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Artykuły w czasopismach na temat „Overnight interest rates”

Autor: Grafiati
Data publikacji: 3 czerwca 2025
Data aktualizacji: 31 lipca 2025

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1

Akram, Q. Farooq, and Casper Christophersen. "Norwegian Overnight Interbank Interest Rates." Computational Economics 41, no. 1 (2011): 11–29. http://dx.doi.org/10.1007/s10614-011-9304-9.

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Gradojevic, Nikola, and Ramazan Gencay. "Overnight interest rates and aggregate market expectations." Economics Letters 100, no. 1 (2008): 27–30. http://dx.doi.org/10.1016/j.econlet.2007.10.024.

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Gençay, Ramazan, and Faruk Selçuk. "Overnight borrowing, interest rates and extreme value theory." European Economic Review 50, no. 3 (2006): 547–63. http://dx.doi.org/10.1016/j.euroecorev.2004.10.010.

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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.

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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
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Marquez, Jaime R., Ari Morse, and Bernd Schlusche. "The Federal Reserve's Balance Sheet and Overnight Interest Rates." Finance and Economics Discussion Series 2012, no. 66 (2012): 1–41. http://dx.doi.org/10.17016/feds.2012.66.

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Konadu-Adjei, Charles Kweku, Roger W. Mayer, and Wen-Wen Chien. "Determinants Of Long-Term Interest Rates In The United States." Journal of Business & Economics Research (JBER) 10, no. 5 (2012): 257. http://dx.doi.org/10.19030/jber.v10i5.6977.

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The behavior of the long-term interest rates is a practical problem for private and public organizations. Organizations need to estimate interest rates for purposes of assigning value to long-term obligations such as defined benefit plans and long-term leases and making decisions related to long term capital purchases. The purpose of this study was to analyze the determinants of long-term interest rates in the United States, using 352 quarterly time series data points extending from 1999 to 2009. This study examines how a change in overnight interest rates, budget deficit, Gross Domestic Produ
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Tropeano, Domenica. "Negative interest rates in the eurozone." Review of Keynesian Economics 7, no. 2 (2019): 233–46. http://dx.doi.org/10.4337/roke.2019.02.08.

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This paper reviews the eurozone's negative rate deposit facility and seeks to explain its rationale. The paper rejects the conventional explanation that the negative rate deposit facility improves the transmission mechanism of monetary policy and contributes to the economic recovery of the area. Instead, the paper argues that the rationale for the policy is to be found in the interbank market. The European unsecured interbank market has malfunctioned since the beginning of the global financial crisis in 2007. The negative policy rate is an extreme attempt to revive that market, but that attemp
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Moiseev, S. R. "Consequences of interest rates benchmarks reform." Voprosy Ekonomiki, no. 1 (January 8, 2020): 93–110. http://dx.doi.org/10.32609/0042-8736-2020-1-93-110.

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The reform of benchmarks is carried out in developed economies from 2014 to 2021. The starting point of a large-scale reform was the scandal with the interest rate LIBOR. Instead of it, national so-called “risk-free” interest rates will appear. Although a problem of manipulating LIBOR will be resolved, new benchmarks bring new problems. They have statistical biases and will not be comparable either to LIBOR or to each other due to methodological differences. The new benchmark rates are overnight rates, and their calculation does not imply the formation of term rates. Instead of the homogeneous
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Lei, Yaming. "Research on Interbank Offered Rate Based on Embedded Wireless Communication." Wireless Communications and Mobile Computing 2022 (April 15, 2022): 1–15. http://dx.doi.org/10.1155/2022/3851498.

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With the Wi-Fi (Wireless Fidelity) standard and the increase of wireless access points, wireless data communication based on 802.11 has become increasingly popular. Interest rate risk is a kind of financial risk. In essence, interest rate risk is caused by changes in the price or income of financial products caused by changes in interest rates. As the hot spot of the wireless network, the self-organizing network will inevitably become a development trend to realize voice communication on its market-oriented core interest rate; the ARIMA model is further proposed to improve the prediction accur
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10

BIAGINI, FRANCESCA, ALESSANDRO GNOATTO, and MAXIMILIAN HÄRTEL. "GENERAL ANALYSIS OF LONG-TERM INTEREST RATES." International Journal of Theoretical and Applied Finance 23, no. 01 (2020): 2050002. http://dx.doi.org/10.1142/s0219024920500028.

