Keywords: ساختار مدت نرخ بهره; Term structure of interest rates; Cyclical fluctuations; Bond pricing; TSIR fitting performance; Interest rates forecast; D53; E43; G13; C58; E32; C31;
مقالات ISI ساختار مدت نرخ بهره (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: ساختار مدت نرخ بهره; Oil prices shocks; Term structure of interest rates; Yield curve; Variance decomposition; E43; E44; G12; Q43;
Keywords: ساختار مدت نرخ بهره; Term structure of interest rates; Inflation; Output growth; NEER; Monetary policy rate; E43; E31; E2;
Keywords: ساختار مدت نرخ بهره; Dynamic factor model; Forecasting; Stochastic volatility; Term structure of interest rates; Dynamic Nelson-Siegel model;
Keywords: ساختار مدت نرخ بهره; Misintermediation; Heterogeneous capital; Term structure of interest rates; Austrian business cycle theory; B53; C22; E32; E43; G01;
Keywords: ساختار مدت نرخ بهره; House prices; Monetary policy; Term structure of interest rates; Term premium; Credit; Recession;
Keywords: ساختار مدت نرخ بهره; Term structure of interest rates; Yield curve; VAR; Factor model;
Keywords: ساختار مدت نرخ بهره; C53; E43; G17; Macro-finance; Term structure of interest rates; Stochastic volatility; MCMC; Non-affine; factor models;
Keywords: ساختار مدت نرخ بهره; E43; G12; Term structure of interest rates; Expectations hypothesis; Affine models; Risk premia; Statistical predictability; Economic value;
Keywords: ساختار مدت نرخ بهره; E43; C22; G10; G22; Term structure of interest rates; Expectation hypothesis; Nonlinear cointegration; Eurozone; Greece;
Keywords: ساختار مدت نرخ بهره; Bond risk premia; Monetary policy; Term structure of interest rates;
Keywords: ساختار مدت نرخ بهره; Generalised smoothing; Term structure of interest rates; Functional data analysis;
Keywords: ساختار مدت نرخ بهره; Exchange rate dynamics; Macroeconomic fundamentals; Stochastic discount factor; Term structure of interest rates; Unscented Kalman filterF31; G12; E43; C32
Keywords: ساختار مدت نرخ بهره; E43; E44; E47; E58; E65; Term structure of interest rates; Monetary policy; Quantitative Easing;
Keywords: ساختار مدت نرخ بهره; C32; C51; C52; C53; E43; G12Threshold regime switching model; Macroeconomic variables; Term structure of interest rates; Asset pricing; Nonlinear dynamics; Business cycles
Keywords: ساختار مدت نرخ بهره; C32; E43; Term structure of interest rates; Cointegration; Multiple structural breaks;
Keywords: ساختار مدت نرخ بهره; C32; E43; G17; Term structure of interest rates; Kalman filter; MC simulations;
Keywords: ساختار مدت نرخ بهره; G11; Dynamic asset allocation; Hedging; Term structure of interest rates;
Keywords: ساختار مدت نرخ بهره; Term structure of interest rates; Spot yield spread; International stock market volatility; Expectations factor; Maturity premium
Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models
Keywords: ساختار مدت نرخ بهره; G12; G17; C51; C58; Continuous-time models; Forecasting; Gaussian estimation; Multi-factor diffusion models with feedbacks; Term structure of interest rates;
The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market
Keywords: ساختار مدت نرخ بهره; E43; G15; C20; Term structure of interest rates; Stock returns; Trading strategies;
Adaptive dynamic Nelson-Siegel term structure model with applications
Keywords: ساختار مدت نرخ بهره; C32; C53; E43; E47; Yield curve; Term structure of interest rates; Local parametric models; Forecasting;
La estructura temporal de los tipos de interés: estrategias de negociación en renta fija
Keywords: ساختار مدت نرخ بهره; E43; G12; Estructura temporal de tipos de interés; Duración y convexidad; Estrategias de negociación; Renta fija; E43; G12; Term structure of interest rates; Duration and convexity; Trading strategies; Fixed income;
What explains deviations in the unbiased expectations hypothesis? Market irrationality vs. the peso problem
Keywords: ساختار مدت نرخ بهره; E43; G12; G14Expectations hypothesis; Term structure of interest rates; Sentiment; Expectation error; Peso problem
La estructura temporal de los tipos de interés: conceptos y procedimientos de estimación
Keywords: ساختار مدت نرخ بهره; Estructura temporal de tipos de interés; Renta fija; Term structure of interest rates; Fixed income;
General equilibrium with heterogeneous participants and discrete consumption times
Keywords: ساختار مدت نرخ بهره; D51; D58; E43; C68General equilibrium; Computable general equilibrium models; Production economies; Term structure of interest rates; Determination of interest rates
Endogenous monetary policy shifts and the term structure: Evidence from Japanese government bond yields
Keywords: ساختار مدت نرخ بهره; Zero interest rate policy; Forward guidance; Term Structure of Interest Rates; Financial markets and the macroeconomy; Estimation;
