Interest Rate Analysis and Forecasting

Interest Rate Analysis and Forecasting
Author: David Kern
Publisher:
Total Pages: 152
Release: 1992
Genre: Bonds
ISBN:


Download Interest Rate Analysis and Forecasting Book in PDF, Epub and Kindle

The focus of this book is on interest rate forecasting, and the interaction between analytical factors, political and economic developments and changes in the financial markets. The book takes an international approach with the emphasis on the USA, Germany, Japan and the UK.


Interest Rate Analysis and Forecasting
Language: en
Pages: 152
Authors: David Kern
Categories: Bonds
Type: BOOK - Published: 1992 - Publisher:

GET EBOOK

The focus of this book is on interest rate forecasting, and the interaction between analytical factors, political and economic developments and changes in the f
Predicting Short-term Interest Rates
Language: en
Pages: 38
Authors: Chew Lian Chua
Categories: Bayesian statistical decision theory
Type: BOOK - Published: 2011 - Publisher:

GET EBOOK

This paper examines the forecasting qualities of Bayesian Model Averaging (BMA) over a set of single factor models of short-term interest rates. Using weekly an
How to Forecast Interest Rates
Language: en
Pages: 240
Authors: Martin J. Pring
Categories: Business & Economics
Type: BOOK - Published: 1981 - Publisher: McGraw-Hill Companies

GET EBOOK

Predicting Risk Premia in Short-term Interest Rates and Exchange Rates
Language: en
Pages:
Authors:
Categories:
Type: BOOK - Published: 2018 - Publisher:

GET EBOOK

We assess the ability of yield curve factors to predict risk premia in short-term interest rates and exchange rates across a large sample of major advanced econ
Predicting Turning Points in the Interest Rate Cycle (RLE: Business Cycles)
Language: en
Pages: 154
Authors: James W. Coons
Categories: Business & Economics
Type: BOOK - Published: 2015-03-24 - Publisher: Routledge

GET EBOOK

Originally published in 1994 and the recipient of the Stonier Library Award, this volume evaluates an alternative approach – the sequential filter- to managin