| Description |
1 online resource. |
| Physical Medium |
polychrome. |
| Description |
text file |
| Series |
Financial Institutions and Services
|
|
Financial institutions and services.
|
| Bibliography |
Includes bibliographical references and index. |
| Contents |
LIQUIDITY, INTEREST RATESAND BANKING; CONTENTS; PREFACE; RESEARCH AND REVIEW STUDIES; THE LIQUIDITY EFFECT:A SURVEY OF THE LITERATURE; Abstract; 1. Introduction; 2. Theoretical Papers; 3. Empirical Papers; 3a. Single Equation Studies; 3b. Vector Autoregression Studies; 4. A Short History of Federal Reserve Operating Procedures2; 5. Summary; References; THE ABILITY OF THE TERM SPREAD TO PREDICTOUTPUT GROWTH, RECESSIONS, AND INFLATION:A SURVEY; Abstract; Why Might the Term Spread Predict Economic Activity?; Evidence on the Ability of the Term Spread to Predict OutputGrowth. |
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Is the Term Spread Useful if Other Explanatory Variables Are Included inthe Model?Stability of the Relationship between the Term Spread and Output Growth; Evidence from Nonlinear Models; Evidence on the Usefulness of the Term Spread for ForecastingRecessions; Is the Term Spread Useful in Predicting Output Gap, Inflation or ForeignYield Curves?; Summary; References; A LATENT VARIABLE APPROACH TO ESTIMATINGTIME-VARYING SCALE EFFICIENCIES IN USCOMMERCIAL BANKING; Abstract; Journal of Economic Literature Classification:; Key Words:; 1. Introduction; 2. Modeling under the Kalman-Filter. |
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3. Model Development3.1. The Empirical Model; 3.2. Modifying the Translog Cost Function under the Kalman-Filter; 3.3. Estimating Scale Efficiencies; 4. Data; 5. Empirical Results; 6. Summary; Appendix; The Kalman-Filter Methodology; References; LONG-TERM REAL INTEREST RATES:AN EMPIRICAL ANALYSIS; Abstract; Key phrases:; JEL codes:; 1. Introduction; 2. Model; 2.1. Theoretical Considerations of the Model; 2.2. Data; 2.3. Construction and Explanations of Variables; 2.4. Empirical Model; 3. Empirical Results; 3.1. Budget Deficit and Long-term Rates; 3.2. Inflation and the Long-Term Rates. |
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4. ConclusionsReferences; INTEREST RATE MOVEMENTS IN THE LIFEINSURANCE FAIR VALUATION CONTEXT ; Abstract; Key words and phrases:; JEL classification: G22, G28, G13; 1. Introduction; 2. The Basic Model within a Deterministic Environment; 2.1. Numerical Evidence for the Basic Model; 3. The Cash-Flow Model within a Stochastic Environment; 3.1. Basic Assumptions for the Fair Valuation; 3.2. The Reserve Fair Value Sensitivity: Numerical Applications; References; FUTURES MARKET LIQUIDITY UNDER FLOORAND ELECTRONIC TRADING; Abstract; Introduction; Literature Review. |
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Data, Research Methods and HypothesesMarket Structure and Data; Methods and Hypotheses; Empirical Results; Price Clustering and the Attraction Hypothesis; 'Even vs. Odd Digit' Clustering; Volume-Weighted Price Clustering, Mean Trade Sizes and the NegotiationHypothesis; The Distribution of Bid-Ask Spreads; Bid-Ask Spreads, Trade Size and Market Activity; Regression Model of Spreads; Conclusion; References; AN ANALYSIS OF LIQUIDITY ACROSS MARKETS:EXECUTION COSTS ON THE NYSE VERSUSELECTRONIC MARKETS; Abstract; 1. Introduction; 2. Data and Sample Selection; 2.1. Data; 2.2. Sample Selection. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Liquidity (Economics)
|
|
Liquidity (Economics) |
|
Interest rates.
|
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Interest rates. |
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Banks and banking.
|
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Banks and banking. |
| Genre/Form |
Electronic books.
|
| Added Author |
Morrey, Jeffrey, editor.
|
|
Guyton, Alexander, editor.
|
| Other Form: |
Print version: Liquidity, interest rates and banking Hauppauge, NY : Nova Science Publishers, c2009. 9781606927755 (hardcover : alk. paper) (DLC) 2009009172 |
| ISBN |
9781617285325 (ebook) |
|
1617285323 |
|
9781606927755 (hardcover : alkaline paper) |
|
1606927752 |
|
9781606927755 |
|