Forecasting the yield curve for the Euro region
Keywords: ساختار مدت نرخ بهره; E43; G12; European yield curve; Dynamic Nelson-Siegel; Functional signal plus noise; Forecasting; Term structure of interest rates;
Common factors, principal components analysis, and the term structure of interest rates
Keywords: ساختار مدت نرخ بهره; F21; G15; G12; E12; E47; Bond returns; Principal components analysis; Common factors; Term structure of interest rates;
The interest rate-inflation relationship under an inflation targeting regime: The case of Turkey
Keywords: ساختار مدت نرخ بهره; E31; E43; E58; Inflation targeting; Fisher effect; Term structure of interest rates; Cointegration with breaks; Exogeneity test;
Linearized Nelson–Siegel and Svensson models for the estimation of spot interest rates
Keywords: ساختار مدت نرخ بهره; Term structure of interest rates; Spot rate curves; Coupon bonds; Prior information; Linearization
Bayesian inference in a Stochastic Volatility Nelson–Siegel model
Keywords: ساختار مدت نرخ بهره; Term structure of interest rates; Stochastic volatility; Dynamic factor model; Markov chain Monte Carlo
Bond risk, bond return volatility, and the term structure of interest rates
Keywords: ساختار مدت نرخ بهره; Bond risk; Stock-bond correlation; Bond beta; Return predictability; Term structure of interest rates; Inflation; Inflation risk;
The determinants of sovereign credit spread changes in the Euro-zone
Keywords: ساختار مدت نرخ بهره; C22; E45; E43; C15; Credit risk; Structural models; Term structure of interest rates; Gaussian HJM multi-factor models;
A numerical approach to obtain the yield curves with different risk-neutral drifts
Keywords: ساختار مدت نرخ بهره; Term structure of interest rates; Risk-neutral drift; Parametric estimation; Numerical methods
The term structure of CD rates and monetary policy transmission
Keywords: ساختار مدت نرخ بهره; E43; G21; Term structure of interest rates; Certificates of deposit; Income smoothing; Monetary policy transmission;
Yield curve in an estimated nonlinear macro model
Keywords: ساختار مدت نرخ بهره; Bayesian econometrics; DSGE model; Term structure of interest rates; C32; E43; G12;
The fed and the term structure: Addressing simultaneity within a structural VAR model
Keywords: ساختار مدت نرخ بهره; Monetary policy; Term structure of interest rates; Structural VAR; IdentificationE43; E44; E52; G14
Forecasting industrial production in Brazil: Evidence from a wavelet approach
Keywords: ساختار مدت نرخ بهره; Multiresolution analysis; Yield spread; Term structure of interest rates
Intelligible factors for the yield curve
Keywords: ساختار مدت نرخ بهره; E43; Term structure of interest rates; Dynamic factor model; Vector autoregression; Monetary policy shocks;
Modeling the dynamics of Chinese spot interest rates
Keywords: ساختار مدت نرخ بهره; E4; C5; G1; Spot rate models; Term structure of interest rates; Market segmentation; Nonparametric specification tests;
“Extended Black” term structure models
Keywords: ساختار مدت نرخ بهره; G12; G13; Black model; Dynamic term structure models; Finite difference numerical solution; Iterated Extended Kalman filter; Term structure of interest rates;
The term structure of policy rules
Keywords: ساختار مدت نرخ بهره; E43; E44; E52; G12; Affine models; No arbitrage; Monetary policy rules; Term structure of interest rates;
The expectation hypothesis of interest rates and network theory: The case of Brazil
Keywords: ساختار مدت نرخ بهره; Interest rates network; Emerging markets; Term structure of interest rates; Econophysics; Minimum spanning tree
International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore
Keywords: ساختار مدت نرخ بهره; E43; E44; E52; F31; G13Monetary policy; Interest rate futures; Term structure of interest rates
Forecasting bond yields in the Brazilian fixed income market
Keywords: ساختار مدت نرخ بهره; E43; G12; Term structure of interest rates; Term premia; Monetary policy; Affine term structure models;
Modelling the term structure of interest rates: An efficient nonparametric approach
Keywords: ساختار مدت نرخ بهره; C14; C15; E43; Term structure of interest rates; Partial differential equations; Nonparametric estimation; Local linear regression; Finite difference methods;
Term structure of interest rates and the expectation hypothesis: The euro area
Keywords: ساختار مدت نرخ بهره; Term structure of interest rates; Expectations hypothesis; Error correction model; Cointegration
Monetary policy with signal extraction from the bond market
Keywords: ساختار مدت نرخ بهره; Monetary policy; Imperfect information; Bond market; Term structure of interest rates;
Estimating VAR models for the term structure of interest rates
Keywords: ساختار مدت نرخ بهره; Term structure of interest rates; Econometrics; Macroeconomic variables;