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Displaying results 1 to 6 of 6.

  1. Why have interest rates fallen far below the return on capital
    Author: Marx, Magali; Mojon, Benoît; Velde, François R.
    Published: [2017]
    Publisher:  Banque de France, [Paris]

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    Nicht speichern
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Banque de France ; #630 (May 2017)
    Subjects: secular stagnation; interest rates; risk; return on capital
    Scope: 1 Online-Ressource (circa 29 Seiten), Illustrationen
  2. Structural factor analysis of interest rate pass through in four large Euro Area economies
    Author: Banerjee, Anindya; Bystrov, Victor; Mizen, Paul
    Published: 2017
    Publisher:  Department of Economics and Finance, School of Business, University of Canterbury, Christchurch, New Zealand

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 92 (2017,7)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Department of Economics and Finance, School of Business, University of Canterbury ; no. 2017, 7
    Subjects: monetary policy; dynamic factor models; interest rates; pass through
    Scope: 1 Online-Ressource (circa 48 Seiten), Illustrationen
  3. Taxonomy of global risk, uncertainty, and volatility measures
    Author: Datta, Deepa Dhume; Londono, Juan M.; Sun, Bo; Beltran, Daniel; Ferreira, Thiago; Iacoviello, Matteo; Jahan-Parvar, Mohammad R.; Li, Canlin; Giudice Rodriguez, Marius del; Rogers, John H.
    Published: 2017
    Publisher:  Board of Governors of the Federal Reserve System, [Washington, DC]

    A large number of measures for monitoring risk and uncertainty surrounding macroeconomic and financial outcomes have been proposed in the literature, and these measures are frequently used by market participants, policy makers, and researchers in... more

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    Location:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 201 (1216)
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    A large number of measures for monitoring risk and uncertainty surrounding macroeconomic and financial outcomes have been proposed in the literature, and these measures are frequently used by market participants, policy makers, and researchers in their analyses. However, risk and uncertainty measures differ across multiple dimensions, including the method of calculation, the underlying outcome (that is, the asset price or macroeconomic variable), and the horizon at which they are calculated. Therefore, in this paper, we review the literature on global risk, uncertainty, and volatility measures drawing on internal and external academic research as well as ongoing monitoring conducted by the Federal Reserve Board's economics divisions to catalog measures by method of data collection, computation, and subject. We first explore a set of non asset-marketbased measures of risk and uncertainty, including news-based and survey-based uncertainty measures of monetary policy and macroeconomic outcomes. We then turn to asset-market-based measures of risk uncertainty for equity prices, interest rates, currencies, oil prices, and inflation

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: International finance discussion papers ; number1216 (November 2017)
    FRB International Finance Discussion Paper ; No. 1216
    Subjects: Risk; uncertainty; volatility; monetary policy; geopolitical risk; equities; interest rates; exchange rates; commodities; inflation; variance risk premium
    Scope: 1 Online-Ressource (circa 49 Seiten), Illustrationen
  4. Asset prices and macroeconomic outcomes
    a survey
    Author: Claessens, Stijn; Kose, M. Ayhan
    Published: 2017
    Publisher:  Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis, [Canberra]

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    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 662
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: CAMA working paper ; 2017, 76 (November 2017)
    Subjects: Equity prices; exchange rates; house prices; interest rates; credit; output; consumption; investment; real-financial linkages; macro-financial linkages; imperfections; frictions
    Scope: 1 Online-Ressource (circa 98 Seiten), Illustrationen
  5. Banks' maturity transformation
    risk, reward, and policy
    Author: Bologna, Pierluigi
    Published: [2017]
    Publisher:  Banca d'Italia Eurosistema, [Rom]

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 450 (1159)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Temi di discussione / Banca d'Italia ; number 1159 (December 2017)
    Subjects: banks; profitability; maturity transformation; interest rates; macroprudential; microprudential
    Scope: 1 Online-Ressource (circa 44 Seiten), Illustrationen
  6. Subjective interest rate uncertainty and the macroeconomy
    a cross-country analysis
    Author: Istrefi, Klodiana; Mouabbi, Sarah
    Published: [2017]
    Publisher:  Banque de France, Paris

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    Nicht speichern
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Banque de France ; #619 (January 2017)
    Subjects: interest rates; subjective uncertainty; surveys of professional forecasters; macroeconomic fluctuations; structural VAR
    Scope: 1 Online-Ressource (circa 32 Seiten), Illustrationen