搜索结果: 1-6 共查到“世界经济学 bond”相关记录6条 . 查询时间(0.176 秒)
Monetary Policy Drivers of Bond and Equity Risks
Risk and Uncertainty Bonds Central Banking System Shocks Policy Macroeconomics
2015/4/28
The exposure of U.S. Treasury bonds to the stock market has moved considerably over time. While it was slightly positive on average in the period 1960–2011, it was unusually high in the 1980s and nega...
Monetary Policy Drivers of Bond and Equity Risks
Risk and Uncertainty Bonds Central Banking System Shocks Policy Macroeconomics
2015/4/27
The exposure of U.S. Treasury bonds to the stock market has moved considerably over time. While it was slightly positive on average in the period 1960–2011, it was unusually high in the 1980s and nega...
Can Civil Law Countries Get Good Institutions?Creditor Rights and Bond Markets in Brazil,1850-2003
Civil Law Countries Creditor Rights Bond Markets
2015/4/20
Can we assume that the effect of early institutions is persistent over time? Work by La Porta,Lopez de Silanes, Shleifer, and Vishny, also known as the “law and finance” literature, implicitly argues ...
The US stock market leads the Federal funds rate and Treasury bond yields
time series the stock market FFR
2011/3/23
Using a recently introduced method to quantify the time varying lead-lag dependencies between pairs of economic time series (the thermal optimal path method), we test two fundamental tenets of the the...
The price of bond and European option on bond without credit risk. Classical look and its quantum extension
price bond European option credit risk Classical look quantum extension
2010/12/17
In this paper we compare two classical one-factor diffusion models which are used to model the term structure of interest rates. One of them is based on the Wiener-Bachelier process while the second o...
Validating Forecasts of the Joint Probability Density of Bond Yields:...
Density forecast Affine term structure models Probability integral transform Financial risk management Value at risk Fixed-income portfolio management
2011/4/2
Most existing empirical studies on affine term structure models (ATSMs) have mainly focused on in-sample goodness-of-fit of historical bond yields and ignored out-of-sample forecast of future bond yie...