Interest rate analysis and forecasting:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York u.a.
Woodhead-Faulkner
1992
|
| Edition: | 1. publ. |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XI, 128 S. graph. Darst. |
| ISBN: | 0859416666 |
Staff View
MARC
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| 264 | 1 | |a New York u.a. |b Woodhead-Faulkner |c 1992 | |
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Record in the Search Index
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|---|---|
| adam_text | Contents
Preface ix
Acknowledgements xi
Chapter 1 The theoretical background 1
Real theories of interest 2
The monetary or liquidity preference theory of interest rates 4
Reconciliation of the real and liquidity preference theories 6
Short and long term interest rates 7
Conclusion 8
Chapter 2 Flow of funds analysis 9
Sector financial balances 9
Definitions of economic sectors 11
Sectoral flow of funds analysis 12
Sectoral financial behaviour 14
Implications for interest rates 17
Conclusion 18
Chapter 3 Interest rates and Inflation 19
Nominal and real rates of interest 20
Real interest rates and economic policy 21
Inflation, exchange rates and interest rates 25
Inflation and bond yields 26
Index linking 26
Conclusion 28
Chapter 4 The interest rate yield curve 29
The yield curve 30
Relationship between short and long term rates 36
v
CONTENTS
Changes in the yield curve over the economic cycle 37
Conclusion 39
Chapter 5 Interest rates and risk 40
Interest rate differences on various types of asset 40
The role of the rating agencies 41
Conclusion 43
Chapter 6 Monetary policy 45
The role of monetary policy 45
Monetary policy in practice: the UK and the US 46
The stages of monetary policy 48
Conclusion 50
Chapter 7 The role of central banks 51
Central bank independence 51
Implementation of policy 54
Central bank money market operations in the US and the
UK 56
Conclusion 58
Chapter 8 The international dimension 60
Interest rates and currencies the basic relationships 60
Exchange rate regimes 61
Long term trends in exchange rates 63
The relationship between interest and exchange rates 65
International aspects 69
Conclusion 69
Chapter 9 Historical trends in interest rates 70
The main trends since the early 1960s 70
Conclusion 89
Chapter 10 Forecasting interest rates the framework and
essential elements 92
The factors to consider 92
Factors to consider in the short term forecast 93
Factors to consider in the long term forecast 97
Conclusion 103
Chapter 11 Forecasting techniques 106
The fundamental approach 106
Application of the model 113
vi
CONTENTS
Technical analysis 116
Conclusion 118
Chapter 12 Interest rates in the 1990s 119
The real rate of interest 119
Inflation and the nominal rate of interest 122
Chapter 13 The value and dangers of forecasting 124
Index 127
vii
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| id | DE-604.BV007228149 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T16:58:02Z |
| institution | BVB |
| isbn | 0859416666 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-004629734 |
| oclc_num | 27896168 |
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| owner | DE-384 DE-11 DE-188 |
| owner_facet | DE-384 DE-11 DE-188 |
| physical | XI, 128 S. graph. Darst. |
| publishDate | 1992 |
| publishDateSearch | 1992 |
| publishDateSort | 1992 |
| publisher | Woodhead-Faulkner |
| record_format | marc |
| spelling | Kern, David 1600-1655 Verfasser (DE-588)12220204X aut Interest rate analysis and forecasting David Kern ; Peter Gutmann 1. publ. New York u.a. Woodhead-Faulkner 1992 XI, 128 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Interest rates Prognose (DE-588)4047390-9 gnd rswk-swf Zinsänderung (DE-588)4117718-6 gnd rswk-swf Zinsänderung (DE-588)4117718-6 s Prognose (DE-588)4047390-9 s DE-604 Gutmann, Peter T. Verfasser aut HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=004629734&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Kern, David 1600-1655 Gutmann, Peter T. Interest rate analysis and forecasting Interest rates Prognose (DE-588)4047390-9 gnd Zinsänderung (DE-588)4117718-6 gnd |
| subject_GND | (DE-588)4047390-9 (DE-588)4117718-6 |
| title | Interest rate analysis and forecasting |
| title_auth | Interest rate analysis and forecasting |
| title_exact_search | Interest rate analysis and forecasting |
| title_full | Interest rate analysis and forecasting David Kern ; Peter Gutmann |
| title_fullStr | Interest rate analysis and forecasting David Kern ; Peter Gutmann |
| title_full_unstemmed | Interest rate analysis and forecasting David Kern ; Peter Gutmann |
| title_short | Interest rate analysis and forecasting |
| title_sort | interest rate analysis and forecasting |
| topic | Interest rates Prognose (DE-588)4047390-9 gnd Zinsänderung (DE-588)4117718-6 gnd |
| topic_facet | Interest rates Prognose Zinsänderung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=004629734&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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