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Advanced Search Results For "YIELD curve (Finance)"

1 - 10 of 6,737 results for
 "YIELD curve (Finance)"
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Public Debt, Consumption Growth, and the Slope of the Term Structure.

Publication Type:Academic Journal

Source(s):Review of Financial Studies; Aug2022, Vol. 35 Issue 8, p3742-3776, 35p

Abstract:Copyright of Review of Financial Studies is the property of Oxford University Press / USA and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users m...

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Economic Policy Uncertainty and the Yield Curve*.

Publication Type:Academic Journal

Source(s):Review of Finance. Jul2022, Vol. 26 Issue 4, p751-797. 47p.

Abstract:We study the impact of economic policy uncertainty on the term structure of nominal interest rates. In a general equilibrium model populated by an uncertainty averse agent, we show that political uncertainty not only affects the yield curve and the cor...

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Oil price shocks and yield curve dynamics in emerging markets.

Publication Type:Academic Journal

Source(s):International Review of Economics & Finance. Jul2022, Vol. 80, p613-623. 11p.

Abstract:In a local projections framework, we study the impact of oil price shocks, based on a refined approach to disentangle oil price movements, on the dynamics of the entire yield curve in nineteen emerging economies with different positions on the oil mark...

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The Yield Spread and Bond Return Predictability in Expansions and Recessions.

Publication Type:Academic Journal

Source(s):Review of Financial Studies. Jun2021, Vol. 34 Issue 6, p2773-2812. 40p.

Abstract:This paper uncovers that expected excess bond returns display a positive correlation with the slope of the yield curve (i.e. yield spread) in expansions but a negative correlation in recessions. We use a macro-finance term structure model with differen...

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Yield Curve Control and Zero Interest Rate Policy in a Small Open Economy.

Publication Type:Academic Journal

Source(s):Australian Economic Review. Sep2022, Vol. 55 Issue 3, p375-382. 8p. 4 Graphs.

Abstract:At the zero lower bound, the expected duration of zero interest rate policy has two dimensions which are key to understanding the stance of monetary policy: (i) the actual duration communicated by the central bank or expected by the private sector, and...

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Term Structure, Forecast Revision, and the Signaling Channel of Monetary Policy.

Publication Type:Academic Journal

Source(s):Journal of the European Economic Association. Aug2022, Vol. 20 Issue 4, p1522-1553. 32p. 4 Charts, 12 Graphs, 1 Map.

Abstract:Monetary policy shocks affect interest rates at long horizons (10 years or more). Furthermore, the private sectorâs real GDP forecasts are revised upward in response to a monetary tightening. These facts challenge the prevailing theories in academic an...

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Monetary policy, inflation outlook, and recession probabilities.

Publication Type:Academic Journal

Source(s):Economic Perspectives. Aug2022, Issue 4, p1-14. 14p.

Abstract:The article informs about Monetary policy measure of the nominal near-term forward spread given by the difference between the six-quarter-ahead forward Treasury yield and the current three-month Treasury bill rate, dominates long-term spreads as indica...

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Shape-constrained nonparametric estimation of the term structure of interest rates.

Publication Type:Academic Journal

Source(s):Journal of Intelligent & Fuzzy Systems. 2022, Vol. 43 Issue 4, p4835-4847. 13p.

Abstract:This paper studies nonparametric estimation of the discount curve, which should be decreasing and positive over the entire maturity domain. Very few papers explicitly impose these shape requirements for removing the possibility of obtaining a shape-vio...

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Yield curve data choice and potential moral hazard: An empirical exercise on pricing callable bonds.

Publication Type:Academic Journal

Source(s):International Journal of Finance & Economics. Apr2022, Vol. 27 Issue 2, p2124-2145. 22p.

Abstract:There are alternative providers of zero‐coupon yield curve datasets. This essential input for most financial purposes can also be estimated from cross‐sectional market price information. Although all these datasets are representations of the same reali...

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Update for Weighted Average Interest Rates, Yield Curves, and Segment Rates.

Publication Type:Periodical

Source(s):Internal Revenue Bulletin. 9/6/2022, Vol. 2022 Issue 36, p184-187. 4p.

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