Search Results

Mali Sektör 2002-2007,
Eda Ali̇dedeoğlu and Giyas Gökkent, in Iktisat Isletme ve Finans (2002)
Keywords: Kredi Hacmi, Banka Sektörü Aktif Büyüklüğü, Türkiye.

Riesgos bancarios y tipo de interés,
Ricardo Laiseca Asla, in EKONOMIAZ. Revista vasca de Economía (1994)
Keywords: Tipos de interés, anánlisis del riesgo

Quality Improvement of the Offered Services – Solution for the Banking System Management in Romania,
Popescu Dan, Dinculescu Elena –Silvia and Bursugiu Mihaela, in Ovidius University Annals, Economic Sciences Series (2011)
Keywords: Quality, performance, banking services

La influencia del tipo de interés en los precios. Una reinterpretación heterodoxa de Wicksell,
Eladio Febrero Paños and María José Calderón Milán, in EKONOMIAZ. Revista vasca de Economía (2009)
Keywords: Wicksell, interest rate, growth rate, financial asset price

El modelo de la determinación de la renta, el interés y el dinero en Germán Bernácer,
José Villacís González, in EKONOMIAZ. Revista vasca de Economía (2012)
Keywords: availabilities, net availabilities or third-degree availabilities, interest, income flow

Banks’ Lending Activity in Bulgaria (2008-2012),
Ekaterina Sotirova, in Economic Alternatives (2013)
Keywords: credit, commercial bank, demand for credits, financial markets, interest rate, supply of credits

Towards a more objective credit rating,
Mehmet Orhan and Ramazan Alpay, in Iktisat Isletme ve Finans (2012)
Keywords: Credit rating agency, Reputational capital, S&P, Moody’s, Fitch rating, Global financial crisis.

Essay on Wavelet analysis and the European term structure of interest rates,
Michaela M. Kiermeier, in Business and Economic Horizons (BEH) (2014)
Keywords: European term structure of interest rates, Wavelet analysis, factor models, cross sectional regression

L'évolution des taux des certificats de dêpot et la disparité des taux unitaires par emetteurs, indicateur de tensions potentielles ?,
J. Lascar, E. Prunaux and F. Wilhelm, in Bulletin de la Banque de France (2010)
Keywords: certificats de dépôt, liquidité, marché interbancaire, marché monétaire, politique monétaire, taux d’intérêt, titres de créances négociables.

Efectos de las variaciones del tipo de cambio sobre las actividades de intermediación financiera de Bolivia 1990-2003,
Luis Fernando Escobar Patiño, in Revista de Análisis del BCB (2003)
Keywords: fragilidad financiera, tipo de cambio, tasas de interés, Bolivia

Determinants of Banks’ Net Interest Margins in Honduras,
Koffie Nassar, Edder Martinez and Anabel Pineda, in Journal of Banking and Financial Economics (2017)
Keywords: Banks’ interest margins; Commercial banks; Panel corrected standard errors (PCSE).

Determinants of Long-term Interest Rates in the Czech Republic,
Tomáš Holinka, in Czech Journal of Economics and Finance (Finance a uver) (2005)
Keywords: long-term interest rates, expectation hypothesis, UIP, PPP, growth theory, inflation expectations, premium

Another Look at the Boom and Bust of Financial Bubbles,
Andrea Beccarini, in Annals of Economics and Finance (2015)
Keywords: Bubbles, Present-value model, Monetary rule

IS THERE IRRATIONAL EXUBERANCE?,
Chulsoo Kim, in Journal of Economic Development (2004)
Keywords: Stock Price, Irrational Exuberance

Macroeconomic Factors and the Ghana Stock Market,
Kofi A. Osei, in The African Finance Journal (2006)
Keywords: Ghana, Stock Market, Macroeconomic Variables, Short-Run, Long-Run, Efficiency

The Role of Asset Prices in the Monetary Transmission Mechanism,
Michaela Skolková, Vladimír Stiller and Jan Syrovátka, in Czech Journal of Economics and Finance (Finance a uver) (2001)
Keywords: monetary policy; asset prices; monetary transmission mechanism

