Three essays on empirical study of the term structure of interest rates

• Main Author: Zhu, Xiaoneng
• Other Authors: Shahidur Rahman
• Format: Theses and Dissertations
• Language: English
• Published: 2009
• Subjects: DRNTU::Business::Finance::Interest rates
• Institution: Nanyang Technological University

The modeling of the term structure dynamics is important for a variety of reasons. Forecasting is a first reason. The current yield curve contains information about future economic activity. Monetary policy constitutes a second reason for the term structure modeling. The transmission mechanism of mo...