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Books > Business & Economics > Economics > Macroeconomics
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Developments in Macro-Finance Yield Curve Modelling (Hardcover, New)
Loot Price: R2,787
Discovery Miles 27 870
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Developments in Macro-Finance Yield Curve Modelling (Hardcover, New)
Series: Macroeconomic Policy Making
Expected to ship within 12 - 17 working days
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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.
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