Dictionnaire français - anglais

investissement et financement - iate.europa.eu
investissement et financement - iate.europa.eu
On the information in the interest rate term structure and option prices’, review of derivatives research... In this paper, we examine whether this information in cap and swaption prices is consistent with realized movements of the interest rate term structure....
général - core.ac.uk - PDF: citeseerx.ist.psu.edu
A two-factor interest rate term structure minimal market model... This paper derives a new two factor interest rate term structure model....
On the information in the interest rate term structure and option pricesWe examine whether the information in cap and swaption prices is consistent with realized movements of the interest rate term structure....
Interest rate term structure modelling...background.Finance Interest rate Term structure Arbitrage pricing theory
Macroeconomic releases and the interest rate term structure...extract two systematic economic factors from a wide array of noisy and sparsely observed macroeconomic releases, and link the dynamics and market prices of the two factors to the interest rate term structure....
courbe de rendements
investissement et financement - iate.europa.eu
risque de taux dintérêt (risque de la courbe de rendements, risque de refixing).

interest rate risk (yield curve risk, repricing risk).

général - eur-lex.europa.eu
Keywords : courbe de rendements; Nelson-Siegel; Svensson; régression Kernel; polynômes locaux; super-lisseur de Friedmann; polynômes trigonométriques; réseaux neuronaux.

Keywords : yield curves; Nelson-Siegel; Svensson; Kernel regression; smooth splines; local polynomials; Friedmann supersmoother; trigonometric polynomials; artificial neuronal networks.

général - CCMatrix (Wikipedia + CommonCrawl)
Cet assouplissement se reflète dans l'ensemble de la courbe de rendements et dans une vaste gamme de prix d'actifs, dont le dollar canadien.

This easing is reflected across the yield curve and in a wide range of asset prices, including the Canadian dollar.

général - CCMatrix (Wikipedia + CommonCrawl)
Cet assouplissement se reflète dans l’ensemble de la courbe de rendements et dans une vaste gamme de prix d’actifs, dont le dollar canadien.

This easing is reflected across the yield curve and in a wide range of asset prices, including the Canadian dollar.

général - CCMatrix (Wikipedia + CommonCrawl)
Cet assouplissement se reflète dans l'ensemble de la courbe de rendements et dans une vaste gamme de prix d'actifs, dont le dollar canadien.

This easing is reflected across the yield curve and in a wide range of asset prices, including the Canadian dollar.

général - CCMatrix (Wikipedia + CommonCrawl)
Asymmetric effects of monetary policy: evidence from the yield curve
... Nous reconsidérons ici les effets asymétriques des chocs monétaires dans le contexte d'une petite économie ouverte en utilisant l'information de la courbe de rendements pour mesurer l'état de la politique monétaire domestique, tout en permettant à des facteurs réels et monétaires extérieurs d'influencer asymétriquement la...
... In this paper, we reconsider the asymmetric effects of monetary shocks in the context of a small open economy using information from the yield curve to measure the stance of domestic monetary policy, while allowing both real and monetary foreign shocks to have asymmetric effects on output....
politique tarifaire - core.ac.uk - PDF: www.unites.uqam.ca
Jel classification: g21... We also find that the loan yield curve becomes steeper with banks’ increasing use of short-term funding....
investissement et financement / finances de l'union européenne / institutions financières et crédit - core.ac.uk - PDF: northernfinance.org
Essays on macroeconomic risks and stock prices... The model generates a price of inflation risk consistent with my empirical estimates, while simultaneously matching the joint dynamics of consumption and inflation, the aggregate equity premium, and the level and slope of the yield curve....
 PDF: core.ac.uk

Publications scientifiques

Modeling and forecasting canadian yield curve with macroeconomic determinantsTerm structure of interest rates is crucial for pricing bonds and managing financial risks....
analyse économique / système d'exploitation agricole / marché du travail - core.ac.uk - PDF: summit.sfu.ca
Maturity structure of term premia with time-varying expected returns... Treasury yield curve data from 1953-91, allowing expected returns to vary across time....
analyse économique - core.ac.uk - PDF: www.bostonfed.org
A polynomial term structure model with macroeconomic variablesRecently, a myriad of factor models including macroeconomic variables have been proposed to analyze the yield curve....
analyse économique - core.ac.uk - PDF: doaj.org

Exemples français - anglais

structure économique - acta.es
environnement / sciences naturelles et appliquées - iate.europa.eu
environnement / sciences naturelles et appliquées - iate.europa.eu
[...]

Traductions en contexte français - anglais

La sécurité, comme la plupart des choses, a une courbe de rendements décroissants par rapport aux coûts.

Security, like most things, has a bend of diminishing returns versus cost.

général - CCMatrix (Wikipedia + CommonCrawl)
La sécurité, comme la plupart des choses, a une courbe de rendements décroissants par rapport aux coûts.

Security, like most things, has a curve of diminishing returns versus cost.

général - CCMatrix (Wikipedia + CommonCrawl)


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