An Empirical Analysis of Yield Curves Across Euro and Non-Euro Countries Using Interbank Interest Rates

2013 ◽  
Author(s):  
Hongzhu Li
Keyword(s):  
Interest Rates ◽  
Empirical Analysis ◽  
Yield Curves

Bargaining, Yield Curves, and Wage Settlements: An Empirical Analysis

1974 ◽  
Vol 82 (2, Part 1) ◽  
pp. 303-313 ◽  
Author(s):  
Yochanan Comay ◽  
Arie Melnik ◽  
Abraham Subotnik
Keyword(s):  
Empirical Analysis ◽  
Yield Curves

scholarly journals Economic Growth, Policies and Influencing Factors: The Case of Albania

2016 ◽  
Vol 4 (1) ◽  
pp. 107
Author(s):  
Eleni Vangjeli ◽  
Anila Mancka
Keyword(s):  
Economic Growth ◽  
Monetary Policy ◽  
Fiscal Policy ◽  
Interest Rates ◽  
Empirical Analysis ◽  
Influencing Factors ◽  
Fiscal Policies ◽  
The Government ◽  
High Level ◽  
The Empirical Analysis

Monetary and fiscal policies are two policies that the government could use to keep a high level of growth, with a low inflancion. Fiscal policy has its initial impact on the stock market, while monetary policy in market assets. But, given that the goods and active markets are closely interrelated, both policies, monetary as well as fiscal have impact on the economy, increasing the level of product through the reduction of interest rates. In our paper we will show how functioning monetary and fiscal policies. But also in our paper we will analyze the different factors which have affected the economic growth of the country. The focus of our study is the graphical and empirical analysis of economic growth, policies and influencing factors. For the empirical analysis we have used data on the economic growth in Albania for 1996– 2014.

Yield Curves, Swap Curves, and Term Structure of Interest Rates

2019 ◽  
pp. 203-228
Author(s):  
Tom P. Davis ◽  
Dmitri Mossessian
Keyword(s):  
Interest Rate ◽  
Interest Rates ◽  
Term Structure ◽  
Yield Curve ◽  
Yield Curves ◽  
No Arbitrage ◽  
Interest Rate Swap ◽  
The Interest Rate ◽  
Rate Swap ◽  
The U.S

This chapter discusses multiple definitions of the yield curve and provides a conceptual understanding on the construction of yield curves for several markets. It reviews several definitions of the yield curve and examines the basic principles of the arbitrage-free pricing as they apply to yield curve construction. The chapter also reviews cases in which the no-arbitrage assumption is dropped from the yield curve, and then moves to specifics of the arbitrage-free curve construction for bond and swap markets. The concepts of equilibrium and market curves are introduced. The details of construction of both types of the curve are illustrated with examples from the U.S. Treasury market and the U.S. interest rate swap market. The chapter concludes by examining the major changes to the swap curve construction process caused by the financial crisis of 2007–2008 that made a profound impact on the interest rate swap markets.

Corporate Bond Markets

2019 ◽  
pp. 113-130
Author(s):  
Kelly E. Carter
Keyword(s):  
Interest Rates ◽  
Credit Ratings ◽  
Corporate Bonds ◽  
Corporate Bond ◽  
Bond Markets ◽  
Bond Prices ◽  
Wall Street ◽  
Yield Curves ◽  
Bond Portfolios ◽  
The Impact

This chapter covers the fundamentals of corporate bond markets. It begins by highlighting the size and importance of these markets, followed by a discussion of the major types of corporate bonds and the process of issuing bonds. Next, the chapter provides a discussion of important relationships between a bond’s price and market interest rates, including the key observation that bond prices move opposite market interest rates. The next topic focuses on duration and convexity, which are techniques to estimate the dollar and percent changes in bond prices for a given change in market interest rates, followed by a discussion of bond immunization, which is a technique used to protect the value of bond portfolios from adverse changes in market interest rates. The final topics covered concern yield curves, credit ratings, and the impact of the Dodd-Frank Wall Street Reform Act of 2010 on corporate bond markets.

scholarly journals Fission Product Mass Yield Curves and Their Energy Dependence

1976 ◽  
Vol 29 (3) ◽  
pp. 125 ◽  
Author(s):  
JL Cook ◽  
EK Rose ◽  
GD Trimble
Keyword(s):  
Fission Product ◽  
Saddle Point ◽  
Empirical Analysis ◽  
Energy Dependence ◽  
Cross Sections ◽  
Mass Yield ◽  
Neutron Fission ◽  
Yield Curves ◽  
Nuclear Temperature ◽  
Better Than

It has been found that the mass yield curves for 232Th, 233U, 235U, 238U and 239pU neutron fission can be fitted, with an accuracy of better than 20 %, by the superposition of two pairs of asymmetric gaussian curves and a single symmetric gaussian curve. The parameters of the fit have been investigated as a function of the nuclear temperature at the saddle point of the fissioning compound nucleus, and the widths and positions are found to vary linearly with this temperature. In addition, broad peaks are found in the weights of the gaussians, the weights being related to partial fission cross sections. This empirical analysis has been compared with the predictions of the Nix (1969) model of fission and deficiencies in the existing theory are discussed.

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