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01569cas a2200241 a 4500 |
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AALejournalIMF004511 |
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|c 5.00 USD
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|z 9781451853759
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|a 1018-5941
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|a BD-DhAAL
|c BD-DhAAL
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|a Svensson, Lars.
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|a Estimating and Interpreting Forward Interest Rates :
|b Sweden 1992-1994 /
|c Lars Svensson.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 1994.
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|a 1 online resource (76 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a The use of forward interest rates as a monetary policy indicator is demonstrated, using Sweden 1992-1994 as an example. The forward rates are interpreted as indicating market expectations of the time-path of future interest rates, future inflation rates, and future currency depreciation rates. They separate market expectations for the short-, medium-, and long-term more easily than the standard yield curve. Forward rates are estimated with an extended and more flexible version of Nelson and Siegel's functional form.
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|a Mode of access: Internet
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|a IMF Working Papers; Working Paper ;
|v No. 1994/114
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/1994/114/001.1994.issue-114-en.xml
|z IMF e-Library
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