Are Sovereign Credit Ratings Pro-Cyclical? A Controversial Issue Revisited in Light of the Current Financial Crisis Abstract: With the present work I aim to shed new light on the debate on possible pro-cyclicality of the foreign sovereign credit ratings issued by credit rating agencies (CRAs), considering their behavior in the current financial crisis. I find that the assumption of a pro-cyclical behavior of CRAs appears to be groundless when referring to the period 2001-2011. Actually, even though the ratings issued throughout the pre-crisis period (2001-2006) are generally higher than the predicted ones, there is no evidence of CRAs assigning unduly worse ratings during the years of the crisis (2007-2011),
Paolo Giacomino, in Rivista di Politica Economica (2013)
Keywords: credit ratings; rating agencies; pro-cyclicality; sovereign debt

COMPOSIÇÃO ÓTIMA PARA A DÍVIDA PÚBLICA: UMA ANÁLISE MACRO-ESTRUTURAL,
Mariana Lopes and Erica Domingos, from ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] (2004)

EARLY WARNING SYSTEMS FOR FINANCIAL CRISES.A CRITICAL APPROACH,
Stanislav Percic, Constantin-Marius Apostoaie and Vasile Cocris, in CES Working Papers (2013)
Keywords: financial crisis, currency crisis, Early Warning System, signal extraction, crisis prediction Romania

The Effect of Macroprudential Policies on Financial Stability of Iran Economy: DSGE Approach (in Persian),
Hassan Dargahi and Mehdi Hadian, in Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی) (2018)

Equilibrium interest rate and financial transactions in post-Keynesian models. Pointing out some overlooked features,
Angel Asensio, in European Journal of Economics and Economic Policies: Intervention (2011)
Keywords: endogenous money, equilibrium interest rate, convention, finance, post-Keynesian economics

Asymmetry and Risk Premia in the Brazilian Term Structure of Interest Rates,
Marcelo Ganem and Tara Keshar Nanda Baidya, in Brazilian Review of Finance (2011)
Keywords: Risk premium, Asymmetry, Term structure of interest rates

Structural Break in the Term Structure of the Korean Government Bond Yields (in Korean),
Kyu Ho Kang, in Economic Analysis (Quarterly) (2012)
Keywords: Bayesian MCMC Method, Structural Breaks, Target Rate, Term Spread

Optimal Negative Interest Rate under Uncertainty,
Kuk Mo Jung, in International Journal of Central Banking (2019)

Estimation of the Korean Yield Curve via Bayesian Variable Selection (in Korean),
Byungsoo Koo, in Economic Analysis (Quarterly) (2020)
Keywords: Bayesian Variable Selection, Bayesian MCMC Method, Term Structure of Interest Rate, Dynamic Nelson-Siegel Model

A Segmented and Observable Yield Curve for Colombia,
Carlos Castro-Iragorri, Juan Felipe Peña and Cristhian Rodríguez, in Journal of Central Banking Theory and Practice (2021)
Keywords: Term structure, Nelson-Siegel, Preferred habitat theory.

The Euro Changeover Monetary Strategies of the European States that Joined the European Union: Bulgaria, Romania, Hungary, Czech Republic and PolandAbstract:One of the most ambitious projects undertaken by the European Union focuses on its own expansion, through the reunification of the European continent, its people and legislative framework. The desire to become members of the European Union has led to decisions on democracy and market economy and encouraged the continuation of the tendency to reform. These new states had to undertake a series of reforms in the legislation in order to align to the requirements of the Maastricht criteria for adopting euro and becoming mmembers of the European Monetary Union, for completing their integration process,
Radulescu Magdalena and Stanciu Radu, in Ovidius University Annals, Economic Sciences Series (2013)

Interest Rate Swaptions: A Review and Derivation of Swaption Pricing Formulae,
Nicholas Burgess, in Journal of Economics and Financial Analysis (2018)
Keywords: Interest Rate Swaps; European Swaption Pricing; Martingale Representation Theorem; Radon-Nikodym Derivative; Generalized Black-Scholes Model.