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We introduce here the idea of a long-term swap rate, characterized as the fair rate of an overnight indexed swap (OIS) with infinitely many exchanges. Furthermore, we analyze the relationship between the long-term swap rate, the long-term yield, (F. Biagini, A. Gnoatto & M. Härtel (2018) Affine HJM Framework on [Formula: see text] and long-term yield, Applied Mathematics and Optimization 77 (3), 405–441, F. Biagini & M. Härtel (2014) Behavior of long-term yields in a lévy term structure, International Journal of Theoretical and Applied Finance 17 (3), 1–24, N. El Karoui, A. Frachot &am
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ГАРКУША, Юлія, and Олена ІВАНОВА. "THE KEY RATE OF THE CENTRAL BANK AS A MONETARY POLICY TOOL." Herald of Khmelnytskyi National University. Economic sciences 326, no. 1 (2024): 140–43. http://dx.doi.org/10.31891/2307-5740-2024-326-24.

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The article examines the theoretical and methodological foundations of the interest policy of the National Bank of Ukraine. It is noted that the accounting rate is one of the monetary instruments, with the help of which the central bank establishes for banks and other subjects of the money market a benchmark for the value of the funds raised and placed. It was determined that in the process of implementing the interest policy, the National Regulator also sets the interest rate for permanent access instruments from: absorption of excess liquidity for the overnight term (for overnight deposit ce
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Vasilieva, E., A. Ponomarenko, and A. Porshakov. "Short-term Interest Rates and the State of Liquidity in the Russian Money Market under Conditions of the Global Financial Crisis." Voprosy Ekonomiki, no. 8 (August 20, 2009): 66–85. http://dx.doi.org/10.32609/0042-8736-2009-8-66-85.

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During recent years the Russian money market has undergone substantial changes. The period of abundant liquidity was followed by temporary contraction in the end of 2007 and then by rapid deterioration of liquidity conditions in the second half of 2008. This paper provides the analysis of these developments, their causes and consequences. We then proceed by constructing a comprehensive model of the overnight rate on rubles on the Moscow interbank market (MIACR). We use martingale hypothesis to analyze the process of market interest rate determination and identify the liquidity effect. For this
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13

Marquez, Jaime, Ari Morse, and Bernd Schlusche. "The Federal Reserve’s balance sheet and overnight interest rates: Empirical modeling of exit strategies." Journal of Banking & Finance 37, no. 12 (2013): 5300–5315. http://dx.doi.org/10.1016/j.jbankfin.2013.01.015.

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Plachinda, K. D. "THE IMPACT OF CHANGES IN OVERNIGHT INTEREST RATES ON THE MOSCOW EXCHANGE INDUSTRY INDICES." Вестник Института экономики Российской академии наук, no. 2 (2025): 120–43. https://doi.org/10.52180/2073-6487_2025_2_120_143.

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The study evaluates the impact of changes in the overnight RUONIA rate on the dynamics of the Moscow Exchange industry total return indices. The analysis included index quotations, calculation of implied in interest rate swaps RUONIA rates for T+1, and the development of predictive models using machine learning, followed by their backtesting. The results show that the models correctly predict the direction of index changes in more than 50% of cases. A connection between changes in the implied RUONIA rate and index dynamics was identified. This confirms that the RUONIA rate and its forecast can
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15

Siklar, Emel, and Ilyas Siklar. "Time Series Dynamics of Short Term Interest Rates in Turkey." Business and Economic Research 11, no. 1 (2021): 92. http://dx.doi.org/10.5296/ber.v11i1.18229.

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Interest rate functions as the cornerstone for the heavy majority of the financial models. The high volatility in interest rates in the financial crisis of 2008/09 and resulting increased uncertainty led many researchers to focus on modeling the dynamics of changes in short term interest rates. This study aims to analyze the volatility of short-term interest rate in Turkey in terms of overnight repo rate and to forecast this rate for the next six months by modelling this volatility. For this purpose, the ARCH family models like ARCH, GARCH and EGARCH were preferred to use since they are the mo
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16

Turguttopbas, Neslihan. "Perspectives on Monetary Policy and Cost of Capital: Evidence from Turkey." Journal of Central Banking Theory and Practice 6, no. 2 (2017): 45–64. http://dx.doi.org/10.1515/jcbtp-2017-0012.

