Developments in Macro-Finance Yield Curve Modelling (Paperback)
Language: English
Published by Cambridge University Press, Cambridge, 2016
- Softcover
- New
Seller: CitiRetail, Stevenage, United KingdomCitiRetail
AbeBooks seller since June 29, 2022
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Paperback. Changes in the shape of the yield curve have traditionally been one of the key macroeconomic indicators of a likely change in economic outlook. However, the recent financial crises have created a challenge to the management of monetary policy, demanding a revision in the way that policymakers model expected changes in the economy. This volume brings together central bank economists and leading academic monetary economists to propose new methods for modelling the behaviour of interest rates. Topics covered include: the analysis and extraction of expectations of future monetary policy and inflation; the analysis of the short-term dynamics of money market interest rates; the reliability of existing models in periods of extreme market volatility and how to adjust them accordingly; and the role of government debt and deficits in affecting sovereign bond yields and spreads. This book will interest financial researchers and practitioners as well as academic and central bank economists. Bringing together senior central bank economists and leading academic monetary economists, this book offers a state-of-the-art analysis of how the financial crisis has changed the way in which macroeconomic policymakers model longer term interest rates, and the challenges posed to the conduct of monetary policy. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…
Seller Inventory # 9781316623169
- Title
- Developments in Macro-Finance Yield Curve Modelling (Paperback)
- Author
- Jagjit S. Chadha
- Publisher
- Cambridge University Press, Cambridge
- Publication year
- 2016
- Condition
- new
- Binding
- Paperback
- Language
- English
- ISBN 10
- 1316623165
- ISBN 13
- 9781316623169
- Series
- Book 3 of 5: Macroeconomic Policy Making
"Synopsis" may belong to another edition of this title.
About the Author
Alain C. J. Durré is Principal Economist in the Financial Research Division of the Directorate General Research of the European Central Bank and is Associate Professor of Finance at IÉSEG-School of Management at Lille Catholic University. He is also a member of the Centre National de la Recherche Scientifique (LEM-CNRS) in France and acts on occasion as Monetary Policy Advisor for the International Monetary Fund. He has published various papers on monetary and financial economics in many leading academic journals.
Michael A. S. Joyce is an Adviser in the Macro Financial Analysis Division of the Bank of England and has over twenty years experience working at the Bank of England in various economics roles. His recent work has focused on modelling the term structure of interest rates and on analysing the effects of the UK's quantitative easing policy.
Lucio Sarno is a Professor of Finance, Deputy Dean and Head of the Finance Faculty at Cass Business School, City University, London. His main research interests are in international finance, and he is a leading expert on exchange rates, a subject on which he writes prolifically and on which he is routinely called for advice by governments, international organizations and financial companies around the world.
"About the title" may belong to another edition of this title.
CitiRetail
Stevenage, United Kingdom
AbeBooks seller since June 29, 2022
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