... Central Bank of Ireland
29
The financial crisis and the pricing of interest rates in the Irish
mortgage market: 2003-2011
Jean Goggin, Sarah Holton, Jane Kelly, Reamonn Lydon and Kieran McQuinn
Abstract
This ... Imperfect Information, The
American Economic Review, 71(3), 393-410.
19
1/RT/12
The financial crisis and the pricing of interest...
...
Pearson Canada Inc.
6 -
2
Risk and Term Structure of Interest Rates
•
The risk structure of interest rates looks at
bonds with the same term to maturity and
different interest rates.
•
The term ... Canada Inc.
6 -
1
Chapter 6
The Risk and Term Structure of
Interest Rates
Copyright 2011
Pearson Canada Inc.
6 -
10
Three Theories to Explain the Thre...
... C-terminal
suppressor of cytokine signalling (SOCS) box. SOCS3 and the related pro-
tein, cytokine-inducible SH2-containing protein, are unique among the
SOCS family of proteins in containing a region of mostly ... powerful tool in determining domain architecture.
In this study we show that the N-terminal portion of
the KIR of murine SOCS3 is unstructured, but the...
... Schatz, Bobl and Bund) to
extract the common information contained in interest rates around the date
of the statement. PCA consists in projecting the n daily changes in the interest
rates we consider ... Publishing Ltd and The University of Manchester 2006
Anticipating short-term moves in interest rates between the day before a
meeting of the ECB’...
... market rates and retail bank rates in
the euro area in the Context of the reCent Crisis
Central bank rates, market rates and
retail bank rates in the euro area in
the context of the recent crisis
N. ... Germany, Austria, Finland, France and the Netherlands.
starting in 2010 against the backdrop of the sovereign
debt crisis : from early...
... understanding of bond pricing and risk premiums may be helpful
in elucidating them. However, much of the research surveyed here predates the latest crisis
episode and can form only part of a foundation ... to be a binding
constraint going forward much more often than it has in the past. The zero bound has
been largely ignored in the finance literature. In the...
... ECM
Following a time of gradual but continuing decline in money market interest rates during the years of
nominal convergence, a reversal took place in the course of 1999. As our baseline estimation ... determinants of the funding costs of loans, we did not study the adjustment of rates of savings accounts and
on current accounts. The former are revised...
... ECM
Following a time of gradual but continuing decline in money market interest rates during the years of
nominal convergence, a reversal took place in the course of 1999. As our baseline estimation ... determinants of the funding costs of loans, we did not study the adjustment of rates of savings accounts and
on current accounts. The former are revised...
... reduction in the bargaining power of banks in setting retail rates
for loans to larger firms.
These findings are in line with the recent literature focusing on the current global financial crisis
and ... its official interest rates by a quarter
percentage point in December and the same rate in March 2006. The two following years were
characterized by cont...