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Estimating interest rate futures model in the Heath-Jarrow-Morton framework

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An international study of causality-in-variance : interest rate and financial sector returns

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Estimation in models of the instantaneous short term interest rate by use of a dynamic Bayesian algorithm

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Estimation in models of the instantaneous short term interest rate by use of a dynamic Bayesian algorithm

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Alternative characterization of volatility of short-term interest rate

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The impact of large-scale asset purchases on the S & P 500 index, long-term interest rates and unemployment

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Predicting the short term forward interest rate structure using a parsimonious model

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The Impact of Large-Scale Asset Purchases on the S&P 500 Index, Long-Term Interest Rates and Unemployment

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After the bankruptcy of Lehman Brothers in September of 2008 and the financial panic that ensued, the Federal Reserve moved rapidly to reduce the federal funds rate to .25%. It was quickly judged that additional measures were needed to stabilize the U.S. economy. Beginning in December 2008, the...

Persistent link: https://www.econbiz.de/10013021385