-prime mortgage crisis. This paper shows that housing prices responded negatively to RMB appreciation expectation from 1999 to 2008, and positively from 2009 to 2019. After 2009, exchange rate expectation is the Granger causality of housing prices. After introducing the U.S.

23p nguyenanhtuan_qb 09-07-2020 27 1   Download

Chapter 7, risk and return. After studying this chapter you will be able to: Important bond features and types of bonds, cond values and yields and why they fluctuate, bond ratings and what they mean, the impact of inflation on interest rates, the term structure of interest rates and the determinants of bond yields.

26p nanhankhuoctai3 25-05-2020 22 3   Download

Corporations must cope with fluctuations in interest rates, commodity prices, and exchange rates. This chapter discusses how they do it, with particular attention paid to financial instruments such as futures contracts, options, and swap agreements.

39p nanhankhuoctai3 25-05-2020 16 3   Download

The goal in this chapter is to introduce you to bonds. After studying this chapter you will be able to understand: Important bond features and types of bonds, cond values and yields and why they fluctuate, bond ratings and what they mean, the impact of inflation on interest rates, the term structure of interest rates and the determinants of bond yields.

39p thuongdanguyetan03 18-04-2020 29 1   Download

Corporations must cope with fluctuations in interest rates, commodity prices, and exchange rates. This chapter discusses how they do it, with particular attention paid to financial instruments such as futures contracts, options, and swap agreements.

20p thuongdanguyetan03 18-04-2020 16 2   Download

Chapter 7, risk and return. After studying this chapter you will be able to: Important bond features and types of bonds, cond values and yields and why they fluctuate, bond ratings and what they mean, the impact of inflation on interest rates, the term structure of interest rates and the determinants of bond yields.

50p shiwo_ding6 25-05-2019 23 1   Download

Chapter 12, evaluating project economics and capital rationing. Corporations must cope with fluctuations in interest rates, commodity prices, and exchange rates. This chapter discusses how they do it, with particular attention paid to financial instruments such as futures contracts, options, and swap agreements.

38p shiwo_ding6 25-05-2019 23 3   Download