Oxford Index Search Results

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online x Money and Interest Rates x clear all

online

Overview page. Subjects: Computing.

When a computer or a user is directly connected into a network and is capable of interacting with it, for example by querying the contents of a database.

See overview in Oxford Index

Interest Rate Risk Management in Uncertain Times

Lorenzo Bretscher, Lukas Schmid and Andrea Vedolin.

in The Review of Financial Studies

August 2018; p ublished online April 2018 .

Journal Article. Subjects: Money and Interest Rates; Corporate Governance. 18329 words.

Abstract

We revisit evidence of real effects of uncertainty shocks in the context of interest rate uncertainty. We document that adverse movements in interest...

Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans

Viral V Acharya, Tim Eisert, Christian Eufinger and Christian Hirsch.

in The Review of Financial Studies

August 2018; p ublished online April 2018 .

Journal Article. Subjects: Financial Institutions and Services; Money and Interest Rates. 18257 words.

Abstract

We explore the causes of the credit crunch during the European sovereign debt crisis and its impact on the corporate policies of European firms. Our...

Notes on Bonds: Illiquidity Feedback During the Financial Crisis

David Musto, Greg Nini and Krista Schwarz.

in The Review of Financial Studies

August 2018; p ublished online March 2018 .

Journal Article. Subjects: Money and Interest Rates; Economics. 16320 words.

Abstract

We trace the evolution of extreme illiquidity discounts among Treasury securities during the financial crisis, when bond prices fell more than 6%...

Short-Rate Expectations and Unexpected Returns in Treasury Bonds

Anna Cieslak.

in The Review of Financial Studies

September 2018; p ublished online April 2018 .

Journal Article. Subjects: Money and Interest Rates; Economics. 18610 words.

Abstract

I document large and persistent errors in investors’ expectations about the short-term interest rate over the business cycle. The largest errors arise...

Reaching for Yield in Corporate Bond Mutual Funds

Jaewon Choi and Mathias Kronlund.

in The Review of Financial Studies

May 2018; p ublished online November 2017 .

Journal Article. Subjects: Money and Interest Rates; Financial Institutions and Services; Financial Regulation. 17040 words.

Abstract

We examine “reaching for yield” in U.S. corporate bond mutual funds. We define reaching for yield as tilting portfolios toward bonds with yields...

Financial Frictions and the Stock Price Reaction to Monetary Policy

Ali K Ozdagli.

in The Review of Financial Studies

October 2018; p ublished online September 2017 .

Journal Article. Subjects: Corporate Governance; Economics; Money and Interest Rates; Monetary Policy, Central Banking, and the Supply of Money and Credit. 20816 words.

Abstract

I show that the stock prices of firms subject to greater information frictions have a weaker reaction to monetary policy. The claim is robust to a...

Lending Standards over the Credit Cycle

Giacomo Rodano, Nicolas Serrano-Velarde and Emanuele Tarantino.

in The Review of Financial Studies

August 2018; p ublished online April 2018 .

Journal Article. Subjects: Prices, Business Fluctuations, and Cycles; Money and Interest Rates; Banking. 17991 words.

Abstract

We analyze how firms’ segmentation into credit classes affects the lending standards applied by banks to small and medium enterprises over the cycle....