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Abstract The target of monetary policy is generally set as to create an environment of manageable employment and affordable long-term interest rates. However, priorities of central banks may differ depending on economic and financial circumstances of individual countries. Modern approaches to monetary policy transmission can be grouped under two headings, Money View and Credit View. The money view concentrates on interest rates to explain the effects of monetary policy on aggregate spending by creating an interest rate channel. The credit channel transmission approach focuses on the supply of
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17

Kochaniak, Katarzyna. "Low Interest Rates do they Revise Household Saving Motives in the Euro Area?" e-Finanse 12, no. 1 (2016): 43–56. http://dx.doi.org/10.1515/fiqf-2016-0135.

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AbstractThis paper presents the impact of decreasing MFI interest rates on household deposits and saving goals in 12 Monetary Union member countries in the years 2009-2015. It analyses tendencies in household deposits (overnight, with agreed maturity and redeemable at notice), and attempts to link them with certain household saving motives (target, retirement and precautionary). The paper identifies those deposit categories which appeared as sensitive to declining interest rates and indicates the Eurozone countries whose populations are expected to revise their savings plans. Precise implicati
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18

Mohd Yusoff, Zetty Zahureen, Nik Rozila Nik Mohd Masdek, Adibah Alawiyah Osman, Ariq Syazwan Azahar, Norhusniyati Husin, and Zahirah Hamid Ghul. "The Determinants of Monetary Policy in Malaysia: Impact on Economic Activity." Information Management and Business Review 16, no. 3S(I)a (2024): 135–43. http://dx.doi.org/10.22610/imbr.v16i3s(i)a.4205.

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The overnight interbank rate is a key tool for central banks to influence economic activity and maintain financial stability. It represents the rate at which banks lend and borrow short-term funds from one another, often overnight, and plays a crucial role in monetary policy transmission. Changes in this rate can affect borrowing costs and credit availability, which in turn impacts consumption, investment, and economic activity. Bank Negara Malaysia (2021) highlights that overnight transactions in the interbank market operate alongside the Kuala Lumpur Interbank Offered Rate (KLIBOR). This stu
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19

Jasienė, Meilė, and Arvydas Paškevičius. "Analysis of Factors Determining Lithuanian Money and Capital Markets' Interrelation." Business: Theory and Practice 11, no. (2) (2010): 107–15. https://doi.org/10.3846/btp.2010.12.

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The article focuses on the analysis of the problem of Lithuanian money and capital markets' interrelation and its factors. At the most part of investigated countries the share index and the overnight interest rates have been developing in expressly opposite directions, i.e., the two markets, the capital and the money markets operated as fierce competitors. In Lithuania the correlation dependence of the share index and overnight interest rates was not established which makes the situation in Lithuania different from that in other, among them and in Eastern European, states. The correlation anal
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20

Bondt, Gabe J. de. "Interest Rate Pass-Through: Empirical Results for the Euro Area." German Economic Review 6, no. 1 (2005): 37–78. http://dx.doi.org/10.1111/j.1465-6485.2005.00121.x.

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Abstract This paper empirically examines the interest rate pass-through at the euro area level. The focus is on the pass-through of official interest rates, approximated by the overnight interest rate, to longer-term market interest rates, which, in turn, are a proxy for the marginal costs for banks to attract deposits or grant loans, and therefore passed through to retail bank interest rates. Empirical results, on the basis of a (vector) error-correction and vector autoregressive model, suggest that the pass-through of official interest to market interest rates is complete for money market in
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21

Zubchenko, V. P., and P. V. Aleksandrova. "Study of the dynamics of the interest rate swap using machine learning methods." Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics, no. 3 (2022): 37–41. http://dx.doi.org/10.17721/1812-5409.2022/3.4.

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For the European financial system, the interest rate swap is a well-known mechanism to reduce the potential effects of these risks, but it is new to the Ukrainian interbank market. In the second half of 2020, the National Bank of Ukraine and commercial banks held their first interest rate swap auctions. According to this provision, one party offers the other a floating interest rate while the other offers a fixed interest rate based on a conditional amount. Based on the Ukrainian overnight interbank rate index, the latter is computed (UONIA). Future cash flows are discounted at rates determined by the
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22

Fendel, Ralf, Jan Heins, and Oliver Mohr. "The Effect of the ECB’s Forward Guidance on Interest Rate Forecasts." International Journal of Economics and Finance 12, no. 8 (2020): 52. http://dx.doi.org/10.5539/ijef.v12n8p52.

