Se connecter

Bibliographies thématiques / Interest rates / Articles de revues

Pour voir les autres types de publications sur ce sujet consultez le lien suivant : Interest rates.

Articles de revues sur le sujet « Interest rates »

Auteur : Grafiati

Publié le 4 juin 2021

Mis à jour le 25 juillet 2025

Créez une référence correcte selon les styles APA, MLA, Chicago, Harvard et plusieurs autres

Choisissez une source :

Consultez les 50 meilleurs articles de revues pour votre recherche sur le sujet « Interest rates ».

À côté de chaque source dans la liste de références il y a un bouton « Ajouter à la bibliographie ». Cliquez sur ce bouton, et nous générerons automatiquement la référence bibliographique pour la source choisie selon votre style de citation préféré : APA, MLA, Harvard, Vancouver, Chicago, etc.

Vous pouvez aussi télécharger le texte intégral de la publication scolaire au format pdf et consulter son résumé en ligne lorsque ces informations sont inclues dans les métadonnées.

Parcourez les articles de revues sur diverses disciplines et organisez correctement votre bibliographie.

1

Khoury, Sarkis Joseph, and Poorna C. Pal. "Negative Interest Rates." Journal of Risk and Financial Management 13, no. 5 (2020): 90. http://dx.doi.org/10.3390/jrfm13050090.

Texte intégral

Résumé :

Negative interest rates are an invention of monetary authorities to show that monetary activism does not have boundaries, i.e., as if there is no such thing as a liquidity trap. Their presence in the financial landscape has redefined the benefits to savers and to investors. Governments can now borrow at will without visibly adding to budget deficits. This makes negative interest borrowing an alternative to raising taxes. Banks can now achieve regulatory compliance partially at the expense of depositors. Commercial banks pay to keep money at the central bank instead of earning interest on it. T

Styles APA, Harvard, Vancouver, ISO, etc.

2

Riley, Tracy L., and Frances A. Karnes. "Tracking Interest Rates." Gifted Child Today 19, no. 1 (1996): 36–37. http://dx.doi.org/10.1177/107621759601900112.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

3

Brenner, Menachem, and Dan Galai. "Implied Interest Rates." Journal of Business 59, no. 3 (1986): 493. http://dx.doi.org/10.1086/296349.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

4

Kanevski, M., M. Maignan, A. Pozdnoukhov, and V. Timonin. "Interest rates mapping." Physica A: Statistical Mechanics and its Applications 387, no. 15 (2008): 3897–903. http://dx.doi.org/10.1016/j.physa.2008.02.069.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

5

Bryant, Ralph C. "World Interest Rates." Brookings Review 9, no. 3 (1991): 55. http://dx.doi.org/10.2307/20080232.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

6

Olaniyan, Tejumola. "Cosmopolitan Interest Rates." Nka Journal of Contemporary African Art 2020, no. 46 (2020): 126–35. http://dx.doi.org/10.1215/10757163-8308246.

Texte intégral

Résumé :

Much scholarly effort over the last two to three decades has been spent debating cosmopolitanism and attacking or refurbishing its older understanding as something owned by the West and a marker of civilization that others should strive for. The criticisms, however, have tended to emphasize the Eurocentric origins and constitutive cultural exclusionism of cosmopolitanism more than anything else. A second and newer origin of cosmopolitanism that is more commonly referenced today as cosmopolitanism’s modern foundation is one in which we find an inextricable imbrication of three Cs: conquest, com

Styles APA, Harvard, Vancouver, ISO, etc.

7

Brandao Marques, Luis, Roland Meeks, Marco Casiraghi, Gunes Kamber, and R. Gelos. "Negative Interest Rates." Departmental Papers 2021, no. 003 (2021): 1. http://dx.doi.org/10.5089/9781513570082.087.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

8

Wood, Geoffrey E. "Fallacies: Interest rates and exchange rates." Economic Affairs 18, no. 4 (1998): 52. http://dx.doi.org/10.1111/1468-0270.00132.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

9

Alzoubi, Marwan. "Stock market performance: Reaction to interest rates and inflation rates." Banks and Bank Systems 17, no. 2 (2022): 189–98. http://dx.doi.org/10.21511/bbs.17(2).2022.16.

