株式会社極東書店トップ ＞ 商品一覧 ＞ Developments in Macro-Finance Yield Curve Modelling.
商品詳細
Developments in Macro-Finance Yield Curve Modelling. マクロ金融的イールドカーブ・モデリングの発展
・ISBN 978-1-107-04455-5 2014 hard GB£ 99.00
￥31,363.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
・ISBN 978-1-316-62316-9 2016 paper GB£ 51.00
￥16,156.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-1-107-04514-9
| 著者・編者 | Chadha, Jagjit S. / Durré, A. C. J. / Joyce, M. A. S. et al. (eds.), |
|---|---|
| シリーズ | Macroeconomic Policy Making |
| 出版社 | (Cambridge U. Pr., UK) |
| ページ数 | 545 pp. |
| 言語 | ENG |
| ニュース番号 | ＜608-512 T38-507＞ |
解説
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.