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This study analyzes the impact of forward guidance (FG) by the ECB on the forecast error of financial markets participants regarding the interest rate level and the slope of the yield curve. We refer to OIS (overnight index swap) forwards as the relevant forecasts and purge the prediction error of several macroeconomic and financial variables to gain a pure representation of the exogenous forecast error. To isolate the effect of FG, this study refers to the absolute deviation of forecasts from actual rates and further controls for variables representing unconventional monetary policies. We fin
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Bindseil, Ulrich. "Central Bank Liquidity Management and the Signal Extraction Problem on the Money Market / Die Liquiditätssteuerung der Notenbank und das Signal-extraktionsproblem am Geldmarkt." Jahrbücher für Nationalökonomie und Statistik 220, no. 3 (2000): 284–301. http://dx.doi.org/10.1515/jbnst-2000-0303.

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Summary Understanding the factors determining overnight rates is crucial both for central bankers and private market participants, since, assuming the validity of the expectation theory of the term structure of interest rates, expectations with regard to this “monadic” maturity should determine longer term rates, which are deemed to be relevant for the transmission of monetary policy. The note proposes a simple model of the money market within a two-day long reserve maintenance period to derive relationships between the relevant quantities, expectations concerning these quantities for the rest
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Mehrling, Perry. "Mr. Woodford and the Challenge of Finance." Journal of the History of Economic Thought 28, no. 2 (2006): 161–70. http://dx.doi.org/10.1080/10427710600676405.

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Once one recognizes that many prices (and wages) are fairly sticky over short time intervals, the arbitrariness of the path of nominal prices (in the sense of their under-determination by real factors alone) implies that the path of real activity and the associated path of equilibrium real interest rates are equally arbitrary. It is equally possible, from a logical standpoint, to imagine allowing the central bank to determine, by arbitrary fiat, the path of aggregate real activity, or the path of real interest rates, as it is to imagine allowing it to determine the path of nominal interest rat
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Georgiou, Evangelia A. "Interest rate pass-through to deposit rates in Greece." Economic bulletin, no. 58 (December 31, 2023): 49–66. http://dx.doi.org/10.52903/econbull20235803.

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Deposits of firms and households are the main source of bank funding and, thus, interest rates on deposits have a significant impact on banks’ overall funding costs and loan supply, as well as on bank profitability. Since July 2022, when the latest cycle of increases in key ECB interest rates started, deposit rate increases have been rather limited in Greece and the euro area, compared to the corresponding rise in the relevant policy rate, and weaker relative to the previous tightening cycle of 2005-2008. This article examines the pass-through of ECB policy rate increases to the interest rates
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SMIRNOV, Valerii V. "Reasons for interest rate rise in the Russian economy." Economic Analysis: Theory and Practice 24, no. 2 (2025): 193–208. https://doi.org/10.24891/ea.24.2.193.

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Subject. The article investigates reasons for interest rate increase in the Russian economy. Objectives. The study aims to determine reasons for rising interest rates in the Russian economy. Methods. The research methodology draws on the application of general scientific methods, primarily, the analysis and synthesis of data, and special economic and mathematical methods, in particular, correlation and regression analysis. Results. The paper identifies the need to eliminate the possibility of credit and other financial institutions to influence the type of interest rate, shows the transition t
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Halgašová, Jana, Beáta Stehlíková, and Zuzana Bučková. "Estimating the Short Rate from the Term Structures in the Vasicek Model." Tatra Mountains Mathematical Publications 61, no. 1 (2014): 87–103. http://dx.doi.org/10.2478/tmmp-2014-0029.

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Abstract In short rate models, bond prices and term structures of interest rates are determined by the parameters of the model and the current level of the instantaneous interest rate (so called short rate). The instantaneous interest rate can be approximated by the market overnight, which, however, can be influenced by speculations on the market. The aim of this paper is to propose a calibration method, where we consider the short rate to be a variable unobservable on the market and estimate it together with the model parameters for the case of the Vasicek model
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Smithin, John. "Interest rates, income distribution and the monetary policy transmissions mechanism under endogenous money: what have we learned 30 years on from Horizontalists and Verticalists?" European Journal of Economics and Economic Policies: Intervention 17, no. 3 (2020): 381–98. http://dx.doi.org/10.4337/ejeep.2020.0058.

