𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The expectation hypothesis of interest rates and network theory: The case of Brazil

✍ Scribed by Benjamin M. Tabak; Thiago R. Serra; Daniel O. Cajueiro


Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
968 KB
Volume
388
Category
Article
ISSN
0378-4371

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Interest rate futures: Evidence on forec
✍ Tim Krehbiel; Lee C. Adkins πŸ“‚ Article πŸ“… 1994 πŸ› John Wiley and Sons 🌐 English βš– 678 KB

Due to the convergence of the futures contract price to the spot price at delivery, it has been hypothesized that a component of the futures price is the expectation of the spot price on the delivery date. The extent to which a futures contract price reflects unbiased expectations of the spot price

The components of interest rate swap spr
✍ Frank Fehle πŸ“‚ Article πŸ“… 2003 πŸ› John Wiley and Sons 🌐 English βš– 229 KB πŸ‘ 2 views

## Abstract This article contains both a theoretical and an empirical analysis of the components of interest rate swap spreads defined as the difference between the fixed swap rate and the risk‐free rate of equal maturity. The components are determined by expected LIBOR spreads, default risk, and m

The Reaction of Exchange Rates and Inter
✍ Hali J. Edison πŸ“‚ Article πŸ“… 1997 πŸ› John Wiley and Sons 🌐 English βš– 138 KB πŸ‘ 2 views

This paper examines the response of exchange rates and interest rates-US and foreign-to economic news. The news is associated with the surprise component of the monthly release of six US macroeconomic variables. The results suggest that dollar exchange rates systematically react to news about real e