State-of-the-art research from academics and policymakers on the role of and challenges to monetary policy during the ongoing financial crisis.Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Foreword Paul Tucker; Preface; 1. Editors' introductory chapter and overview J. S. Chadha, Alain C. J. Durré, M. A. S. Joyce and L. Sarno; Part I. Keynote Addresses: 2. Is the long-term interest rate a policy victim, a policy variable or a policy lodestar? Philip Turner; 3. Sovereign debt and monetary policy in the euro area Alain C. J. Durré and Frank Smets; 4. The Federal Reserve's response to the financial crisis: what it did and what it should have done Daniel L. Thornton; 5. Tail risks and contract design from a financial stability perspective Patrik Edsparr and Paul Fisher; Part II. New Techniques: 6. Compound autoregressive processes and defaultable bond pricing Alain Monfort and Jean-Paul Renne; 7. Yield curve dimensionality when short rates are near the zero lower bound James M. Steeley; 8. The intelligible factor model: international comparison and stylized facts Yvan Lengwiler and Carlos Lenz; 9. Estimating the policy rule from money market rates when target rate changes are lumpy Jean-Sébastien Fontaine; 10. Developing a practical yield curve model: an odyssey M. A. H. Dempster, Jack Evans and Elena Medova; Part III. Policy: 11. The repo and federal funds markets before, during, and emerging from the financial crisis Morten Bech, Elizabeth Klee and Viktors Stebunovs; 12. Taylor rule uncertainty: believe it or not Andrea Buraschi, Andrea Carnelli and Paul Whelan; Part IV. Estimating Inflation Risk: 13. Inflation compensation and inflation risk premia in the euro area term structure of interest rates Juan Angel Garcia and Thomas Werner; 14. The predictive content of the yield curve for inflation Hans Dewachter, Leonardo Iania and Marco Lyrio; 15. Inflation risk premium and the term structure of macroeconomic announcements in the euro area and the United States Marcello Pericoli; Part V. Default Risk: 16. A term structure model for defaultable European sovereign bonds Priscilla Burity, Marcelo Medeiros and Luciano Vereda; 17. Some considerations on debt and interest rates Luigi Marattin, Paolo Paesani and Simone Salotti; Index.
Foreword Paul Tucker; Preface; 1. Editors' introductory chapter and overview J. S. Chadha, Alain C. J. Durré, M. A. S. Joyce and L. Sarno; Part I. Keynote Addresses: 2. Is the long-term interest rate a policy victim, a policy variable or a policy lodestar? Philip Turner; 3. Sovereign debt and monetary policy in the euro area Alain C. J. Durré and Frank Smets; 4. The Federal Reserve's response to the financial crisis: what it did and what it should have done Daniel L. Thornton; 5. Tail risks and contract design from a financial stability perspective Patrik Edsparr and Paul Fisher; Part II. New Techniques: 6. Compound autoregressive processes and defaultable bond pricing Alain Monfort and Jean-Paul Renne; 7. Yield curve dimensionality when short rates are near the zero lower bound James M. Steeley; 8. The intelligible factor model: international comparison and stylized facts Yvan Lengwiler and Carlos Lenz; 9. Estimating the policy rule from money market rates when target rate changes are lumpy Jean-Sébastien Fontaine; 10. Developing a practical yield curve model: an odyssey M. A. H. Dempster, Jack Evans and Elena Medova; Part III. Policy: 11. The repo and federal funds markets before, during, and emerging from the financial crisis Morten Bech, Elizabeth Klee and Viktors Stebunovs; 12. Taylor rule uncertainty: believe it or not Andrea Buraschi, Andrea Carnelli and Paul Whelan; Part IV. Estimating Inflation Risk: 13. Inflation compensation and inflation risk premia in the euro area term structure of interest rates Juan Angel Garcia and Thomas Werner; 14. The predictive content of the yield curve for inflation Hans Dewachter, Leonardo Iania and Marco Lyrio; 15. Inflation risk premium and the term structure of macroeconomic announcements in the euro area and the United States Marcello Pericoli; Part V. Default Risk: 16. A term structure model for defaultable European sovereign bonds Priscilla Burity, Marcelo Medeiros and Luciano Vereda; 17. Some considerations on debt and interest rates Luigi Marattin, Paolo Paesani and Simone Salotti; Index.
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