Predicting Turning Points in the Interest Rate Cycle

Coons James W.

ISBN 10: 1138887986 / ISBN 13: 9781138887985

Edité par Taylor & Francis Group, 2015

A propos de cet article

pp. 136.

N° de réf. du vendeur 18323872350

Détails bibliographiques

• Titre: Predicting Turning Points in the Interest Rate Cycle
• Éditeur: Taylor & Francis Group
• Date de parution: 2015
• Langue: anglais
• ISBN à 10 chiffres: 1138887986
• ISBN à 13 chiffres: 9781138887985
• Reliure: Couverture rigide
• État de l'article: New

A propos de ce titre

Synopsis

Originally published in 1994 and the recipient of the Stonier Library Award, this volume evaluates an alternative approach - the sequential filter- to managing the uncertainty inherent in the future course of the interest rate cycle. The specific hypothesis is that the sequential filter can produce valuable signals of cyclical peaks and troughs in interest rates. The analysis focusses on US interest rates from April 1953 to December 1988.

À propos de l?auteur

James W. Coons