Capital inflows, external shocks, and the real exchange rate

Article Abstract:

A permanent decline in world interest rates results in a steady-state reduction in net foreign assets. Such scenario also results in a depreciation of the real exchange rate if the economy involved is initially a net creditor. On the other hand, an appreciation of the real exchange rate occurs in response to a fall in world interest rates when the economy involved is classified as a net debtor.

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A consumption-based model of the term structure of interest rates

Article Abstract:

Impact of term structure on interest rates and financial risk, using consumption model, is analyzed.

United States, Science & research, Research, Usage, Consumption (Economics), Financial risk

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An empirical examination of the convexity bias in the pricing of interest rate swaps

Article Abstract:

Eurocurrency futures are examined in terms of how interest rate swaps are priced.

Futures market, Futures markets

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