Treasury bond interest rate forecasts
[DOC File]Comparing Government Real GDP Forecast Loss Functions
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Data on real GDP growth and the forecasts comes from CBO (2010). The crude oil price used is the December value for West Texas Intermediate deflated by the December CPI. The December ten-year Treasury bond rate is used as the interest rate. This data comes from FRED2 at the Federal Reserve Bank of St. Louis.
[DOC File]Chapters 1&2 - Investments, Investment Markets, and ...
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Required rate of return – discount rate, i/y. 2. Interest rate risk: price risk vs. reinvestment risk. Interest rate price risk: risk that the bond price will fall if interest rates rise . Interest rate reinvestment risk: risk that reinvestment value will fall if interest rates drop. 3. Bond rating. 4. Bond …
[DOCX File]Valuation: Measuring and Managing the ... - Wharton Finance
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Using FRED data, determine the yield-to-maturity as of January 1, 2010. Next, type “GS10” in the database search box, which is the Series ID for a comparable 10-Year Treasury. What is the yield-to-maturity for the 10-year Treasury bond as of January 1, 2010? What is the inflation rate …
[DOC File]1)
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IN CLASS WORK ECONOMICS 331. Using supply and demand curves for the market for both the U.S bond market (which includes corporate and treasury bonds) and the U.S market for loanable funds, explain what might happen (or is happening), ceteris paribus, to bond prices and the interest rate when you see the following (actual) articles in the papers:
Chapter 13
interest rate spread (c, moderate) 10. The federal agency most involved with the money supply and interest rates is . a. the Treasury Department. b. the Federal Reserve . c. the Department of Commerce. d. the U. S. Mint (b, easy) 11. Which of the following statements concerning the stock market and the economy is true?
[DOC File]THE CAUSES AND CONSEQUENCES OF REGULATORY RISK
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For the US, Carleton and Harlow (1993) provide monthly estimates of the expected rate of return of the equity market using a single stage Dividend Growth Model, incorporating the mean 5 year EPS growth rate forecasts by analysts. The market expected returns are based upon forecasts for individual companies in the S&P 500 index.
[DOC File]New York University
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•The cost of equity was estimated from a Bloomberg “adjusted” beta of 1.2, a “normal” treasury bond rate (because you feel that today’s interest rates are too low and will go up) , the Ibbotson Equity Risk Premium (for the United States) of 5% and adding a Ibbotson small cap premium of 3%.
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