'Pure expectations hypothesis' diaporamas de présentation

FINC4101 Investment Analysis

FINC4101 Investment Analysis. Instructor: Dr. Leng Ling Topic: Term Structure Analysis. Learning objectives. Define term structure of interest rates and yield curve. Explain the purpose of theories of the term structure Describe the expectations theory and discuss its implications.

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CHAPTER 6 Interest Rates

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CHAPTER 6 Interest Rates

CHAPTER 6 Interest Rates. Determinants of interest rates The term structure and yield curves Investing overseas. Why are these rates different?. 3-month Treasury Bill 4.92% 5-year Treasury Note 4.71% 5-year AAA Corporate Bond 5.26% 10-year Treasury bond 4.77%

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CHAPTER 6 Interest Rates

CHAPTER 6 Interest Rates. Determinants of interest rates The term structure and yield curves Investing overseas. Why are these rates different?. 3-month Treasury Bill 5.15% 5-year Treasury Note 4.71% 5-year A Corporate Bond 5.33% 10-year Treasury bond 4.83%

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Term Structure of Interest Rates

Term Structure of Interest Rates. For 9.220, Term 1, 2002/03 02_Lecture7.ppt. Outline. Introduction Term Structure Definitions Pure Expectations Theory Liquidity Premium Theory Interpreting the term structure Projecting future bond prices Summary and Conclusions. Introduction.

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