Sökning: "Forward Curve"
Visar resultat 6 - 10 av 27 avhandlingar innehållade orden Forward Curve.
6. The diagnosis and protection of the auditory peripheral system
Sammanfattning : The main focus of this thesis is on the diagnosis and prevention of peripheral hearing loss. An auditory evoked response measure (forward masking) was developed that specifically tests the function of the inner hair cells, independently of the outer hair cells. LÄS MER
7. Essays on Macro-Financial Linkages
Sammanfattning : This doctoral thesis is a collection of four papers on the analysis of the term structure of interest rates with a focus at the intersection of macroeconomics and finance. "Risk in Macroeconomic Fundamentals and Bond Return Predictability" documents that factors related to risks underlying the macroeconomy such as expectations, uncertainty and downside (upside) macroeconomic risks are able to explain variation in bond risk premia. LÄS MER
8. Essays on the term structure of interest rates
Sammanfattning : This volume contains five essays on topics related to interest rate theory.The first essay, Affine Term Structures and Short-Rate Realizations of Forward Rate Models Driven by Jump-Diffusion Processes, examines the problem of determining when a given forward rate model has a short-rate realization, and when a short-rate model gives rise to an affine term structure. LÄS MER
9. Essays on monetary policy
Sammanfattning : This thesis consists of four papers investigating different aspects of the interaction between monetary policy and expectations.Price-Level Targeting Versus Inflation Targeting in a Forward-Looking Model examines a price-level target in a model with a forward-looking Calvo-Taylor Phillips curve. LÄS MER
10. Term structure estimation based on a generalized optimization framework
Sammanfattning : The current work is devoted to estimating the term structure of interest rates based on a generalized optimization framework. To x the ideas of the subject, we introduce representations of the term structure as they are used in nance: yield curve, discount curve and forward rate curve. LÄS MER