Texte intégral

Résumé :

This paper investigates the wealth effects of the consumer price index, interest rate, domestic credit and real economic activity on the Amman Stock Exchange performance. Over the period 1991–2020 using the autoregressive distributed lag (ARDL) bounds test. While the interest rate is a powerful monetary tool to fight inflation and recession, it can be detrimental to investors. The target variables, consumer price index (CPI) and interest rate (IDR), are both highly significant with the correct signs. An increase of 1 percent in CPI and IDR leads to a fall in stock prices by 1.6 percent and 5 p

Styles APA, Harvard, Vancouver, ISO, etc.

10

Bassetto, Marco. "Negative Nominal Interest Rates." American Economic Review 94, no. 2 (2004): 104–8. http://dx.doi.org/10.1257/0002828041302064.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

11

BLACK, FISCHER. "Interest Rates as Options." Journal of Finance 50, no. 5 (1995): 1371–76. http://dx.doi.org/10.1111/j.1540-6261.1995.tb05182.x.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

12

Alvarez, Fernando, Robert E. Lucas, and Warren E. Weber. "Interest Rates and Inflation." American Economic Review 91, no. 2 (2001): 219–25. http://dx.doi.org/10.1257/aer.91.2.219.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

13

Chen, Jing, Diandian Ma, Xiaojong Song, and Mark Tippett. "Negative real interest rates." European Journal of Finance 23, no. 15 (2016): 1447–67. http://dx.doi.org/10.1080/1351847x.2016.1158729.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

14

Di Matteo, T., T. Aste, S. T. Hyde, and S. Ramsden. "Interest rates hierarchical structure." Physica A: Statistical Mechanics and its Applications 355, no. 1 (2005): 21–33. http://dx.doi.org/10.1016/j.physa.2005.02.063.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

15

Lee, Sangwook, Min Jae Kim, and Soo Yong Kim. "Interest rates factor model." Physica A: Statistical Mechanics and its Applications 390, no. 13 (2011): 2531–48. http://dx.doi.org/10.1016/j.physa.2011.03.004.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

16

Evans, L. T., S. P. Keef, and J. Okunev. "Modelling real interest rates." Journal of Banking & Finance 18, no. 1 (1994): 153–65. http://dx.doi.org/10.1016/0378-4266(94)00083-2.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

17

O'Connell, Joan. "Sterilization and interest rates." Journal of International Money and Finance 7, no. 4 (1988): 425–28. http://dx.doi.org/10.1016/0261-5606(88)90025-3.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

18

Cebula, Richard J., Chao-Shun Hung, and Neela Manage. "Deficits and interest rates:." International Review of Economics & Finance 1, no. 4 (1992): 379–87. http://dx.doi.org/10.1016/1059-0560(92)90025-8.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

19

Shively, Philip A. "Threshold nonlinear interest rates." Economics Letters 88, no. 3 (2005): 313–17. http://dx.doi.org/10.1016/j.econlet.2004.12.032.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

20

Colombo, Ferdinando. "Interest Rates and Information." Manchester School 72, no. 5 (2004): 641–57. http://dx.doi.org/10.1111/j.1467-9957.2004.00414.x.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

21

Mishkin, Frederic S. "Understanding Real Interest Rates." American Journal of Agricultural Economics 70, no. 5 (1988): 1064–72. http://dx.doi.org/10.2307/1241737.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

22

Barro, Robert J. "World Real Interest Rates." NBER Macroeconomics Annual 5 (January 1990): 15–61. http://dx.doi.org/10.1086/654127.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

23

Malliaris, A. G., Walter F. Mullady, and M. E. Malliaris. "Interest rates and inflation." Economics Letters 37, no. 4 (1991): 351–56. http://dx.doi.org/10.1016/0165-1765(91)90070-2.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

24

Lucas, Robert E. "Liquidity and interest rates." Journal of Economic Theory 50, no. 2 (1990): 237–64. http://dx.doi.org/10.1016/0022-0531(90)90001-z.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

25

JÜTTNER, D. JOHANNES, and BERND P. LUEDECKE. "Interest Rates, Exchange Rates and Foreign Debt." Economic Record 67, no. 2 (1991): 139–46. http://dx.doi.org/10.1111/j.1475-4932.1991.tb02537.x.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

26

Hardouvelis, Gikas A. "Economic news, exchange rates and interest rates." Journal of International Money and Finance 7, no. 1 (1988): 23–35. http://dx.doi.org/10.1016/0261-5606(88)90003-4.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

27

Deravi, Keivan, Philip Gregorowicz, and Charles E. Hegji. "Trade announcements, exchange rates, and interest rates." International Review of Economics & Finance 1, no. 1 (1992): 89–101. http://dx.doi.org/10.1016/1059-0560(92)90008-z.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