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This paper suggests that the near-optimal setting of the real policy rate of interest (the real overnight rate in Basil Moore's home country of Canada) is zero. This will achieve as close an approximation as possible to a fair distribution of income in a particular sense. It will also promote financial stability, inflation stability, high growth, full employment and higher real wages.
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Chow, Yong Jin, and Tze-Haw Chan. "An Empirical Analysis of The Trilemma: Inflation, Interest Rate and Exchange Rate Dynamics in Singapore." Asian Journal of Technology Management (AJTM) 17, no. 2 (2024): 93–107. http://dx.doi.org/10.12695/ajtm.2024.17.2.2.

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Abstract. This study considers the correlation among the Consumer Price Index (CPI), the Singapore /US dollar exchange rate, and the Singapore overnight rate average from 2012 to 2023 in Singapore. This small and open economy effectively manages its monetary policy to maintain a healthy inflation rate but has experienced high inflation rates and slow economic growth, raising questions about the effectiveness of the floating exchange rate system adopted by the Monetary Authority of Singapore in recent years. This study employs unit root and cointegration tests, impulse response functions, and v
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Low, Chee Keong. "Initial Public Offerings and Interest Income in Hong Kong." European Business Law Review 18, Issue 3 (2007): 559–83. http://dx.doi.org/10.54648/eulr2007024.

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While the literature encompasses many aspects of initial public offerings around the world, it has largely ignored the issue of interest income generated by placing the application moneys in overnight money market accounts as companies prepare to allot shares to the subscribers. The confluence of highly favourable conditions namely, rising interest rates coupled with euphoria over the listing of Mainland Chinese companies is estimated to result in HK$1.8 billion, or about US$230 million, in gross interest income accruing to the companies that listed on the Main Board of S
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Adiningsih, Sri. "The Impact of Government Debt Issuance on Short-Term interest rates in Indonesia." Gadjah Mada International Journal of Business 11, no. 3 (2009): 301. http://dx.doi.org/10.22146/gamaijb.5521.

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This paper analyzes whether the expansionary fiscal policy funded by issuing debt instruments in financial markets will increase short-term interest rates. If the expansionary fiscal policy increases interest rates, which decrease private spending especially investment, crowding out occurs. This is interesting because global economic crisis has encouraged many countries to run large budget deficits to stimulate the economy. Indonesia has also run budget deficit during this crisis and even in years before. The impact of such a policy can be significant because Indonesia’s debt market is still n
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Vides, José, Antonio Golpe, and Jesús Iglesias. "The role of Eonia in the dynamics of short-term interbank rates." Panoeconomicus 67, no. 2 (2020): 225–40. http://dx.doi.org/10.2298/pan171004018c.

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To signal monetary policies and market expectations, we apply a fractionally cointegrated vector autoregressive (FCVAR) model, aiming to analyse the expectations hypothesis of term structure (EHTS), persistence in the Euro OverNight Index Average (Eonia) spread and permanent-transitory decomposition using a novel approach. We use a monthly frequency sample for the 3- month Euribor rate and Eonia rate, covering the period from January 1999 to February 2019. The results obtained confirm the EHTS and show evidence of a high persistence of the spread, which means that shocks may impede effectivene
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LEUNGA, CHARLES GUY NJIKE, and DONATIEN HAINAUT. "INTERBANK CREDIT RISK MODELING WITH SELF-EXCITING JUMP PROCESSES." International Journal of Theoretical and Applied Finance 23, no. 06 (2020): 2050039. http://dx.doi.org/10.1142/s0219024920500399.

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The credit crunch of 2007 caused major changes in the market of interbank rates making the existing interest rate theory inconsistent. This paper puts forward one way to reconcile practice and theory by modifying the arbitrage-free condition. In this framework, the forward Libor rate is no longer considered as a risk-free rate and the credit and liquidity risks within the interbank market partly drive its dynamics. In a similar manner to the multiple-curve approach, we model the evolution of default-free rates, assimilated to overnight interest swap rates, and the default times of an interbank
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Liang, Zaibo. "The Relationship between SOFR and Market Yield of U.S. Treasury Securities." Highlights in Business, Economics and Management 24 (January 22, 2024): 959–63. http://dx.doi.org/10.54097/hczwws82.

