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Figure 4 compares the change in the nominal forward rate curve between the end of June 2004 and the end of June 2005, in the top panel, with the analogous change in the real forward rate curve, as measured by rates on Treasury inflation-protected securities (TIPS), in the bottom panel.
The aim of this paper is to explore the importance of forward rate volatility structures in pricing interest rate cap options.
where the term forward rate denotes the annual return expected from committing today to a transaction that does not take place until some future date.
EXHIBIT 1 Spot Rates, Forward Rates, Valuations, Gains and Losses, and Discount Amortizations over Contract Period Date [euro]/USD [euro]/USD Cumulative Receivable Spot Rate Forward Rate Forward Rate in USD to 01/30/04 Difference 11/02/03 1.
The hedge consists of a long position in a bond whose maturity equals the beginning date of the forward rate and a short position in a bond whose maturity equals the ending date of the forward rate.
3) However, existing empirical research fails to support FUH, and such a phenomenon is referred to as the forward rate bias puzzle.
50, even while the forward rate is expected to register EGP 11.
Walker & Dunlop was able to utilize its depth of life company relationships to provide the borrower a tailored loan structured with a long term competitive rate, forward rate lock, flexible prepayment options and five years of interest- only, stated Vice President, Justin Nelson, who led the Walker & Dunlop team.
Key words : Forward rate unbiasedness, Foreign exchange rates, Cointegration, Greek drachma, Overlapping and non overlapping data
Eurodollar futures are forward rate agreements that allow market participants to speculate on or hedge against movements in short-term interest rates.
The spot rate and forward rate must be a direct quote that is unit of domestic currency per unit of foreign currency.

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