Jump to ContentJump to Main Navigation

You are looking at 1-6 of 6 items

  • Keywords: spot rates x
Clear All Modify Search

View:

Analysis of Positively Valued Economic Time Series

Bernt P. Stigum

in Econometrics in a Formal Science of Economics: Theory and the Measurement of Economic Relations

Published in print:
2014
Published Online:
September 2015
ISBN:
9780262028585
eISBN:
9780262323109
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262028585.003.0007
Subject:
Economics and Finance, Econometrics

Chapter VII has two purposes. One is to study the methodological problems that arise in analysing positively valued time series in foreign exchange. The other is to contrast the analysis of time ... More


Negative Interest Rates A Comparison of the Hong Kong and Swiss Schemes: January–February 1988

John Greenwood

in Hong Kong's Link to the US Dollar: Origins and Evolution

Published in print:
2007
Published Online:
September 2011
ISBN:
9789622098909
eISBN:
9789882207004
Item type:
chapter
Publisher:
Hong Kong University Press
DOI:
10.5790/hongkong/9789622098909.003.0011
Subject:
Economics and Finance, South and East Asia

This chapter highlights two aspects of the negative interest rates schemes. First, the Swiss authorities had imposed a similar scheme when the Swiss franc had been under upward pressure in 1977–78, ... More


The Impact of The Tiananmen Square Incident on Hong Kong'S Monetary System: May–June 1989

John Greenwood

in Hong Kong's Link to the US Dollar: Origins and Evolution

Published in print:
2007
Published Online:
September 2011
ISBN:
9789622098909
eISBN:
9789882207004
Item type:
chapter
Publisher:
Hong Kong University Press
DOI:
10.5790/hongkong/9789622098909.003.0013
Subject:
Economics and Finance, South and East Asia

This chapter describes the response of the currency board mechanism in Hong Kong, as amended by the new accounting arrangements of July 1988, to the crisis in Beijing surrounding the Tiananmen Square ... More


Bonds and Interest Rates

Tomas Björk

in Arbitrage Theory in Continuous Time

Published in print:
2019
Published Online:
February 2020
ISBN:
9780198851615
eISBN:
9780191886218
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198851615.003.0019
Subject:
Economics and Finance, Econometrics

In this chapter the reader is introduced to the basic concepts of interest rate theory. Starting with a market for zero coupon bonds we define the relevant interest rates such as the short rate, the ... More


Hedging Agency Mortgage-Related Securities

Brett R. Dunn, Kenneth B. Dunn, Frank J. Fabozzi, and Roberto Sella

in The Handbook of Mortgage-Backed Securities: 7th Edition

Published in print:
2016
Published Online:
October 2016
ISBN:
9780198785774
eISBN:
9780191827594
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198785774.003.0032
Subject:
Economics and Finance, Financial Economics, Macro- and Monetary Economics

This chapter illustrates how to “hedge” the interest rate risk associated with mortgage-backed securities (MBS) in order to capture the spread over Treasuries. Agency MBS can be used to generate ... More


Meaning of Key Legal Terms and Concepts

Geoff O’Dea, Julian Long, and Alexandra Smyth

in Schemes of Arrangement: Law and Practice

Published in print:
2012
Published Online:
March 2021
ISBN:
9780199665921
eISBN:
9780191932762
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780199665921.003.0003
Subject:
Law, Company and Commercial Law

Schemes of arrangement implemented pursuant to Part 26 of the Companies Act 2006 can be used to effect a ‘compromise or arrangement’ between a company and: (i) its creditors or any class or them; ... More


View: