Introduction of a New Conceptual Framework for Government Debt Management With a Special Emphasis on Modeling the Term Structure Dynamics /
Against the background of the financial-cum-sovereign debt crisis, government debt managers are currently faced by a challenging environment. One key element in that respect is the analysis and forecast of interest rates, which is important for achieving the strategic objective of low borrowing cost...
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| Format: | Electronic |
| Language: | English |
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Wiesbaden :
Springer Fachmedien Wiesbaden : Imprint: Springer Gabler,
2013.
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| Series: | Empirische Finanzmarktforschung/Empirical Finance
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| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-658-00918-2 |
Table of Contents:
- Core assumptions underlying the micro portfolio approach to public debt management
- A public finance framework for long-term sovereign funding decisions
- Recommendations for broader debt management objectives
- A new approach to model the shape and dynamics of the term structure of interest rates
- Stochastic modeling of the term structure dynamics
- Empirical validation of term structure simulations.