28

Sauernheimer, K. "Interest rates, exchange rates, and aggregate supply." Journal of Macroeconomics 9, no. 3 (1987): 451–55. http://dx.doi.org/10.1016/0164-0704(87)90009-7.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

29

Cole, C. Steven, and William Reichenstein. "Forecasting interest rates with eurodollar futures rates." Journal of Futures Markets 14, no. 1 (1994): 37–50. http://dx.doi.org/10.1002/fut.3990140105.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

30

Stavytskyy, Andriy, Ganna Kharlamova, Vincentas Giedraitis, Valeriy Osetskyi, and Viktoriia Kulish. "Can key interest rates decrease output gaps?" Investment Management and Financial Innovations 17, no. 3 (2020): 205–18. http://dx.doi.org/10.21511/imfi.17(3).2020.16.

Texte intégral

Résumé :

The difference in the GDP levels is crucial for the macroeconomic forecasting to develop adequate and supportive fiscal and monetary policies. Most mismeasurements under current geoeconomics challenges can be explained by the difficulty in predicting recessions and the overestimation of the economy’s potential capacity. The research aims to consider the GDP gap’s effectiveness for the possible forecasting of the monetary policy, particularly the central bank’s interest rate. The study uses quantitative methods, particularly VAR modeling. The VAR model is chosen as a proven useful tool for desc

Styles APA, Harvard, Vancouver, ISO, etc.

31

Bali, Turan, Massoud Heidari, and Liuren Wu. "Predictability of Interest Rates and Interest-Rate Portfolios." Journal of Business & Economic Statistics 27, no. 4 (2009): 517–27. http://dx.doi.org/10.1198/jbes.2009.06124.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

32

Engel, Charles. "Exchange Rates, Interest Rates, and the Risk Premium." American Economic Review 106, no. 2 (2016): 436–74. http://dx.doi.org/10.1257/aer.20121365.

Texte intégral

Résumé :

The uncovered interest parity puzzle concerns the empirical regularity that high interest rate countries tend to have high expected returns on short term deposits. A separate puzzle is that high real interest rate countries tend to have currencies that are stronger than can be accounted for by the path of expected real interest differentials under uncovered interest parity. These two findings have apparently contradictory implications for the relationship of the foreign-exchange risk premium and interest-rate differentials. We document these puzzles, and show that existing models appear unable

Styles APA, Harvard, Vancouver, ISO, etc.

33

Gorovoi, Viatcheslav, and Vadim Linetsky. "Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates." Mathematical Finance 14, no. 1 (2004): 49–78. http://dx.doi.org/10.1111/j.0960-1627.2004.00181.x.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

34

Nenadovic, Sanja. "Repo rates as reference interest rates: testing the expectations hypothesis of the term structure of interest rates." Economic Analysis 55, no. 2 (2022): 8–19. http://dx.doi.org/10.28934/ea.22.55.2.pp1-19.

Texte intégral

Résumé :

The subject of this paper is the consideration of the role of the repo market and the quality of repo rates in the formation of reference interest rates that would be used to assess the value of financial instruments and derivatives. Unsecured money markets carry a certain level of risk, thus, the question arises whether the existing reference interest rates should be replaced by repo rates or other interest rates on secured loans. Reference interest rates on the money market play an important role in a country's monetary policy. Through operations on the short-term money market, Central Banks

Styles APA, Harvard, Vancouver, ISO, etc.

35

LOWE, PHILIP, and ALISON TARDITI. "Interest Rates, Exchange Rates and Foreign Debt: Comment*." Economic Record 69, no. 1 (1993): 77–79. http://dx.doi.org/10.1111/j.1475-4932.1993.tb01800.x.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

36

JÜTTNER, D. JOHANNES. "Interest Rates, Exchange Rates and Foreign Debt: Rejoinder." Economic Record 69, no. 1 (1993): 80–81. http://dx.doi.org/10.1111/j.1475-4932.1993.tb01801.x.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

37

Barth, James R., and Michael D. Bradley. "On interest rates, inflationary expectations and tax rates." Journal of Banking & Finance 12, no. 2 (1988): 215–20. http://dx.doi.org/10.1016/0378-4266(88)90036-2.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

38

Dvorný, Zdeněk. "Budget Deficit and Interest Rates." Prague Economic Papers 15, no. 1 (2006): 3–13. http://dx.doi.org/10.18267/j.pep.272.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

39

Gabov, Andrey, and Inna Khavanova. "Negative interest rates: legal aspects." Proceedings of the Institute of State and Law of the RAS 17, no. 4 (2022): 38–78. http://dx.doi.org/10.35427/2073-4522-2022-17-4-gabov-khavanova.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

40

Stadtmann, Georg, Karl-Heinz Moritz, Kristin Berthold, and Tobias Stadtmann. "Passing on negative interest rates." International Journal of Management and Economics 56, no. 4 (2020): 283–90. http://dx.doi.org/10.2478/ijme-2020-0022.

