Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E4: Money and Interest Rates
/ / / E43: Interest Rates: Determination, Term Structure, and Effects

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Forecasting Economic Activity Using Financial Variables
2. Monetary Theory

2022

• Coenen, Günter & Montes-Galdón, Carlos & Saint Guilhem, Arthur & Hutchinson, John & Motto, Roberto, 2022, "Rate forward guidance in an environment of large central bank balance sheets: a Eurosystem stock-taking assessment," Occasional Paper Series, European Central Bank, number 290, Mar.
• Boucinha, Miguel & Burlon, Lorenzo & Corsi, Marco & della Valle, Guido & Eisenschmidt, Jens & Pool, Sebastiaan & Schumacher, Julian & Vergote, Olivier & Marmara, Iwona, 2022, "Two-tier system for remunerating excess reserve holdings," Occasional Paper Series, European Central Bank, number 302, Sep.
• Corsi, Marco & Mudde, Yvo, 2022, "The use of the Eurosystem’s monetary policy instruments and its monetary policy implementation framework in 2020 and 2021," Occasional Paper Series, European Central Bank, number 304, Sep.
• Motto, Roberto & Özen, Kadir, 2022, "Market-stabilization QE," Working Paper Series, European Central Bank, number 2640, Feb.
• Barbiero, Francesca & Schepens, Glenn & Sigaux, Jean-David, 2022, "Liquidation value and loan pricing," Working Paper Series, European Central Bank, number 2645, Feb.
• Carboni, Giacomo & Ellison, Martin, 2022, "Preferred habitat and monetary policy through the looking-glass," Working Paper Series, European Central Bank, number 2697, Aug.
• Avignone, Giuseppe & Girardone, Claudia & Pancaro, Cosimo & Pancotto, Livia & Reghezza, Alessio, 2022, "Making a virtue out of necessity: the effect of negative interest rates on bank cost efficiency," Working Paper Series, European Central Bank, number 2718, Sep.
• Cooperman, Harry & Duffie, Darrell & Luck, Stephan & Wang, Zachry & Yang, Yilin (David), 2022, "Bank Funding Risk, Reference Rates, and Credit Supply," Research Papers, Stanford University, Graduate School of Business, number 4066, Dec.
• Tri Wahyu Adi & Eri Prabowo & Oetami Prasadjaningsih, 2022, "Influence of Electricity Consumption of Industrial and Business, Electricity Price, Inflation and Interest Rate on GDP and Investments in Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 3, pages 331-340, May.
• Merike Kukk & Natalia Levenko, 2022, "Interest rate spreads in Estonia: different stories for different types of loan," Bank of Estonia Working Papers, Bank of Estonia, number wp2022-7, Nov, revised 09 Nov 2022, DOI: 10.23656/25045520/072022/0197.
• Bhatta, Guna Raj & Nepal, Rabindra & Harvie, Charles & Jayanthakumaran, Kankesu, 2022, "Testing for the uncovered interest parity condition in a small open economy: A state space modelling approach," Journal of Asian Economics, Elsevier, volume 82, issue C, DOI: 10.1016/j.asieco.2022.101525.
• Eskandari, Ruhollah & Zamanian, Morteza, 2022, "Cost of carry, financial constraints, and dynamics of corporate cash holdings," Journal of Corporate Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jcorpfin.2022.102216.
• Guo, Bin & Huang, Fuzhe & Li, Kai, 2022, "Time to build and bond risk premia," Journal of Economic Dynamics and Control, Elsevier, volume 136, issue C, DOI: 10.1016/j.jedc.2021.104080.
• Keister, Todd & Monnet, Cyril, 2022, "Central bank digital currency: Stability and information," Journal of Economic Dynamics and Control, Elsevier, volume 142, issue C, DOI: 10.1016/j.jedc.2022.104501.