Asset Management Fees and the Growth of Finance,
Burton G. Malkiel, in Journal of Economic Perspectives (2013)

Iceland: The Financial and Economic Crisis,
David Carey, from OECD Publishing (2009)
Keywords: accord de confirmation avec le FMI, banking crisis, credit-induced asset price boom, crise bancaire, crise financière, crise monétaire, currency crisis, deleveraging, envolée du cours des actions induite par le crédit, financial crisis, foreign exchange exposure, Iceland, IMF stand-by arrangement, international investment position, investment companies, Islande, macro-prudential supervision, micro-prudential supervision, position d’investissements internationaux, prudential supervision and regulation, réduction de l’effet de levier, sociétés d’investissement, surveillance et réglementation prudentielle, surveillance macro-prudentielle, surveillance micro-prudentielle

Does Underwriter Reputation Affect the Performance of IPO Issues?,
Junbo Wang, Sheen Liu and Chunchi Wu, in Journal of Entrepreneurial Finance (2003)
Keywords: IPO , Stock Market , Stocks

Do Analystz' Reports Generate Trade for Their Firms? Evidence from the Toronto Stock Exchange,
P.J.A. Irvine, from Rochester, Business - Ph.D., (1996)
Keywords: STOCKS ; TRADE

The Post-Issue Performance of IPO Firms when Banking Is Concentrated and Universal,
H. Ber, Y. Yafeh and O. Yosha, from Tel Aviv (1996)
Keywords: BANKING;FINANCIAL MARKET

Addicted to Ratings: The Case for Reducing Governments’ Reliance on Credit Ratings,
Philippe Bergevin, in C.D. Howe Institute Backgrounder (2010)
Keywords: Financial Services, credit-rating agencies (CRAs), third party credit risk assessment, nationally recognized statistical rating organizations (NRSROs)

VALUATION ISSUES RELATED TO THE MUTUAL FUNDS ASSETS,
Rudi Georgiev, in Economics and Management (2014)
Keywords: valuation of investments in shares, mutual funds, measurement and criteria problems, fair value, alternative methods (techniques) for valuation, economic crisis, illiquid stock-exchange market, econometric tests, unification problems

Aftermarket Performances of Book Building and Fixed Price Offerings on the Istanbul stock Exchange,
Erkin Uzun, in Istanbul Stock Exchange Review (2009)
Keywords: Initial Public Offering, IPO, underpricing, abnormal return, fixed price offer, book building, aftermarket performance of IPOs

The Effect of the Issuer-Underwriter Relationship on IPOs: The Case of an Emerging Market,
Bengi Ertuna, Metin Ercan and Vedat Akgiray, in Journal of Entrepreneurial Finance (2003)
Keywords: IPO

Assessing performance of Morningstar’s star rating system for equity investment,
Paul J. Bolster, Emery A. Trahan and Pinshuo Wang, in Journal of Economic and Financial Studies (JEFS) (2016)
Keywords: Asset pricing, investment decisions, ratings and rating agencies, security analyst.

Cheap IPO: Does it matter?,
Othman Yong, in Journal of Developing Areas (2016)
Keywords: Malaysian IPOs, fixed-price IPOs, offer price, size effect, IPO under-pricing

Credit Rating Changes and the Bond Market – the Impact of Economic Development (Zmiana credit ratingu i rynek obligacji – wplyw poziomu rozwoju gospodarczego),
Patrycja Chodnica-Jaworska, in Problemy Zarzadzania (2018)
Keywords: credit rating, bond market, event study

The Effects of Early Stage Venture Capitalist Actions on Eventual Venture Disposition,
Lowell W. Busenitz and James O. Fiet, in Journal of Entrepreneurial Finance (1996)
Keywords: Early-Stage Ventures, Startup, Valuation, Exit, Disposition

Are house prices in the USA and Europe sustainable?,
G. Moëc, in Quarterly selection of articles - Bulletin de la Banque de France (2006)
Keywords: housing, household wealth.

Ay’ın Pay Getirileri Üzerindeki Etkisinin İncelenmesi: BİST’de Ampirik Bir Uygulama,
İbrahim Bozkurt, in Iktisat Isletme ve Finans (2015)
Keywords: Ayın Görünümleri, Ayın Uzaklığı, Pay Getirisi, Olay Çalışması Yöntemi

Vadeli Finansal Piyasaların para politikası sürprizlerine tepkisi: Türkiye için bir T-GARCH uygulaması,
Macide Çi̇çek, in Iktisat Isletme ve Finans (2012)
Keywords: Para politikası sürprizleri, Finansal piyasaların para politikasına tepkisi, Getiri oynaklığı, TCMB

