Discover the BGM Model's role in pricing interest rate derivatives using LIBOR rates. Learn its applications, advantages, and insights for swaptions and caplets.
Learn how interest sensitive stocks fluctuate with interest rates. Discover examples and why these stocks are important for ...
We study the impact of climate policy on the long-run real interest rate in a tractable climate-economy model based on the work of Golosov et al. (2014). When the growth rate of the carbon tax exceeds ...
U.S. Treasury rates in the long-end of the curve appear 100 basis points too high relative to fundamentals. Even if interest rate levels were appropriate, macroeconomic and geopolitical risks abound.
U.S. inflation has remained below the Fed’s 2% goal for over 10 years, averaging about 1.5%. One contributing factor may be the impact from a higher probability of future monetary policy being ...
The Federal Reserve recently cut interest rates for the first time in four years. Interest rate cuts make mortgage, automobile and other loans more affordable. Economists expect more interest rate ...
As we enter 2024, the financial landscape continues to be shaped by high-interest rates, a scenario that could significantly impact various sectors of the economy. Read on to find out which sectors ...
The Federal Reserve on Thursday made its second rate cut of this year, with the decision coming less than two months after the central bank's surprise jumbo cut in September. The Fed shaved borrowing ...
Aimee Picchi is the associate managing editor for CBS MoneyWatch, where she covers business and personal finance. She previously worked at Bloomberg News and has written for national news outlets ...