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This paper introduces the characteristic of the new benchmark rate Secured Overnight Financing Rate (SOFR), explain its connection to the futures price, and show its potential to provide new insight into the argument on interest rate term structure. Based on the future price discovery theory, this study set up a hypothesis that short-term interest rates should contribute to forecasting long-term ones. The causality between interest rates in different terms of, which are separately represented by bilateral repurchase rate and the market yield of long-term U.S. government bonds, is explored in t
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Halken, C. Holmgrün, C. Bredgaard Jensen, C. Henkel, K. Gromov, and A. Troelsen. "NATIONWIDE RISK OF READMISSION AND PATIENT ATTITUDE TOWARDS DAY-CASE TOTAL HIP ARTHROPLASTY." Orthopaedic Proceedings 105-B, SUPP_12 (2023): 80. http://dx.doi.org/10.1302/1358-992x.2023.12.080.

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The interest in day-case hip arthroplasty is increasing; however, there are conflicting results regarding readmission risk, and little is known about patients’ attitude towards day-case surgery. We aimed to investigate differences in 30-day readmission rates between day-case patients and single-overnight-stay patients following total hip arthroplasty (THA) and explore patients’ attitude towards day-case surgery.From the Danish National Patient Register we identified 29,486 THAs (1353 day-case THAs and 28,133 single-overnight-stay THAs) performed between 2010 and 2020. Day-case surgery was defi
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Agnese, Paolo, Paolo Capuano, and Luca Secondi. "The Impact of Unconventional Monetary Policies on the Stocks of Bank Deposits: Evidence at an Aggregate Level in the Euro Area." International Journal of Financial Research 11, no. 6 (2020): 270. http://dx.doi.org/10.5430/ijfr.v11n6p270.

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Due to the severity and persistence of the global financial crisis started in 2007, central banks all over the world have adopted Unconventional Monetary Policies (UMPs), including negative policy rates, longer-term refinancing operations and large-scale purchases of financial assets. In this study, by referring to a time-series regression analysis with Newey-West correction, we evaluate the impact of UMPs implemented by the Eurosystem over the period 2008-2019 on the stocks of euro area banks’ deposit from households and non-financial corporations. The analysis of the effects of UMPs on the s
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Almgren, Mattias, José-Elías Gallegos, John Kramer, and Ricardo Lima. "Monetary Policy and Liquidity Constraints: Evidence from the Euro Area." American Economic Journal: Macroeconomics 14, no. 4 (2022): 309–40. http://dx.doi.org/10.1257/mac.20200096.

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We quantify the relationship between the response of output to monetary policy shocks and the share of liquidity-constrained households. We do so in the context of the euro area, using a Local Projections Instrumental Variables estimation. We construct an instrument for changes in interest rates from changes in overnight indexed swap rates in a narrow time window around ECB announcements. Monetary policy shocks have heterogeneous effects on output across countries. Using micro data, we show that the elasticity of output to monetary policy shocks is larger in countries that have a larger fracti
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Macrina, Andrea, and David Skovmand. "Rational Savings Account Models for Backward-Looking Interest Rate Benchmarks." Risks 8, no. 1 (2020): 23. http://dx.doi.org/10.3390/risks8010023.

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Interest rate benchmarks are currently undergoing a major transition. The LIBOR benchmark is planned to be discontinued by the end of 2021 and superseded by what ISDA calls an adjusted risk-free rate (RFR). ISDA has recently announced that the LIBOR replacement will most likely be constructed from a compounded running average of RFR overnight rates over a period matching the LIBOR tenor. This new backward-looking benchmark is markedly different when compared with LIBOR. It is measurable only at the end of the term in contrast to the forward-looking LIBOR, which is measurable at the start of th
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39

Bekiros, Stelios, and Christos Avdoulas. "Revisiting the Dynamic Linkages of Treasury Bond Yields for the BRICS: A Forecasting Analysis." Forecasting 2, no. 2 (2020): 102–29. http://dx.doi.org/10.3390/forecast2020006.

