Estimating and interpreting forward interest rates

Released on by Lars E... O... Svensson
preview-18

  • Estimating and interpreting forward interest rates Book Detail

  • Author : Lars E... O... Svensson
  • Release Date : 1994
  • Publisher :
  • Genre : Interest rates
  • Pages : 55
  • ISBN 13 : 9781451875959
  • File Size : 41,41 MB
DOWNLOAD BOOK

Estimating and interpreting forward interest rates by Lars E... O... Svensson PDF Summary

Book Description: Annotation The use of forward interest rates as a monetary policy indicator is demonstrated, using Sweden 1992-1994 as an example. the forward rates are interpreted as indicating market expectations of the time-path of future interest rates, future inflation rates, and future currency depreciation rates. They separate market expectations for the short-, medium-, and long-term more easily than the standard yield curve. Forward rates are estimated with an extended and more flexible version of Nelson and Siegels functional form.

Disclaimer: www.yourbookbest.com does not own Estimating and interpreting forward interest rates books pdf, neither created or scanned. We just provide the link that is already available on the internet, public domain and in Google Drive. If any way it violates the law or has any issues, then kindly mail us via contact us page to request the removal of the link.