Interest Rate Modeling and Forecasting in India
Published By: | Published Date: July, 23 , 2004The interest rate is a key financial variable that affects decision of consumers, businesses, financial institutions, professional investors and policymakers. Timely forecast of interest rates can therefore provide valuable information to financial market participants and policymakers. The objective of this study is to develop models to forecast short term and long term rates. The study develops univariate and multivariate models to forecast these rates.
Author(s): Pami Dua | Posted on: Jun 13, 2008 | Views(2800) | Download (1000)