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Mostrando ítems 11-20 de 12422
Are interest rate options important for the assessment of interest rate risk?
(Banco Central do Brasil, 2009-08)
Fixed income options contain substantial information on the price of interest rate volatility risk. In this paper, we ask if those options will also provide information related to other moments of the objective distribution ...
Comparing equilibrium real interest rates : different approaches to measure Brazilian rates
(Escola de Pós-Graduação em Economia da FGV, 2006-03-24)
Despite the difficulties involved in the precise determination of equilibrium real interest rates, it seems clear that nominal interest rates has been higher in Brazil than in similar emerging economies. This paper aims ...
Deviations from covered interest parity: the role played by fundamentals, financial and political turmoils and market frictions
(2019-05)
Recent works for mature markets on covered interest parity suggest that deviations are mean reverting but persistent particularly after 2008 crisis (Du et al., 2018). Our study aims to contribute to the literature by ...
Taylor Rule’s accuracy in determining the countries short-term nominal interest rate
(Universidad del Zulia, 2020)
The influence of the interest rate in capitalist competition: capital differentiation and structural change
(Serials, 2020-12)
We contribute to the Marxist discussion on the role of the interest rate in the investment and financing decisions of firms, a crucial dimension that has not received sufficient attention in the literature. The market rate ...
US real interest rates and default risk in emerging economies
(2012-09-12)
This paper empirically investigates the impact of changes in US real interest rates on sovereign default risk in emerging economies using the method of identification through heteroskedasticity. Policy-induced increases ...
Consumption-savings, interest rates and inflation in less developed countries: an error correction model
(Centro de Investigación y Docencia Económicas, División de Economía, 2019)