Modeling the Term Structure of Interest Rates Across Countries - Maes, Stan
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An understanding of the stochastic behaviour of yields is important for the conduct of monetary policy, the financing of public debt, the expectations of real economic activity and inflation, the risk management of a portfolio of securities, and the valuation of interest rate derivatives. It is, therefore, not surprising that the study of yield curve dynamics is occupying such a prominent and unique place in theoretical and empirical macroeconomics and finance.

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Produktbeschreibung
An understanding of the stochastic behaviour of yields is important for the conduct of monetary policy, the financing of public debt, the expectations of real economic activity and inflation, the risk management of a portfolio of securities, and the valuation of interest rate derivatives. It is, therefore, not surprising that the study of yield curve dynamics is occupying such a prominent and unique place in theoretical and empirical macroeconomics and finance.
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Autorenporträt
Stan is a Member of the European Commission's Chief Economist Team. Before he was an Assistant Professor at the Universities of Amsterdam and Leuven and a researcher at Belgium's National Bank. He has also been the chief economic advisor of Belgium's Prime Minister Guy Verhofstadt. He obtained a Ph.D. in Economics at the KULeuven.