Volatility clustering in real interest rates: theory and evidence

Article Abstract:

The monthly real interest rates' volatility is marked by extended periods of relatively constant volatility. Furthermore, it is halted temporarily by short periods of significant increases in volatility. Moreover, volatility is compared with measures of economic activity and financial market frictions. Furthermore, an economic model that is able to imitate the behavior of the conditional volatility of interest is constructed.

Interest Rates, Models, Economics

---

An empirically plausible model of low real interest rates and unbacked government debt

Article Abstract:

Interest rates, interest rates on government debt, inflation, monetary policies, consumption, labor supply, savings, US budget surplus and other economic factors are examined. The low average interest rate on non-backed government debt success in reducing the GDP/debt ratio and the high ratio of net saving to output are phenomena that are examined.

United States, Analysis, Influence, Inflation (Finance), National debt, Government securities, Public debts, Inflation (Economics)

---

Long and Short-Term Interest Rates in a Risky World

Article Abstract:

A general equilibrium model is developed to consider risk in portfolio management. Asset demand responds to risk, return, output, prices and to monetary and fiscal policy. Money growths and interest rates are positively related. The risk premium in short and long-term rates prolonged the recession by reducing the demand for real assets.

Management, Evaluation, Risk (Economics), Investments

Similar abstracts:

• Abstracts: International capital mobility in developing countries: theory and evidence. The international allocation of savings with quadratic transaction (or risk) costs
• Abstracts: Using industry clustering for business retention and expansion. A simplified, globally competitive economic development policy framework
• Abstracts: Gold and commodity prices as leading indicators of inflation: tests of the long-run relationship and predictive performance
• Abstracts: Empirical tests of mean reversion in real exchange rates: a survey. Public Sector Prices and the Real Exchange-Rate in the UK Recession
• Abstracts: Welfare Aspects of the Transfer Problem. Advantageous Reallocations. A 'Reciprocal Dumping' Model of International Trade

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.