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We examined the dynamic linkages among money market interest rates in the so-called “BRICS” countries (Brazil, Russia, India, China, and South Africa) by using weekly data of the overnight, one-, three-, and six- months, as well as of one year, Treasury bills rates covering the period from January 2005 to August 2019. A long-run relationship among interest rates was established by employing the Vector Error Correction modeling (VECM), which revealed the validation of the Expectation Hypothesis Theory (EH) of the term structure of interest rates, taking into account long-run deviations from equ
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40

Siahaan, Maya, and Melda Brina. "Proactive Marketing Strategy: Exploring Marketing Strategies to Increase Occupancy through a Dynamic Sales Approach at Madani Hotel Medan." Formosa Journal of Science and Technology 3, no. 1 (2024): 89–102. http://dx.doi.org/10.55927/fjst.v3i1.7888.

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Marketing strategy is an important aspect in the hotel sector to attract visitor interest. The research aims to investigate the marketing strategies implemented by the Management of Madani Hotel Medan to increase occupancy rates and income at the hotel. The focus of the research includes analyzing marketing strategies carried out by the marketing team, as well as identifying the strengths and weaknesses of Madani Hotel in attracting consumers, both those staying overnight and those using meeting room facilities. The research results show that the Madani Hotel marketing team implements various
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41

Yılmaz, Muhammed Hasan. "Factors Impacting Bank Net Interest Margin and the Role of Monetary Policy: Evidence from Turkey." International Journal of Finance & Banking Studies (2147-4486) 6, no. 2 (2017): 1. http://dx.doi.org/10.20525/ijfbs.v6i2.715.

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<p><em>In this study, we investigate factors affecting net interest margin (NIM) of commercial banks in Turkey. Especially, our results highlight the relation between unconventional monetary policy shocks and bank margins. To this end, first, we conduct an identification analysis about which parameters of asymmetric interest corridor framework are important in explaining variations in NIM. Using industry-level data, we show that there exists a pass through from BIST interbank overnight repo/reverse repo market rate and weighted average cost of funding (WACF) to bank loan and deposi
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Sack, Brain, and Eric Swanson. "THE IMPACT OF FEDERAL RESERVE POLICY ON THE FED’S FINANCIAL CONDITIONS INDEX." International Journal of Strategic Research in Education, Technology and Humanities 11, no. 1 (2023): 181–86. http://dx.doi.org/10.48028/iiprds/ijsreth.v11.i1.16.

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The Federal Reserve conducts monetary policy by setting a target range for the federal funds rate, the interest rate at which banks borrow and lend to each other overnight. However, the federal funds rate by itself does not directly affect most firms and households in the economy. Instead, monetary policy is transmitted to the broader economy by affecting financial conditions more generally, including the longer-term interest rates at which businesses and households borrow, the exchange value of the dollar, and the prices of key assets such as equities and real estate. It is thus important to
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43

Tang, Geneveive Yii Ven, Khuneswari Gopal Pillay, and Aida Mustapha. "The Impact of Data Preprocessing Order on LASSO and Elastic Net Capabilities." Engineering, Technology & Applied Science Research 15, no. 1 (2025): 20264–70. https://doi.org/10.48084/etasr.9611.

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The Food Security Index (FSI) evaluates affordability, accessibility, utilization, and food availability. However, previous research on food security in Malaysia has primarily focused on production, neglecting a detailed analysis of economic factors. The Overnight Policy Rate (OPR), set by Bank Negara Malaysia (BNM), regulates economic activity by controlling the interest rate at which commercial banks borrow and lend overnight. This study explores the impact of data preprocessing sequences on the performance of LASSO and Elastic Net regression models in predicting Malaysia's FSI. Using macroe
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44

Horn, Peter A., Kirsten A. Keyser, Laura J. Peterson, et al. "Efficient lentiviral gene transfer to canine repopulating cells using an overnight transduction protocol." Blood 103, no. 10 (2004): 3710–16. http://dx.doi.org/10.1182/blood-2003-07-2414.

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Abstract The use of lentiviral vectors for the transduction of hematopoietic stem cells has evoked much interest owing to their ability to stably integrate into the genome of nondividing cells. However, published large animal studies have reported highly variable gene transfer rates of typically less than 1%. Here we report the use of lentiviral vectors for the transduction of canine CD34+ hematopoietic repopulating cells using a very short, 18-hour transduction protocol. We compared lentiviral transduction of hematopoietic repopulating cells from either stem cell factor (SCF)– and granulocyte
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45

Yu, Shu. "Assessing Malaysia's Effectiveness in Alleviating Home Buying Challenges for Young Malaysians." International Journal of Social Science and Human Research 07, no. 06 (2024): 4400–4404. https://doi.org/10.5281/zenodo.12579168.

