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020 _a9781107045149
_qelectronic book
_cRM351.20
039 9 _a201606081029
_basmany
_c201601141445
_dhayat
_c201601140901
_dlatihan
_c201511181555
_dhazriq
_y10-16-2015
_zhafiz
_wUPO_10044530-hafizupload16102015.mrc
_x42
040 _aUkCbUP
_cUkCbUP
_erda
090 _aebook
090 _aebookHG230.3
_b.D486 2014
245 0 0 _aDevelopments in macro-finance yield curve modelling /
_cedited by Jagjit S. Chadha, Alain C. J. Durré, Michael A. S. Joyce, Lucio Sarno.
264 1 _aCambridge :
_bCambridge University Press,
_c2014.
300 _a1 online resource (570 pages) :
_bdigital, PDF file(s).
336 _atext
_2rdacontent
337 _acomputer
_2rdamedia
338 _aonline resource
_2rdacarrier
490 0 _aMacroeconomic Policy Making
500 _aTitle from publisher's bibliographic system (viewed on 08 Oct 2015).
520 _aChanges in the shape of the yield curve have traditionally been one of the key macroeconomic indicators of a likely change in economic outlook. However, the recent financial crises have created a challenge to the management of monetary policy, demanding a revision in the way that policymakers model expected changes in the economy. This volume brings together central bank economists and leading academic monetary economists to propose new methods for modelling the behaviour of interest rates. Topics covered include: the analysis and extraction of expectations of future monetary policy and inflation; the analysis of the short-term dynamics of money market interest rates; the reliability of existing models in periods of extreme market volatility and how to adjust them accordingly; and the role of government debt and deficits in affecting sovereign bond yields and spreads. This book will interest financial researchers and practitioners as well as academic and central bank economists.
650 0 _aMonetary policy.
_960430
650 0 _aMacroeconomics.
700 1 _aChadha, Jagjit S.,
_eeditor of compilation.
700 1 _aDurré, Alain C. J.,
_eeditor of compilation.
700 1 _aJoyce, Michael A. S.,
_eeditor of compilation.
700 1 _aSarno, Lucio,
_eeditor of compilation.
773 0 _tCambridge Books Online.
776 0 8 _iPrint version:
_z9781107044555.
830 0 _aMacroeconomic Policy Making.
856 4 0 _uhttps://eresourcesptsl.ukm.remotexs.co/user/login?url=http://dx.doi.org/10.1017/CBO9781107045149
907 _a.b16219818
_b2022-10-14
_c2019-11-12
942 _c01
_n0
_kebook
914 _avtls003594648
998 _ae
_b2015-03-10
_cm
_dz
_feng
_genk
_y0
_z.b16219818
999 _c599684
_d599684