Makroekonomik Değişkenler Ve İmkb 100 Endeksi Arasındaki İlişkinin Belirlenmesi,
Cem K. Arslan, Cumhur Erdem and Meziyet Sema Erdem, in Iktisat Isletme ve Finans (2006)
Keywords: makro ekonomik değişkenler, garch, volatilite geçişliliği, ımkb

The Herd Behavior and the Financial Instability,
Cristian Ionescu, in Annals of the University of Petrosani, Economics (2012)
Keywords: financial instability, herd behavior, financial markets, information, signals

Determinants of the Government Bond Yield: Evidence from a Highly Euroised Small Open Economy,
Maja Mihelja ?aja, Drago Jakov?evi? and Lucija Vi?i?, in International Journal of Economic Sciences (2018)
Keywords: government bonds, macroeconomic fundamentals, structural changes, linear regression, The Republic of Croatia

Determinants of Variance Risk Premium (in Korean),
Sun-Joong Yoon, in Economic Analysis (Quarterly) (2019)
Keywords: Variance Risk Premium, Economic Variables, Won-dollar Exchange Rate, KOSPI200 Returns, VKOSPI

La soutenabilité des prix de l’immobilier aux États-Unis et en Europe,
G. Moëc, in Bulletin de la Banque de France (2006)
Keywords: logement, richesse des ménages.

Testing the Ex Ante Relationship between Asset and Investment Returns in Japan: An Application of the P-CAPM to Japanese Asset Returns,
Naohiko Baba, in Monetary and Economic Studies (2000)

Rational and irrational approaches to investors’ transactions in financial markets,
Viktor P. Ivanitsky and Vasily A. Tatyannikov, in Journal of New Economy (2019)
Keywords: theories of asset assessment; efficient-market hypothesis; rational behaviour of investors; market uncertainty; economic agent; information asymmetry.

¿Cómo valorar los planes de pensiones del sistema individual en España?,
Yaiza García Padrón and Juan García Boza, in Estudios de Economia (2006)
Keywords: Plan de pensiones, modelo multifactorial de valoración, factor de riesgo, renta fija.

The Czech Equity Market - Its Effectiveness and Macroeconomic Consequences,
Helena Horská, in Czech Journal of Economics and Finance (Finance a uver) (2005)
Keywords: behavioral finance theory, Czech equity market, effective-market theory, European integration, portfolio theory

Time-Varying Risk Premium in the Czech Capital Market: Did the Market Experience a Structural Shock in 2008–2009?,
Vit Posta, in Czech Journal of Economics and Finance (Finance a uver) (2012)
Keywords: CAPM, CCAPM, multivariate GARCH-in-mean, risk premium, structural changes

Diversified returns, aggregate wealth and varying market risk premium: testing the CAPM with data for Mexico,
Lourdes Trevino, in EconoQuantum, Revista de Economia y Finanzas (2009)
Keywords: CAPM, Human capital, conditional beta.

Regaining Financial Stability: Taming Financial Markets Is a Must – a Focus on NMSs,
Dăianu Daniel, in Revista OEconomica (2011)
Keywords: financial crisis, regulation, global imbalances, financial intermediation

Negative Consequences of Unconventional Monetary Policies Around the World: Zombification of Global Economics,
Goghie Alexandru-Ştefan, in Revista OEconomica (2020)
Keywords: quantitative easing, economic zombification, unconventional monetary policy, banking system, interest rates, bonds purchases, central bank operations

Securitisation in France: recent developments,
O. Birouk. and F. Darves., in Quarterly selection of articles - Bulletin de la Banque de France (2013)
Keywords: securitisation, synthetic securitisation, retained securitisation, debts, loans, assignment, factoring, discount, credit risk, insurance risk, liability restructuring, financing, investment, securitisation vehicle, securitisation scheme, direct-lending fund, AIFM directive, conduits, bank refinancing, special purpose vehicle (Fonds commun de créances, FCC), securitisation fund (Fonds commun de titrisation, FCT), securitisation company, ABS, RMBS, CMBS, ABBT, ABCP, CLO, Basel 2, Basel 2.5

Securitisation in France,
O. Birouk. and L. Cassan., in Quarterly selection of articles - Bulletin de la Banque de France (2012)
Keywords: securitisation, synthetic securitisation, retained securitisation, debts, loans, assignment, factoring, discount, credit risk, insurance risk, liability structuring, rating, financing, investment, securitisation vehicle, securitisation scheme, conduits, bank refinancing, special purpose vehicle (Fonds commun de créances, FCC), securitisation fund (Fonds commun de titrisation, FCT)*, securitisation company*, ABS, RMBS, CMBS, ABBT, ABCP, CDO, CLO, Solvency II, Basel II.