• Gouriéroux, C. & Monfort, A. & Renne, J.-P., 2022, "Required Capital for Long-Run Risks," Journal of Economic Dynamics and Control, Elsevier, volume 144, issue C, DOI: 10.1016/j.jedc.2022.104502.
• Sunal, Onur, 2022, "The efficiency of primary sovereign bond markets in Turkey: The so-called Fisher puzzle reconsidered," Economic Analysis and Policy, Elsevier, volume 73, issue C, pages 255-261, DOI: 10.1016/j.eap.2021.12.002.
• Ghosh, Saurabh & Gopalakrishnan, Pawan & Ranjan, Abhishek, 2022, "Technology shocks, banking sector policy, and the trade-off between firms and households," Economic Analysis and Policy, Elsevier, volume 75, issue C, pages 664-688, DOI: 10.1016/j.eap.2022.06.013.
• Zhang, Yulian & Hamori, Shigeyuki, 2022, "A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy," Economic Analysis and Policy, Elsevier, volume 76, issue C, pages 182-203, DOI: 10.1016/j.eap.2022.08.004.
• Park, Kwangyong, 2022, "The excess sensitivity of long-term interest rates and central bank credibility," Economic Modelling, Elsevier, volume 106, issue C, DOI: 10.1016/j.econmod.2021.105708.
• Ruppert, Kilian & Stähler, Nikolai, 2022, "What drives the German current account? Household savings, capital investments and public policies," Economic Modelling, Elsevier, volume 108, issue C, DOI: 10.1016/j.econmod.2022.105769.
• André, Christophe & Caraiani, Petre & Călin, Adrian Cantemir & Gupta, Rangan, 2022, "Can monetary policy lean against housing bubbles?," Economic Modelling, Elsevier, volume 110, issue C, DOI: 10.1016/j.econmod.2022.105801.
• Arce-Alfaro, Gabriel & Blagov, Boris, 2022, "Financial integration or financial fragmentation? A euro area perspective," Economic Modelling, Elsevier, volume 114, issue C, DOI: 10.1016/j.econmod.2022.105902.
• Dang, Van Dan & Huynh, Japan, 2022, "Monetary policy and bank performance: The role of business models," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101602.
• Aharon, David Y. & Umar, Zaghum & Aziz, Mukhriz Izraf Azman & Vo, Xuan vinh, 2022, "COVID-19 related media sentiment and the yield curve of G-7 economies," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101678.
• Hong, Zhiwu & Niu, Linlin & Zhang, Chen, 2022, "Affine arbitrage-free yield net models with application to the euro debt crisis," Journal of Econometrics, Elsevier, volume 230, issue 1, pages 201-220, DOI: 10.1016/j.jeconom.2021.11.002.
• Christensen, Jens H.E. & Spiegel, Mark M., 2022, "Monetary reforms and inflation expectations in Japan: Evidence from inflation-indexed bonds," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 410-431, DOI: 10.1016/j.jeconom.2021.10.007.
• Caggese, Andrea & Pérez-Orive, Ander, 2022, "How stimulative are low real interest rates for intangible capital?," European Economic Review, Elsevier, volume 142, issue C, DOI: 10.1016/j.euroecorev.2021.103987.
• Canetg, Fabio & Kaufmann, Daniel, 2022, "Overnight rate and signalling effects of central bank bills," European Economic Review, Elsevier, volume 143, issue C, DOI: 10.1016/j.euroecorev.2022.104060.
• Li, Zehao, 2022, "Financial intermediary leverage and monetary policy transmission," European Economic Review, Elsevier, volume 144, issue C, DOI: 10.1016/j.euroecorev.2022.104080.
• Fanelli, Luca & Marsi, Antonio, 2022, "Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks," European Economic Review, Elsevier, volume 150, issue C, DOI: 10.1016/j.euroecorev.2022.104281.
• Azad, Nahiyan Faisal & Serletis, Apostolos, 2022, "Spillovers of U.S. monetary policy uncertainty on inflation targeting emerging economies," Emerging Markets Review, Elsevier, volume 51, issue PA, DOI: 10.1016/j.ememar.2021.100875.
