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Developments in Macro-Finance Yield Curve Modelling / (Record no. 36983)

MARC details
000 -LEADER
fixed length control field 02292nam a22003497a 4500
001 - CONTROL NUMBER
control field sulb-eb0015139
003 - CONTROL NUMBER IDENTIFIER
control field BD-SySUS
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20160405134115.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 130320s2014||||enk o ||1 0|eng|d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781107045149 (ebook)
Canceled/invalid ISBN 9781107044555 (hardback)
Canceled/invalid ISBN 9781316623169 (paperback)
040 ## - CATALOGING SOURCE
Original cataloging agency UkCbUP
Language of cataloging eng
Description conventions rda
Transcribing agency UkCbUP
Modifying agency BD-SySUS.
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG230.3
Item number .D486 2014
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.4/6
Edition number 23
245 00 - TITLE STATEMENT
Title Developments in Macro-Finance Yield Curve Modelling /
Statement of responsibility, etc. edited by Jagjit S. Chadha, Alain C. J. Durré, Michael A. S. Joyce, Lucio Sarno.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture Cambridge :
Name of producer, publisher, distributor, manufacturer Cambridge University Press,
Date of production, publication, distribution, manufacture, or copyright notice 2014.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (570 pages) :
Other physical details digital, PDF file(s).
490 0# - SERIES STATEMENT
Series statement Macroeconomic Policy Making
500 ## - GENERAL NOTE
General note Title from publisher's bibliographic system (viewed on 04 Apr 2016).
520 ## - SUMMARY, ETC.
Summary, etc. Changes in the shape of the yield curve have traditionally been one of the key macroeconomic indicators of a likely change in economic outlook. However, the recent financial crises have created a challenge to the management of monetary policy, demanding a revision in the way that policymakers model expected changes in the economy. This volume brings together central bank economists and leading academic monetary economists to propose new methods for modelling the behaviour of interest rates. Topics covered include: the analysis and extraction of expectations of future monetary policy and inflation; the analysis of the short-term dynamics of money market interest rates; the reliability of existing models in periods of extreme market volatility and how to adjust them accordingly; and the role of government debt and deficits in affecting sovereign bond yields and spreads. This book will interest financial researchers and practitioners as well as academic and central bank economists.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Monetary policy
Topical term or geographic name as entry element Macroeconomics
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Chadha, Jagjit S.,
Relator term editor.
Personal name Durré, Alain C. J.,
Relator term editor.
Personal name Joyce, Michael A. S.,
Relator term editor.
Personal name Sarno, Lucio,
Relator term editor.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Print version:
International Standard Book Number 9781107044555
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Macroeconomic Policy Making.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://dx.doi.org/10.1017/CBO9781107045149">http://dx.doi.org/10.1017/CBO9781107045149</a>
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Koha item type

No items available.