搜索结果: 1-13 共查到“货币银行学 long”相关记录13条 . 查询时间(0.085 秒)
How Should Monetary Policy Respond to Shocks while Maintaining Long-Run Price Stability: Conceptual Issues
Monetary Policy Conceptual Issues
2015/8/4
This paper takes as given the principle that long-run price stability
should be the central goal of monetary policy. The purpose of the
paper is to discuss conceptual issues pertinent to the task of...
Monetary Policy and the Long Boom: The Homer Jones Lecture
Monetary Policy Homer Jones Lecture
2015/8/4
The hallmark of his contribution
is throughout those same traits that
exerted so great an influence on me
in my teens: complete intellectual
honesty; insistence on rigor of
analysis; concern with...
The Bank of Canada’s Overnight Rate – as Low and as Long as Needed
The Bank of Canada’s Overnight Rate – as Low and as Long as Needed
2014/8/5
Canada has weathered the recent global economic recession with less economic despair than many other developed countries. One of the crucial components contributing to Canada’s resilience was the swif...
Are Structural VARs with Long-Run Restrictions Useful for Developing Monetary Policy Strategy in Egypt?
bank lending channel contemporaneous restrictions Egyptian economy interest rate channel long run restrictions
2011/8/21
On the basis of SVAR models of monetary policy in Egypt for the period December 1976–May 2006, our paper explores a new empirical assessment for the interest rate channel in correcting trouble in the ...
Uncovering Long Memory in High Frequency UK Futures
Long Memory APARCH High Frequency Futures
2011/3/31
Accurate volatility modelling is paramount for optimal risk management practices. One stylized feature of financial volatility that impacts the modelling process is long memory explored in this paper ...
Nonparametric Regression With Nearly Integrated Regressors Under Long Run Dependence
Asymptotics kernel smoothing local time of an Ornstein-Uhlenbeck fractional Brownian motion nonlinearity nonstationary covariates unit root
2011/4/2
We study nonparametric estimation of regression function with nonstationary (integrated or nearly integrated) covariates and the error series of the regressor process following a fractional ARIMA mode...
Monte Carlo Portfolio Optimization for General Investor Risk-Return Objectives and Arbitrary Return Distributions: a Solution for Long-only Portfolios
Portfolio Optimization Optimisation Random Portfolio Monte Carlo Simplex
2010/10/21
We develop the idea of using Monte Carlo sampling of random portfolios to solve portfolio investment problems. In this first paper we explore the need for more general optimization tools, and conside...
Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant
Econophysics Stock and warrant Intertrade duration Correlation
2010/10/21
Intertrade duration of equities is an important financial measure characterizing the trading activities, which is defined as the waiting time between successive trades of an equity. Using the ultrahi...
A Short Tale of Long Tail Integration
numerical integration Fourier transform Laplace transform
2010/10/20
Integration of the form $\int_a^\infty {f(x)w(x)dx} $, where $w(x)$ is either $\sin (\omega {\kern 1pt} x)$ or $\cos (\omega {\kern 1pt} x)$, is widely encountered in many engineering and scientific ...
Does “Long-Term Compensation” Make CEOs Think Long-Term? A Study of CEO Compensation in the Commercial Banking Industry
Long-Term Compensation CEOs CEO Compensation the Commercial Banking Industry
2009/11/30
The issue of CEO compensation has become a controversial staple of media
dialogue and academic pondering, especially after a crisis such as the 2007
mortgage market meltdown. CEOs, through stock ...
Long-term correlations and multifractal analysis of trading volumes for Chinese stocks
Econophysics Trading volume Intraday pattern Correlation Multifractality
2010/10/29
We investigate the temporal correlations and multifractal nature of trading volume of 22
liquid stocks traded on the Shenzhen Stock Exchange in 2003. We find that the trading
volume exhibits size-de...
A long-range memory stochastic model of the return in financial markets
Models of financial markets Stochastic equations Power-law distributions Long memory processes
2010/10/29
We present a nonlinear stochastic differential equation (SDE) which mimics the probability density function (PDF) of the return and the power spectrum of the ab-solute return in financial markets. Abs...
Modeling Long Memory in REITs
Long Memory FGARCH REITs
2011/3/31
One stylized feature of financial volatility impacting the modeling process is long memory. This paper examines long memory for alternative risk measures, observed absolute and squared returns for Dai...