Browsing by Keywords "Interest rates"
Now showing items 1-5 of 5
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The day of the week effect and interest rates
(Elsevier, 2020)The day of the week effect is one of the regularities observed in financial markets which suggests that Friday returns are higher than Monday returns. One of the possible reasons for this regularity is that the date of ... -
The effects of anticipated and unanticipated federal funds target rate changes on domestic interest rates: international evidence
(S.E.I.F at Paris, 2010)This paper assesses the effects of anticipated and unanticipated United States Federal Funds target rate changes on the domestic interest rates of a set of countries for the period from June 1989 to August 2008. The empirical ... -
The effects of different inflation risk premiums on interest rate spreads
(Elsevier BV, 2004)This paper analyzes how the different types of inflation uncertainty affect a set of interest rate spreads for the UK. Three types of inflation uncertainty - structural uncertainty, impulse uncertainty, and steady-state ... -
Effects of monetary policy on the long memory in interest rates: Evidence from an emerging market
(Elsevier, 2013)We study the presence of long memory in a variety of interest rates in Turkey by time-varying generalized Hurst exponent. We reveal that adopting inflation targeting cause a sudden and considerable decrease in the long ... -
Macroeconomics and the term structure
(American Economic Association, 2012)This paper provides an overview of the analysis of the term structure of interest rates with a special emphasis on recent developments at the intersection of macroeconomics and finance. The topic is important to investors ...
