Abstracts - faqs.org

Abstracts

Economics

Search abstracts:
Abstracts » Economics

New techniques to extract market expectations from financial instruments

Article Abstract:

New methods of drawing information about market expectations from asset prices for monetary policy purposes have been developed to depend on implied forward interest rates and take expected future time-paths. The new methods have improved the conventional way of using interest rates and forward exchange rates in extracting expected modes of future interest rates, exchange rates and inflation. The new methods are aimed at extracting the means and the whole probability distribution from a group of option prices.

Author: Soderlind, Paul, Svensson, Lars
Publisher: Elsevier B.V.
Publication Name: Journal of Monetary Economics
Subject: Economics
ISSN: 0304-3932
Year: 1997
International Affairs, Economic Intelligence, Management, Options (Finance), Central banks, Economic indicators, International communication, Interest rate futures

User Contributions:

Comment about this article or add new information about this topic:

CAPTCHA


Thrift stock returns and portfolio interest rate sensitivity

Article Abstract:

The existence of positive covariation between stock returns and bond returns in depository institutions have been negated by the results of financial data gathered between 1984 to 1992. It was also revealed that portfolio revaluations resulting from interest rate changes cannot be estimated in terms of stock returns. It was also determined that thrift stock values are significantly related with interest rates without nominal contracting.

Author: Lumpkin, Stephen A., O'Brien, James M.
Publisher: Elsevier B.V.
Publication Name: Journal of Monetary Economics
Subject: Economics
ISSN: 0304-3932
Year: 1997
Interest Rates, Stocks & Other Equity Securities, Evaluation, Stocks, Bonds, Bonds (Securities)

User Contributions:

Comment about this article or add new information about this topic:

CAPTCHA



Subjects list: Analysis
Similar abstracts:
  • Abstracts: Optimal central bank intervention in the foreign exchange market. Management turnover in subsidiaries of conglomerates versus stand-alone firms
  • Abstracts: Macroeconomic stabilization and intervention policy under an exchange rate band. Dynamic analysis in the Viner model of mercantilism
  • Abstracts: The output-inflation tradeoff and central bank reform: evidence from New Zealand. The role of selective job search in UK unemployment
  • Abstracts: Is inflation sticky? An alternative explanation of the price puzzle
This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.
Some parts © 2025 Advameg, Inc.