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Monetary policy, the banking system, and short-term money instruments /Uesugi, Iichiro, January 2000 (has links)
Thesis (Ph. D.)--University of California, San Diego, 2000. / Vita. Includes bibliographical references.
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The development of a non-reading inventory the Cannon picture interest /Cannon, Bonnie. McDaniel, Randall Scot, January 2009 (has links)
Thesis (Ph. D.)--Auburn University, Rehabilitation and Special Education. / Abstract. Vita. Includes bibliographical references (p. 82-104).
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Real exchange rates and real interest rates during liberalization, boom, and crisis the cases of Uruguay and Chile, 1976-82 /Viana Martorell, Luis, January 1987 (has links)
Thesis (Ph. D.)--University of Chicago, 1987. / Includes bibliographical references (leaves 109-112).
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Essays in equilibrium asset pricingBoudoukh, Jacob. January 1991 (has links)
Thesis (Ph. D.)--Stanford University, 1991. / Includes bibliographical references (leaves 174-185).
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The Hong Kong Government's interest rate policy a political and economic perspective /Tse, Ching-biu, Alan. January 1986 (has links)
Thesis (M.Soc.Sc.)--University of Hong Kong, 1986. / Also available in print.
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Conflict of Interest and Corruption in the StatesChapman, Brian Curtis 01 May 2014 (has links)
This dissertation creates a typology of conflict of interest laws, rules and policies implemented and practiced in all 50 state legislatures. The research identifies characteristics of conflict of interest regimes and suggests relationships between these characteristics and public corruption. If finds that the political culture of a state, and the professionalism of the legislature, influence the definition of what constitutes a legislative conflict of interest, thereby sanctioning some conflict of interest regimes to engage in greater self profit of its members than other regimes.
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The term structure of interest rates in ItalyMasera, R. S. January 1969 (has links)
No description available.
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Modelling the short term interest with stochastic differential equation in continuous time: linear versus non-linear modeThaba, Lethabo Jane 10 June 2014 (has links)
M.Com. (Financial Economics) / Recently, there has been a growth in the bond market. This growth has brought with it an ever-increasing volume and range of interest rate depended derivative products known as interest rate derivatives. Amongst the variables used in pricing these derivative products is the short-term interest rate. A numbers of short-term interest rate models that are used to fit the short-term interest rate exist. Therefore, understanding the features characterised by various short-term interest rate models, and determining the best fitting models is crucial as this variable is fundamental in pricing interest rate derivatives, which further determine the decision making of economic agents. This dissertation examines various short-term interest rate models in continuous time in order to determine which model best fits the South African short-term interest rates. Both the linear and nonlinear short-term interest rate models were estimated. The methodology adopted in estimating the models was parametric approach using Quasi Maximum Likelihood Estimation (QMLE). The findings indicate that nonlinear models seem to fit the South African short-term interest rate data better than the linear models
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Public interest litigation as practiced by South African human rights NGOs: any lessons for Ethiopia?Badwaza, Yoseph Mulugeta January 2005 (has links)
Magister Legum - LLM / This study explored the various forms public interest litigation takes in various legal systems, focusing on the practice in South Africa. An examination of the relevant legal regime in Ethiopia was made with a view to assessing its adequacy to cater for public interest actions and coming up with possible recommendations. Apart from the analysis of the adequacy of the legal framework, an attempt was made to identify other factors that may pose a challenge to the introduction of the system in Ethiopia. / South Africa
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Essays on the Causal Relationship Between Short-Term and Long-Term Interest RatesRahimi, Azadeh January 2014 (has links)
This thesis is about the causal relationship between interest rates. In chapter 1, with the help of time-series econometrics and by applying linear Granger causality tests based on the Toda-Yamamoto approach, the linear causality directions between the federal funds rate and five different interest rates during the last seven business cycles in the U.S. are investigated. We also examine the linear Granger causality directions between the overnight rate and five other interest rates during the last three business cycles in Canada.
In chapter 2, the Diks and Panchenko Granger causality test is applied to explore the nonlinear causality effects between the short-term and long-term interest rates. By combining nonlinear causality effects with the linear ones which are found in the first chapter, it is seen that during the related periods in the U.S. and Canada, the most common Granger causality direction between short-term and long-term interest rates is a bidirectional one. Moreover, our findings show that during recent periods, the federal funds rate and overnight rate Granger cause other interest rates significantly.
In chapter 3, the rolling window strategy is employed to detect the linear and nonlinear Granger causality relationship between the federal funds rate and the 10-year government bond rate, during different time horizons, investigating whether these causalities change with the passing of time. Our findings show that during different time horizons, there is a significant two-way Granger causality relationship between these interest rates.
Although we have a different interpretation of the existence of bidirectional causation between short-term and long-term interest rates, this conclusion provides some support to some post-Keynesian structuralists viewpoints like Pollin (2008). However, Pollin's claim indicating that with the passing of time the significant causality effects of the federal funds rate to the market rates becomes insignificant is not supported by the current thesis findings because our results demonstrate that these causality effects have not been diminishing over the most recent business cycles.
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