Texte intégral

Résumé :

AbstractSince the ECB has lowered the interest rate on deposits into negative territory, more and more commercial banks are also passing on this negative interest rate to their customers. The main aim of this paper is to answer the question under which conditions the commercial banking sector will be more or less reluctant to pass the negative deposit rate on to its private customers. We first clarify the circumstances under which demand deposits and excess liquidity arise, and what role quantitative easing plays in this context. Within a game-theoretical framework, it is derived that the pres

Styles APA, Harvard, Vancouver, ISO, etc.

41

Stradi, Benito A. "Term Structure of Interest Rates." Revista de Matemática: Teoría y Aplicaciones 12, no. 1-2 (2012): 129. http://dx.doi.org/10.15517/rmta.v12i1-2.257.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

42

Settanni, Giuseppe. "Loans and Negative Interest Rates." European Business Law Review 27, Issue 5 (2016): 697–708. http://dx.doi.org/10.54648/eulr2016031.

Texte intégral

Résumé :

Payments of interest amounts in floating rate loans are generally linked to specific reference parameters, such as EURIBOR. Given the decrease of such parameters to reference values around zero, what would happen if such a fall continued below this value (so that lenders have to pay interest amounts to borrowers)? General principles of interpretation of contracts, good faith and equity, jointly with an analysis of nature / characteristics of loan contracts could help to find a solution being the most transnational possible. In particular, reference could be made to: (i) an interpretation of th

Styles APA, Harvard, Vancouver, ISO, etc.

43

Murphy, Daniel, and Kieran James Walsh. "Government spending and interest rates." Journal of International Money and Finance 123 (May 2022): 102598. http://dx.doi.org/10.1016/j.jimonfin.2022.102598.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

44

De Santis, Roberto A., and Srečko Zimic. "Interest rates and foreign spillovers." European Economic Review 144 (May 2022): 104043. http://dx.doi.org/10.1016/j.euroecorev.2022.104043.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

45

Girton, Lance, and Dayle Nattress. "Monetary Innovations and Interest Rates." Journal of Money, Credit and Banking 17, no. 3 (1985): 289. http://dx.doi.org/10.2307/1992625.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

46

Dua, Pami. "Multiperiod Forecasts of Interest Rates." Journal of Business & Economic Statistics 6, no. 3 (1988): 381. http://dx.doi.org/10.2307/1391890.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

47

Krugman, Paul R., Torsten Persson, and Lars E. O. Svensson. "Inflation, Interest Rates, and Welfare." Quarterly Journal of Economics 100, no. 3 (1985): 677. http://dx.doi.org/10.2307/1884374.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

48

Wang, Yueqi. "How Do Interest Rates and Exchange Rates Interact." Finance & Economics 1, no. 10 (2024). https://doi.org/10.61173/fnevy781.

Texte intégral

Résumé :

This research aims to explore the relationship between interest rates and exchange rates from theoretical interactions to concrete linear relationships. Interest rate parity theory plays an important role in this topic, where forward discounts and forward premiums are discussed. What’s more, by analyzing the interest rate and exchange rate data of the countries using LIBOR, this study seeks changes in the correlation between interest rates and forward premium/discount before and after the cancellation of LIBOR. The reasons for switching from LIBOR to SOFR are also analyzed. The expected outcom

Styles APA, Harvard, Vancouver, ISO, etc.

49

Faure, Alexander Pierre. "Interest Rates 1: What are Interest Rates?" SSRN Electronic Journal, 2014. http://dx.doi.org/10.2139/ssrn.2542083.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

50

Faure, Alexander Pierre. "Interest Rates 2: Relationship of Interest Rates." SSRN Electronic Journal, 2014. http://dx.doi.org/10.2139/ssrn.2542086.

Texte intégral

Styles APA, Harvard, Vancouver, ISO, etc.

Nous offrons des réductions sur tous les plans premium pour les auteurs dont les œuvres sont incluses dans des sélections littéraires thématiques. Contactez-nous pour obtenir un code promo unique!