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This study analyses the current status of home ownership among young Malaysians and assesses the effectiveness of the scheme in improving housing affordability among young Malaysians. The study examines the target population, income profile, and loan interest rates to provide a comprehensive overview of the current status of home ownership among young Malaysians. The findings show that housing market conditions, especially among the B40 income group, have been deteriorating since 2016, with house prices growing faster than income growth. This has significantly reduced housing affordability, ma
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46

Mohd Zaki, Hazmi Hamizan. "The Determinants of House Prices in Malaysia." International Journal of Management, Finance and Accounting 2, no. 1 (2021): 1–18. http://dx.doi.org/10.33093/ijomfa.2021.2.1.1.

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This paper studied how house prices were affected by macroeconomic factors from Q1 2009 to Q4 2018. The short and long-run effects of real income, nominal interest rates, inflation rate and stock prices on house prices in Malaysia were examined with the autoregressive distributed lag (ARDL) of a restricted error correction model (ECM). It was discovered that the selected macroeconomic factors were cointegrated with house prices. Income, represented by real Gross Domestic Product (GDP), significantly affected house prices in the short and long-run. Inflation and interest rate, proxied by Consum
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Polat, Umurcan. "Revisiting monetary policy effectiveness in Turkey using a FAVAR model." Panoeconomicus, no. 00 (2022): 9. http://dx.doi.org/10.2298/pan210215009p.

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This study aims to perform a comparative analysis of the effectiveness of pass-through of policy rates in Turkey. We explore monetary transmission with different choices of instruments, i.e., the Turkish Lira Reference Interest Rate (TRLIBOR rate), BIST overnight rate, and Divisia money, and under different policy regimes, i.e., inflation targeting and new monetary policy regimes. We estimate a two-stage FAVAR model to use all of the available information set and obtain direct responses of disaggregated/sectorial series for the period 2005:12-2018:4. We extend the model setting proposed by Ber
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48

Hadzimustafa, Shenaj, and Hyrije Abazi-Alili. "The Monetary policy in the Republic of North Macedonia and Republic of Albania during 2020." Notitia 7, no. 1 (2021): 109–18. http://dx.doi.org/10.32676/n.7.1.9.

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Globally, the COVID-19 pandemic crisis is considered as one of the worst global recessions in history, caused by non-economic factors such as the coronavirus pandemic. The pandemic crisis has increased the financial stability and vulnerability across different markets and sectors. These changes required the central banks, governments, and other authorities to take a variety of policy assistance steps to help limit immediate financial stability threats. The goal of this study is to examine how the monetary policies of the Republic of North Macedonia and Republic of Albania, as one of the two ke
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Langer, Steven, May Lynn Quan, Shiying Kong, and Yuan Xu. "Investigating factors associated with postmastectomy emergency department visits: A population-based analysis." Journal of Clinical Oncology 38, no. 29_suppl (2020): 241. http://dx.doi.org/10.1200/jco.2020.38.29_suppl.241.

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241 Background: In 2016, a multi-pronged pathway was implemented in 13 hospitals across the province of Alberta, Canada to improve the mastectomy perioperative care experience focused on two objectives: 1) to increase same day surgery mastectomy rates and 2) decrease the number of unnecessary postoperative ED visits. The pathway successfully increased same day mastectomy rates from 1.7% to 47.8%, however the rate of postoperative ED visits remained high at 22-27%, a rate several-fold greater than described at other centers (3.1-12.8%) in spite of focused interventions at the patient and provid
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Singh, Dipayan, and Amit Majumdar. "Marginal Cost Based Lending Rate (MCLR): A Study on the New Regime of Lending Rate Pattern of the Banking Operations in India." IRA-International Journal of Management & Social Sciences (ISSN 2455-2267) 8, no. 2 (2017): 142. http://dx.doi.org/10.21013/jmss.v8.n2.p2.

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Marginal cost of fund based lending rate (MCLR) is referred as an internal benchmark rate at which the banks can lend to its customers, introduced by Reserve Bank of India (RBI) with effect from 1st April, 2016, charging different rates on the basis of different factors relating to a loan such as marginal cost of funds, Negative carry on account of Cash reserve ratio, operating cost, tenor premium. Banks shall publish internal benchmarks for time period from overnight to one year. Banks shall have the advantage to decide the external benchmark rate related to market determined external factors
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