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.
Gespeichert in:
| Weitere Verfasser: | , , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge :
Cambridge University Press,
[2014]
|
| Schriftenreihe: | Macroeconomic policy making.
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | State-of-the-art research from academics and policy-makers on the role of and challenges to monetary policy during the ongoing financial crisis. |
| Beschreibung: | 1 online resource (xxiv, 545 pages) |
| Bibliographie: | Includes bibliographical references and index. |
| ISBN: | 9781107694415 1107694418 9781107045149 1107045142 9781107598843 1107598842 9781107704084 1107704081 9781306497893 1306497892 1107597455 9781107597457 1139894994 9781139894999 1107703336 9781107703339 1107702062 9781107702066 1107671760 9781107671768 |
Internformat
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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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| 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. | ||
| 650 | 0 | |a Monetary policy. |0 http://id.loc.gov/authorities/subjects/sh85086787 | |
| 650 | 0 | |a Macroeconomics. |0 http://id.loc.gov/authorities/subjects/sh85079443 | |
| 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. |1 https://id.oclc.org/worldcat/entity/E39PCjBChRPmp7PxXTp7PgxJQm |0 http://id.loc.gov/authorities/names/nr2003031779 | |
| 700 | 1 | |a Sarno, Lucio, |e editor. | |
| 758 | |i has work: |a Developments in macro-finance yield curve modelling (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGV9kTm7MWXbYKrkM6c49C |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
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Datensatz im Suchindex
| DE-BY-FWS_katkey | ZDB-4-EBA-ocn871223806 |
|---|---|
| _version_ | 1816882262202908672 |
| adam_text | |
| any_adam_object | |
| author2 | Chadha, Jagjit Durré, Alain Joyce, Michael (Michael Axel Stuart) Sarno, Lucio |
| author2_role | edt edt edt edt |
| author2_variant | j c jc a d ad m j mj l s ls |
| author_GND | http://id.loc.gov/authorities/names/nr2003031779 |
| author_facet | Chadha, Jagjit Durré, Alain Joyce, Michael (Michael Axel Stuart) Sarno, Lucio |
| building | Verbundindex |
| bvnumber | localFWS |
| callnumber-first | H - Social Science |
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| contents | 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. |
| ctrlnum | (OCoLC)871223806 |
| dewey-full | 332.4/6 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.4/6 |
| dewey-search | 332.4/6 |
| dewey-sort | 3332.4 16 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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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. 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| id | ZDB-4-EBA-ocn871223806 |
| illustrated | Not Illustrated |
| indexdate | 2024-11-27T13:25:49Z |
| institution | BVB |
| isbn | 9781107694415 1107694418 9781107045149 1107045142 9781107598843 1107598842 9781107704084 1107704081 9781306497893 1306497892 1107597455 9781107597457 1139894994 9781139894999 1107703336 9781107703339 1107702062 9781107702066 1107671760 9781107671768 |
| language | English |
| oclc_num | 871223806 |
| open_access_boolean | |
| owner | MAIN DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-863 DE-BY-FWS |
| physical | 1 online resource (xxiv, 545 pages) |
| psigel | ZDB-4-EBA |
| publishDate | 2014 |
| publishDateSearch | 2014 |
| publishDateSort | 2014 |
| publisher | Cambridge University Press, |
| record_format | marc |
| series | Macroeconomic policy making. |
| series2 | Macroeconomic policy making |
| spelling | Developments in macro-finance yield curve modelling / edited by Jagjit S. Chadha, Alain Durré, Michael A.S. Joyce, Lucio Sarno. Cambridge : Cambridge University Press, [2014] 1 online resource (xxiv, 545 pages) text txt rdacontent computer c rdamedia online resource cr rdacarrier Macroeconomic policy making Print version record. 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. Includes bibliographical references and index. State-of-the-art research from academics and policy-makers on the role of and challenges to monetary policy during the ongoing financial crisis. English. Monetary policy. http://id.loc.gov/authorities/subjects/sh85086787 Macroeconomics. http://id.loc.gov/authorities/subjects/sh85079443 Politique monétaire. Macroéconomie. BUSINESS & ECONOMICS Finance. bisacsh Macroeconomics fast Monetary policy fast Chadha, Jagjit, editor. Durré, Alain, editor. Joyce, Michael (Michael Axel Stuart), editor. https://id.oclc.org/worldcat/entity/E39PCjBChRPmp7PxXTp7PgxJQm http://id.loc.gov/authorities/names/nr2003031779 Sarno, Lucio, editor. has work: Developments in macro-finance yield curve modelling (Text) https://id.oclc.org/worldcat/entity/E39PCGV9kTm7MWXbYKrkM6c49C https://id.oclc.org/worldcat/ontology/hasWork Print version: Developments in macro-finance yield curve modelling 9781107045149 (OCoLC)861318418 Macroeconomic policy making. http://id.loc.gov/authorities/names/no2012023800 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=656951 Volltext |
| spellingShingle | Developments in macro-finance yield curve modelling / Macroeconomic policy making. 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. Monetary policy. http://id.loc.gov/authorities/subjects/sh85086787 Macroeconomics. http://id.loc.gov/authorities/subjects/sh85079443 Politique monétaire. Macroéconomie. BUSINESS & ECONOMICS Finance. bisacsh Macroeconomics fast Monetary policy fast |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85086787 http://id.loc.gov/authorities/subjects/sh85079443 |
| title | Developments in macro-finance yield curve modelling / |
| title_auth | Developments in macro-finance yield curve modelling / |
| title_exact_search | Developments in macro-finance yield curve modelling / |
| title_full | Developments in macro-finance yield curve modelling / edited by Jagjit S. Chadha, Alain Durré, Michael A.S. Joyce, Lucio Sarno. |
| title_fullStr | Developments in macro-finance yield curve modelling / edited by Jagjit S. Chadha, Alain Durré, Michael A.S. Joyce, Lucio Sarno. |
| title_full_unstemmed | Developments in macro-finance yield curve modelling / edited by Jagjit S. Chadha, Alain Durré, Michael A.S. Joyce, Lucio Sarno. |
| title_short | Developments in macro-finance yield curve modelling / |
| title_sort | developments in macro finance yield curve modelling |
| topic | Monetary policy. http://id.loc.gov/authorities/subjects/sh85086787 Macroeconomics. http://id.loc.gov/authorities/subjects/sh85079443 Politique monétaire. Macroéconomie. BUSINESS & ECONOMICS Finance. bisacsh Macroeconomics fast Monetary policy fast |
| topic_facet | Monetary policy. Macroeconomics. Politique monétaire. Macroéconomie. BUSINESS & ECONOMICS Finance. Macroeconomics Monetary policy |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=656951 |
| work_keys_str_mv | AT chadhajagjit developmentsinmacrofinanceyieldcurvemodelling AT durrealain developmentsinmacrofinanceyieldcurvemodelling AT joycemichael developmentsinmacrofinanceyieldcurvemodelling AT sarnolucio developmentsinmacrofinanceyieldcurvemodelling |