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Observations about liquidity effects: the difficulties of exploring a simple idea
Cunningham, Thomas J. - In: Economic Review (1987) Sep, pp. 14-22
Persistent link: https://www.econbiz.de/10005360970
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Beyond duration: measuring interest rate exposure
Cohen, Hugh - In: Economic Review (1993) Mar, pp. 23-31
Persistent link: https://www.econbiz.de/10005361003
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Interest rate swaps: a review of the issues
Wall, Larry D.; Pringle, John J. - In: Economic Review (1988) Nov, pp. 22-40
Persistent link: https://www.econbiz.de/10005361087
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Recent views of viewing the real rate of interest
Cunningham, Rosemary Thomas; Cunningham, Thomas J. - In: Economic Review (1990) Jul, pp. 28-37
Persistent link: https://www.econbiz.de/10005361103
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Has financial market volatility increased?
Becketti, Sean; Gordon H. Sellon, Jr. - In: Economic Review (1989) Jun, pp. 17-30
Persistent link: https://www.econbiz.de/10005373341
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Interest rates and exchange rates--what is the relationship?
Hakkio, Craig S. - In: Economic Review (1986) Nov, pp. 33-43
Persistent link: https://www.econbiz.de/10005373383
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New methods for savings and loans to hedge interest rate risk
Morris, Charles S.; Merfeld, Thomas J. - In: Economic Review (1988) Mar, pp. 3-15
associations. To help stabilize their profits, some S&L's are implementing interest rate hedging programs. These programs use … financial instruments such as interest rate swaps, financial futures and options on financial futures. Because hedging programs …
Persistent link: https://www.econbiz.de/10005373411
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Has deregulation ruined M1 as a policy guide?
Roth, Howard L. - In: Economic Review (1987) Jun, pp. 24-37
Persistent link: https://www.econbiz.de/10005373445
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Managing interest rate risk with interest rate futures
Morris, Charles S. - In: Economic Review (1989) Mar, pp. 3-20
Persistent link: https://www.econbiz.de/10005373523
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Real-time estimation of trend output and the illusion of interest rate smoothing
Lansing, Kevin J. - In: Economic Review (2002), pp. 17-34
Empirical estimates of the Federal Reserve's policy rule typically find that the regression coefficient on the lagged federal funds rate is around 0.8 and strongly significant. One economic interpretation of this result is that the Fed intentionally "smoothes" interest rates, i.e., policymakers...
Persistent link: https://www.econbiz.de/10005352375