The Reaction Rates and Interest Rates to News Releases

The Reaction Rates and Interest Rates to News Releases PDF Author: Hali J. Edison
Publisher:
ISBN:
Category :
Languages : en
Pages : 34

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Book Description

The Reaction Rates and Interest Rates to News Releases

The Reaction Rates and Interest Rates to News Releases PDF Author: Hali J. Edison
Publisher:
ISBN:
Category :
Languages : en
Pages : 34

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Book Description


The Reaction of Exchange Rates and Interest Rates to News Releases

The Reaction of Exchange Rates and Interest Rates to News Releases PDF Author: Hali J. Edison
Publisher:
ISBN:
Category : Foreign exchange rates
Languages : en
Pages : 44

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Book Description


The Reaction of Exchange Rates and Interest Rates to News Releases

The Reaction of Exchange Rates and Interest Rates to News Releases PDF Author: Christof Kreuter
Publisher:
ISBN:
Category : Foreign exchange rates
Languages : en
Pages : 36

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Book Description


News and Exchange Rate Dynamics

News and Exchange Rate Dynamics PDF Author: Massimo Tivegna
Publisher: Routledge
ISBN: 1351152424
Category : Business & Economics
Languages : en
Pages : 289

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Book Description
'News and Exchange Rate Dynamics' proposes an innovative taxonomy of news affecting exchange rates. It establishes a metrics for the impact on exchange rates movements. In doing so it provides the first results of an ongoing research activity on the economic, financial and non-financial determinants of infra daily fluctuations of exchange rates, whose ultimate goal is to explain the formation of market sentiment on one particular currency and the way it changes over time in response to the accumulation of new information. The authors provide a detailed description of the selection criteria of the news and how it impacts exchange rates.

How Monetary Policy Works

How Monetary Policy Works PDF Author: Lavan Mahadeva
Publisher: Routledge
ISBN: 1134289847
Category : Business & Economics
Languages : en
Pages : 464

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Book Description
For monetary policymakers worldwide, developing a practical understanding of how monetary policy transmits to the economy is a day-to-day challenge. The data such policymakers have is imperfect, the maps they use are continually redrawn. With such uncertainty, understanding this complicated issue is rarely straightforward. This book, a collaboration between some of the finest minds working on monetary theory in the world, helps to provide a foundation for understanding monetary policy in all its complex glory. Using models, case studies and new empirical evidence, the contributors to this book help readers on many levels develop their technical expertise. Students of macroeconomics, money and banking and international finance will find this to be a good addition to their reading lists. At the same time, policymakers and professionals within banking will learn valuable lessons from a thorough read of this book's pages.

Developments in Macro-Finance Yield Curve Modelling

Developments in Macro-Finance Yield Curve Modelling PDF Author: Jagjit S. Chadha
Publisher: Cambridge University Press
ISBN: 1107044553
Category : Business & Economics
Languages : en
Pages : 571

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Book Description
State-of-the-art research from academics and policymakers on the role of and challenges to monetary policy during the ongoing financial crisis.

The High-frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements

The High-frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements PDF Author:
Publisher:
ISBN:
Category : Foreign exchange
Languages : en
Pages : 56

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Book Description


Handbook of Fixed-Income Securities

Handbook of Fixed-Income Securities PDF Author: Pietro Veronesi
Publisher: John Wiley & Sons
ISBN: 1118709195
Category : Business & Economics
Languages : en
Pages : 630

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Book Description
A comprehensive guide to the current theories and methodologies intrinsic to fixed-income securities Written by well-known experts from a cross section of academia and finance, Handbook of Fixed-Income Securities features a compilation of the most up-to-date fixed-income securities techniques and methods. The book presents crucial topics of fixed income in an accessible and logical format. Emphasizing empirical research and real-life applications, the book explores a wide range of topics from the risk and return of fixed-income investments, to the impact of monetary policy on interest rates, to the post-crisis new regulatory landscape. Well organized to cover critical topics in fixed income, Handbook of Fixed-Income Securities is divided into eight main sections that feature: • An introduction to fixed-income markets such as Treasury bonds, inflation-protected securities, money markets, mortgage-backed securities, and the basic analytics that characterize them • Monetary policy and fixed-income markets, which highlight the recent empirical evidence on the central banks’ influence on interest rates, including the recent quantitative easing experiments • Interest rate risk measurement and management with a special focus on the most recent techniques and methodologies for asset-liability management under regulatory constraints • The predictability of bond returns with a critical discussion of the empirical evidence on time-varying bond risk premia, both in the United States and abroad, and their sources, such as liquidity and volatility • Advanced topics, with a focus on the most recent research on term structure models and econometrics, the dynamics of bond illiquidity, and the puzzling dynamics of stocks and bonds • Derivatives markets, including a detailed discussion of the new regulatory landscape after the financial crisis and an introduction to no-arbitrage derivatives pricing • Further topics on derivatives pricing that cover modern valuation techniques, such as Monte Carlo simulations, volatility surfaces, and no-arbitrage pricing with regulatory constraints • Corporate and sovereign bonds with a detailed discussion of the tools required to analyze default risk, the relevant empirical evidence, and a special focus on the recent sovereign crises A complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, Handbook of Fixed-Income Securities is also a useful supplementary textbook for graduate and MBA-level courses on fixed-income securities, risk management, volatility, bonds, derivatives, and financial markets. Pietro Veronesi, PhD, is Roman Family Professor of Finance at the University of Chicago Booth School of Business, where he teaches Masters and PhD-level courses in fixed income, risk management, and asset pricing. Published in leading academic journals and honored by numerous awards, his research focuses on stock and bond valuation, return predictability, bubbles and crashes, and the relation between asset prices and government policies.

Financial Market Reactions to Interest Rate Announcements and Macroeconomic Data Releases

Financial Market Reactions to Interest Rate Announcements and Macroeconomic Data Releases PDF Author: Andrew Clare
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

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Book Description
Reactions of financial prices to news contain information about market beliefs and expectations. This article looks at reactions of a selection of UK interest rate, equity and exchange rate contracts to macroeconomic data releases and interest rate changes before and after the Bank of England was granted operational independence in May 1997. We find some differences in the nature of the reactions in the two periods, and attempt to draw out the implications for market perceptions of monetary policy.

The Forex Trading Course

The Forex Trading Course PDF Author: Abe Cofnas
Publisher: John Wiley & Sons
ISBN: 1118998677
Category : Business & Economics
Languages : en
Pages : 243

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Book Description
EXPERT, DEPENDABLE FOREX COACHING—UPDATED TO KEEP YOU AHEAD IN AN EVOLVING MARKET The Forex Trading Course is the systematic guide aspiring traders need to enter the market with the confidence and skills necessary to generate wealth. Masterfully written so both basic and complex concepts are readily accessible, this all-inclusive training tool outlines a practical course of action to develop strategies integrating fundamental and technical analysis. It also demonstrates how to identify high-probability patterns and trades, adjust your trading plan for different account sizes, use emotional intelligence to improve trading performance, and much more. This second edition is fully revised to address: • Changes brought about by quantitative easing and central bank intervention—including greater spikes and disruptions in the forex and the influence of global growth and inflation on the market • Using binary options with forex trades to make accurate predictions on direction, targets, and stops • Social media trading and how to navigate herding behavior and swarming patterns • The latest insights and trends in cryptocurrencies such as Bitcoin Complete with practice assignments to reinforce the material and a supplemental website to enhance your knowledge, The Forex Trading Course, Second Edition unlocks your optimal potential for profitable currency trading.