A comparative evaluation of alternative models of the term structure of interest rates

Article Abstract:

Volatility is an essential element in the important applications of term structure models. The relative performance of alternative models is closely related to their ability to capture the volatility of changes in the interest rate. Alternative models of the term structure of interest rates are classified in two approaches. These are the no-arbitrage and the general equilibrium approach.

Models, Interest rates, Arbitrage

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The comparative statics on asset prices based on bull and bear market measure

Article Abstract:

The comparative statics on bull and bear market measure on equilibrium asset prices, by deriving the properties of the risk free rate and discounted prices of dividend monotone assets is discussed.

Commodity & service prices, Asset & Risk Management, Asset Accounting, Labor Distribution by Employer, Analysis, Prices and rates, Bear market, Statistics, Assets (Accounting), Bull market, Company pricing policy

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