La titrisation en France: évolutions récentes,
O. Birouk and F. Darves, in Bulletin de la Banque de France (2013)
Keywords: titrisation, titrisation synthétique, titrisation retenue, créances, crédits, cession, affacturage, escompte, risque de crédit, risque d’assurance, structuration du passif, financement, placement, véhicule de titrisation, organisme de titrisation, fonds de prêts à l’économie, directive AIFM, conduits, refinancement bancaire, FCC, FCT, société de titrisation, ABS, RMBS, CMBS, ABBT, ABCP, CLO, Bâle 2, Bâle 2.5.

La titrisation en France,
O. Birouk and L. Cassan, in Bulletin de la Banque de France (2012)
Keywords: titrisation, titrisation synthétique, titrisation retenue, créances, crédits, cession, affacturage, escompte, risque de crédit, risque d’assurance, structuration du passif, notation, financement, placement, véhicule de titrisation, organisme de titrisation, conduits, refinancement bancaire, FCC, FCT, société de titrisation, ABS, RMBS, CMBS, ABBT, ABCP, CDO, CLO, Solvency II, Bâle II.

Incomplete Markets and Financial Instability. The Role of Information,
Cristian Ionescu, in Annals of the University of Petrosani, Economics (2012)
Keywords: financial instability, imperfect markets, incomplete markets, imperfect information, monetary policy, financial markets

Macroeconomic efault Modeling and Stress Testing,
Dietske Simons and Ferdinand Rolwes, in International Journal of Central Banking (2009)

PREDICTING CURRENCYCRISES WITH SIGNALAPPROACH: THE CASE OFTURKEY,
Halil Altintas and Bulent Oz, in Anadolu University Journal of Social Sciences (2007)
Keywords: Currency Crises, Signal Approach, Early Warning System

Realization of the complex forecast of an enterprise's cash flows,
Iankovyi Oleksandr, Koshelek Halina and Iankovyi Volodymyr, in Technology audit and production reserves, 2(34) 2017 (2017)
Keywords: cash; cash flow; trend model; predictor; balance of variables; forecasting quality

Targeting the robo-advice customer: The development of a psychographic segmentation model for financial advice robots,
Diederick van Thiel and Fred van Raaij, in Journal of Financial Transformation (2017)
Keywords: Banks; Mortgages; Technological innovation; forecasting and prediction methods

Eternal Coins? Control And Regulation Of Alternative Digital Currencies,
Michael Mainelli and Matthew Leitch, in Journal of Financial Transformation (2021)
Keywords: cryptocurrency; controls; regulation; modelling; money supply

Forecasting Money Supply in India: Remaining Policy Issues,
Rituparna Das, from University Library of Munich, Germany (2010)
Keywords: Interest Rate, Forecast, Money Supply, Assets, Deregulation, Market

Did Treasury Debt Markets Anticipate the Persistent Decline in Long-Term Interest Rates?: Working Paper 2017-07,
Edward N. Gamber (cbo), from Congressional Budget Office (2017)

Budgetary Implications of Economic Scenarios With Higher and Lower Interest Rates: Working Paper 2022-04,
Congressional Budget Office, from Congressional Budget Office (2022)

Labor Market Shifts and the Price Puzzle Revisited,
Alan Krueger, from Princeton University, Department of Economics, Industrial Relations Section. (1997)
Keywords: wages, prices, Stolper-Samuelson

A FORECASTING MODEL OF THE CANADIAN ECONOMY,
Glenn Jenkins, from JDI Executive Programs (1971)
Keywords: forecasting model, Canada Economy

Financial Innovation, Collateral, and Investment,
Ana Fostel and John Geanakoplos, in American Economic Journal: Macroeconomics (2016)

