Search Results - subject:"Long-term interest rate"

Croatian exchange rate stability and long-term interest rates in light of the adoption of the euro

Čičin-Šain, Dijana; Maté, Martina; Peša, Anita - In: Building Resilience Through Digital Transformation and …, (pp. 69-80). 2025

Persistent link: https://www.econbiz.de/10015434144

The empirics of long-term Mexican government bond yields

Akram, Tanweer; Uddin, Syed Helal - In: Macroeconomics and finance in emerging market economies 17 (2024) 2, pp. 333-355

Persistent link: https://www.econbiz.de/10015048437

The empirics of long-term Mexican government bond yields

Akram, Tanweer; Uddin, Syed Helal - 2021

This paper presents empirical models of Mexican government bond (MGB) yields based on monthly macroeconomic data. The current short-term interest rate has a decisive influence on MGB yields, after controlling for inflation and growth in industrial production. John Maynard Keynes claimed that...

Persistent link: https://www.econbiz.de/10012610212

A Keynesian approach to modeling the long-term interest rate

Akram, Tanweer - 2021

There are several widely used benchmark models of the long-term interest rate in quantitative finance. However, these … rate dynamics can be readily incorporated in the benchmark models of the long-term interest rate. This paper modifies … several benchmark interest rate models. In these modified models the long-term interest rate is related to the shortterm …

Persistent link: https://www.econbiz.de/10012610216

Multifactor Keynesian models of the long-term interest rate

Akram, Tanweer - 2021

Using panel data models, we analyze the flypaper effects-whether intergovernmental fiscal transfers or states' own income determine expenditure commitments - on ecological fiscal spending in India. The econometric results show that the unconditional fiscal transfers, rather than the states' own...

Persistent link: https://www.econbiz.de/10012818355