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Estimation of expected exchange-rate change using forward call options
Stein, Roy (contributor) - 2003
Persistent link: https://www.econbiz.de/10002774617
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Distribution of the exchange rate implicit in option prices : application to TASE
Stein, Roy (contributor); Hecht, Yoel (contributor) - 2003
Persistent link: https://www.econbiz.de/10002774684
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The Microstructure of Reference Rates : A Review of the Telbor and Libor Reference Rates
Stein, Roy - 2017
Reference rate markets are a central feature in capital markets around the world that enable lenders to expand financing possibilities for the business sector and reduce exposure to risks of unexpected changes in the interest rate. However, due to the many manipulations of reference rates...
Persistent link: https://www.econbiz.de/10012948370
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Factors Explaining Long-Term Government Bond Yields in the OECD Countries
Michelson, Noam; Stein, Roy - 2023
This study analyzes the long-term government bond yields in OECD member countries over time and estimates the factors that affect these yields. The explanatory factors are divided into three groups: Structural factors that dictate the natural interest rate; cyclical factors that follow the...
Persistent link: https://www.econbiz.de/10014355538
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Monetary policy and the mutual fund market : funding and liquidity
Ben-Ze'ev, Noam; Ribon, Sigal; Stein, Roy - 2024
Persistent link: https://www.econbiz.de/10015154425
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Estimating the Natural Interest Rate Using ATSM
Stein, Roy - 2013
This study derives the dynamics of two macroeconomic factors which determine the real rates in the economy by estimating CPI-indexed bonds yields. The proposed macro-yields model emphasizes the links between macroeconomic variables and the state variables derived from the affine term-structure...
Persistent link: https://www.econbiz.de/10013079864
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Response to Friedman
Offenbacher, Edward K.; Porter, Richard D.; Rich, Georg - In: Economic Review (1983) Nov, pp. 34-35
An abstract for this article is not available.
Persistent link: https://www.econbiz.de/10005064019
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Empirical comparisons of credit and monetary aggregates using vector autoregressive methods
Offenbacher, Edward K.; Porter, Richard D.; Rich, Georg - In: Economic Review (1983) Nov, pp. 16-29
An abstract for this article is not available.
Persistent link: https://www.econbiz.de/10005025403