Mentioned in
?
References in periodicals archive
?
PASSING ATT COM PCT YARDS GAIN TD PCT INT PCT LONG RATE
The maximum amount you can borrow is higher at 75 per cent of the value of the property but the deal is not portable, which could be an issue with such a long rate.
The two-factor affine model depends on the monthly changes in the long and short rates and on monthly averages of the long rate and short rate levels.
Now we turn to the more interesting case in which the long rate, [R.sub.t], is for a bond with a maturity of more than two periods.
How can it push the long rate down while the bond traders are sending rates the other way?
In this case, ot only is the expectations hypothesis rejected, but the spread predicts the wrong direction of the subsequent movement in the long rate.
The expectations theory also implies that the rate of return on a long-term asset can be represented as a long average of expected future short-term returns, so that the long rate should vary less than the short rate.
Since n [greater than] m, we will refer to the n-period rate as the long rate and the m-period bond as the short rate.
Researchers have used two broad approaches to examine effects of quantity-based monetary policy measures on long-term interest rates: (i) reduced form correlations where changes in long rates are regressed on past changes in money stock and (ii) long rate models that use a broad range of fundamental determinants along with quantity-based policy variables.
The pronounced fall in interest rates in 1993 has given way to a clear increase in the long rate during 1994.
The maximum amount you can borrow is lower at 65 per cent of the value of the property and the product is portable, which could be useful on such a long rate.
Nevertheless, the appropriate rule of thumb is still to view 85 percent of any change in the long rate as reflecting a shift in the stochastic trend.
Financial browser
?
- ▲
- London Interbank Bid Rate
- London Interbank Offer Rate
- London Interbank Offered Rate
- London International Financial Futures and Options Exchange
- London International Financial Futures Exchange
- London Metal Exchange
- London Rules
- London Securities and Derivatives Exchange
- London Stock Exchange
- London Terms
- London Traded Options Market
- London Underwriting Centre
- long
- long bond
- Long bonds
- Long coupons
- Long end duration
- Long end of the yield curve
- long hedge
- Long Jelly Roll
- long leg
- Long market value
- Long only portfolio
- long position
- Long position in an option
- Long Rate
- long run
- Long Run Incremental Cost
- Long short portfolio
- Long Shot
- Long straddle
- Long Term
- Longevity Insurance
- Longevity Pay
- Longevity Risk
- Long-Range Budget
- Longs
- Longshoreman
- Longshoreman and Harbor Workers Act Liability
- Longshoreman and Harbor Workers Endorsement
- long-term
- Long-Term Anticipation Securities
- Long-term assets
- Long-Term Bond
- long-term capital employed
- Long-term capital gain
- Long-Term Capital Gains and Losses
- Long-Term Capital Management
- long-term capital-employed
- Long-Term Care
- Long-term care insurance
- ▼
Full browser
?
- ▲
- Long Range Space Forecast
- Long Range Stand Off
- Long Range Strategic Strike Group
- Long Range Strike Aircraft
- Long Range Surface-to-Air Missile
- Long Range Surveillance
- Long Range Surveillance Company
- Long Range Surveillance Detachment
- Long Range Surveillance Leaders Course
- Long Range Surveillance Patrol
- Long Range Surveillance Unit - Base Radio Station
- LOng Range TActical Navigation
- Long Range Technology Plan
- Long Range Thermal Imaging
- Long Range Torpedo
- Long Range Training and Rotation Plan
- Long Range Training Calendar
- Long Range Training Mission
- Long Range Training Plan
- Long Range Transboundary Air Pollution Convention
- Long Range Transport of Atmospheric Pollutants
- Long Range Transport Potential
- Long Range Transportation
- Long Range Transportation Plan
- Long Range Typhoon
- Long Range Ultrasonic Testing
- Long Range VHF/UHF Communucations
- Long Range Weapons Establishment
- Long Range Weapons System
- Long Range Wide-body Cargo
- Long Rate
- Long Rates
- Long Reach
- Long Reach Ethernet
- Long Reach Ethernet
- Long Reach Ethernet
- Long Reach Ethernet
- Long Reach Ethernet Solutions
- Long Reach Fire Department
- Long Reach High School
- Long Reach Long Haul
- Long Reach Long Riders
- Long Reaction Time
- Long Rectangularly Encoded
- Long Reference Number Code
- long reflex
- long reflex
- long reflex
- long reflex
- Long Residue Catalytic Cracker
- long residuum
- Long Retention Time
- Long Riders' Guild
- Long Ridge Writers Group
- Long rifle
- Long Rifle High Velocity
- Long River
- Long roll
- long room
- Long root of ciliary ganglion
- Long Route Analysis Program
- ▼