Problema de calibración de mercado y estructura implícita del modelo de bonos de Black-Cox = Market Calibration Problem and the Implied Structure of the Black-Cox Bond Model,
Nikolay Sukhomlin and Lisette Josefina Santana Jiménez, in Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration (2010)
Keywords: modelo de Black-Cox; volatilidad implícita; arbitraje; Black-Cox model; implied volatility; arbitrage

Modelos de Tasas de Interés en Chile: Una Revisión,
Sergio Zúñiga, in Latin American Journal of Economics-formerly Cuadernos de Economía (1999)
Keywords: Term structure, interest rates, GARCH

Modelos de Tasas de Interés en Chile: Una Revisión,
Sergio Zúñiga, in Latin American Journal of Economics-formerly Cuadernos de Economía (1999)
Keywords: Term structure, interest rates, GARCH

YIELD CURVE INVESTING: OPTIMIZING RISKADJUSTED RETURNS,
Charles Corcoran, in Global Journal of Business Research (2013)
Keywords: Yield Curve, Duration, Interest Rate Risk, Maturity, Mean Reversion, Risk-Adjusted Return

Response [Great and Almost-Great Magnitudes for Economists],
Julian L Simon, in Journal of Economic Perspectives (1991)

Inflation expectations and Real Return Bonds,
Agathe Côté, Jocelyn Jacob, John Nelmes and Miles Whittingham, in Bank of Canada Review (1996)

THE COX, INGERSOLL AND ROSS EXTENDED MODEL,
Wojciech Szatzschneider, in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) (2002)
Keywords: Term structure of interest rates, Bessel processes, Girsanov theorem, Time transformation, Bonds and option pricing

INTEREST RATE, EXCHANGE RATE AND INFLATION IN ROMANIA. CORRELATES AND INTERCONNECTION,
Gheorghe Morosan and Ioana Madalina Zubas, in Journal of Public Administration, Finance and Law (2015)
Keywords: interest rate, inflation rate, exchange rate,

INTEREST RATE RISK IN BANKING – SOURCES AND EFFECTS,
Igor Zivko, in Economic Thought and Practice (2006)
Keywords: bank, interest rate risk, interest rate risk sources, interest rate risk effects, ALCO

PERFORMANCES OF ENTERPRISES IN CROATIAN INFORMATION-COMMUNICATION SECTOR (ICT),
Zoran Kovacevic and Ksenija Vukovic, in Economic Thought and Practice (2006)
Keywords: post-entry performances, ICT sector, enterprise size, industry heterogeneity

THE ANALYSIS OF TOTAL COMPENSATION OF THE INCREASE IN INSTALLMENTS OF THE LOAN WITH CURRENCY CLAUSE BY EXTENDING PAYMENT PERIOD,
Drago Franciskovic, in Economic Thought and Practice (2011)
Keywords: annuity, instalment, loan, foreign currency clause, loan with a currency clause, compensation, increase in annuity, rate of extension of repayment period

Algorithms For The Processes Of Establishing Prices And Balanced Bank Interests,
Carina-Elena Stegaroiu and Stegaroiu Valentin, in Annals of the University of Petrosani, Economics (2010)
Keywords: market economy, banking interest, cost of resources, economic system

The term structure of interest rates as a leading indicator of economic activity: A technical note,
Kevin Clinton, in Bank of Canada Review (1995)

Libéralisation de la rémunération des dépôts à vue en France: premier bilan,
Elisabeth Fonteny, R. Kierzenkowski and J. Lascar, in Bulletin de la Banque de France (2006)
Keywords: Rémunération des dépôts à vue, coût d’opportunité, placements alternatifs, motif de transaction.

Interpreting the Term Structure of Interbank Rates in Hong Kong,
Stefan Gerlach, from C.E.P.R. Discussion Papers (2002)
Keywords: Term structure of interest rates; Expectations hypothesis; Hong kong

Does the Fisher Effect Apply in Greece? A Cointegration Analysis,
John M. Paleologos and Spyros E. Georgantelis, in Economia Internazionale / International Economics (1999)

Determinants of the Yield Curve - a Model for the Relationship Between Risk and Yield,
Douglas Carr, in Journal of Financial Transformation (2009)
Keywords: Interest rates; yield curve; bond yield; riskless interest rate; expectations; financial markets; interest rate expectations