Essays about: "interbank offering rates"

Found 2 essays containing the words interbank offering rates.

1. 1. Factor Models For The Term Structure Of STIBOR Rates

   University essay from Lunds universitet/Matematisk statistik

   Author : Jonatan Persson; [2021]
   Keywords : Interest rates; Time series; State space models; Mathematics and Statistics;

   Abstract : The yield curve of a collection of debt contracts describes the yield of the debt contract as a function of the length-to-maturity of the contract. It turns out that these yield curves provide useful insight about the economy as a whole and can, for example, be used to predict short-term economic downturns. READ MORE

3. 2. Uncovered Interest Parity and the Financial Crisis of 2007 : An econometric study of the robustness of the uncovered interest parity over different time periods, with varying economic stability.

   University essay from Högskolan i Jönköping/IHH, Nationalekonomi

   Author : Karl Rohlén; Pontus Ekdahl; [2019]
   Keywords : Uncovered interest parity; interest parity; interbank offering rates; yield to maturity; short-horizon; long-horizon;

   Abstract : The current intellectual climate regarding economics seems to be at an agreement regarding the theory of uncovered interest parity and its unreliability within real life application. The purpose of this thesis is to test how the theory holds over periods with varying economic stability, both using a short- and long-horizon test in order to establish the usefulness of uncovered interest parity as a predictor for exchange rate movements. READ MORE