Related Books
Language: en
Pages: 59
Pages: 59
Type: BOOK - Published: 2002 - Publisher:
Language: en
Pages: 41
Pages: 41
Type: BOOK - Published: 2013-11-05 - Publisher: International Monetary Fund
This paper introduces global factors within a FAVAR framework in an empirical affine term structure model. We apply our method to a panel of international yield
Language: en
Pages: 24
Pages: 24
Type: BOOK - Published: 2011-04-01 - Publisher: INTERNATIONAL MONETARY FUND
This paper assesses the dynamics of the term structure of interest rates in the United States in light of the financial crisis in 2007-10. In particular, this p
Language: en
Pages: 24
Pages: 24
Type: BOOK - Published: 2011 - Publisher:
This paper assesses the dynamics of the term structure of interest rates in the United States in light of the financial crisis in 2007-10. In particular, this p
Language: en
Pages: 26
Pages: 26
Type: BOOK - Published: 2020-03-13 - Publisher: International Monetary Fund
Investors seek to hedge against interest rate risk by taking long or short positions on bonds of different maturities. We study changes in risk taking behavior