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Developments in Macro-Finance Yield Curve Modelling Chadha Durré Joyce Sarno

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Last updated on 08 Jun, 2024 11:42:54 BSTView all revisionsView all revisions

Item specifics

Condition
New: A new, unread, unused book in perfect condition with no missing or damaged pages. See the ...
BIC Subject Area 1
Monetary economics [KCBM]
BIC Subject Area 2
Macroeconomics [KCB]
BIC Subject Area 3
Economics, finance, business & management [K]
ISBN
9781316623169
Publication Year
2016
Type
Textbook
Format
Paperback
Language
English
Publication Name
Developments in Macro-Finance Yield Curve Modelling
Item Height
228mm
Author
Alain C. J. Durre, Lucio Sarno, Jagjit S. Chadha, Michael A. S. Joyce
Publisher
Cambridge University Press
Item Width
152mm
Subject
Economics, Finance
Item Weight
820g
Number of Pages
570 Pages

About this product

Product Information

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.

Product Identifiers

Publisher
Cambridge University Press
ISBN-13
9781316623169
eBay Product ID (ePID)
223841669

Product Key Features

Author
Alain C. J. Durre, Lucio Sarno, Jagjit S. Chadha, Michael A. S. Joyce
Publication Name
Developments in Macro-Finance Yield Curve Modelling
Format
Paperback
Language
English
Subject
Economics, Finance
Publication Year
2016
Type
Textbook
Number of Pages
570 Pages

Dimensions

Item Height
228mm
Item Width
152mm
Item Weight
820g

Additional Product Features

Series Title
Macroeconomic Policy Making
Editor
Alain C. J. Durre, Michael A. S. Joyce, Lucio Sarno, Jagjit S. Chadha
Country/Region of Manufacture
United Kingdom

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Many thanks for your order. The reason for the lead time is that the book is printed for your order specifically by the publisher. This title was advertised with a 10-day lead time, but was actually sent out early on the 6th day.
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