• Cevik, Serhan & Jalles, João Tovar, 2022, "This changes everything: Climate shocks and sovereign bonds⁎," Energy Economics, Elsevier, volume 107, issue C, DOI: 10.1016/j.eneco.2022.105856.
• Umar, Zaghum & Aharon, David Y. & Esparcia, Carlos & AlWahedi, Wafa, 2022, "Spillovers between sovereign yield curve components and oil price shocks," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105963.
• Karahan, Cenk C. & Soykök, Emre, 2022, "Term premium dynamics in an emerging market: Risk, liquidity, and behavioral factors," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102355.
• Zaremba, Adam & Kizys, Renatas & Aharon, David Y. & Umar, Zaghum, 2022, "Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102042.
• Girotti, Mattia & Nguyen, Benoît & Sahuc, Jean-Guillaume, 2022, "A tiering rule to balance the impact of negative policy rates on banks," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102589.
• Chen, Qianying & Katagiri, Mitsuru & Surti, Jay, 2022, "Monetary surprises and bank equity valuation with prolonged low interest rates," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102608.
• Su, Hao & Ying, Chengwei & Zhu, Xiaoneng, 2022, "Disaster risk matters in the bond market," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2022.102764.
• Indriawan, Ivan & Jiao, Feng & Tse, Yiuman, 2022, "Price discovery between forward-looking SOFR and LIBOR," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102797.
• Ghosh, Saibal, 2022, "Financial inclusion and banking stability: Does interest rate repression matter?," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103205.
• Park, Yang-Ho, 2022, "Spread position as a leading economic indicator," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2021.100681.
• Takaoka, Sumiko & Takahashi, Koji, 2022, "Corporate debt and unconventional monetary policy: The risk-taking channel with bond and loan contracts," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.101013.
• Kreamer, Jonathan, 2022, "Financial intermediation and the supply of liquidity," Journal of Financial Stability, Elsevier, volume 61, issue C, DOI: 10.1016/j.jfs.2022.101024.
• de Ferra, Sergio & Mallucci, Enrico, 2022, "Sovereign risk matters: Endogenous default risk and the time-varying volatility of interest rate spreads," Journal of International Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.jinteco.2021.103542.
• Gilchrist, Simon & Wei, Bin & Yue, Vivian Z. & Zakrajšek, Egon, 2022, "Sovereign risk and financial risk," Journal of International Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.jinteco.2022.103603.
• Johri, Alok & Khan, Shahed & Sosa-Padilla, César, 2022, "Interest rate uncertainty and sovereign default risk," Journal of International Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.jinteco.2022.103681.
• Bratsiotis, George J. & Theodoridis, Konstantinos, 2022, "Precautionary liquidity shocks, excess reserves and business cycles," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2022.101518.
• Cho, Sungjun & Hyde, Stuart & Liu, Liu, 2022, "The yen–dollar risk premium: A story of regime shifts in bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101531.
• Long, Shaobo & Zhang, Rui & Hao, Jing, 2022, "Asymmetric impact of Sino-US interest rate differentials and economic policy uncertainty ratio on RMB exchange rate," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101570.
• Berardi, Andrea & Plazzi, Alberto, 2022, "Dissecting the yield curve: The international evidence," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106286.
• Christensen, Jens H.E. & Gillan, James M., 2022, "Does quantitative easing affect market liquidity?," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106349.
• Dal Borgo, Mariela, 2022, "Internal models for deposits: Effects on banks' capital and interest rate risk of assets," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2020.105940.
• Morales, Paola & Osorio, Daniel & Lemus, Juan S. & Sarmiento, Miguel, 2022, "The internationalization of domestic banks and the credit channel of monetary policy," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106317.
• Kurtzman, Robert & Luck, Stephan & Zimmermann, Tom, 2022, "Did QE lead banks to relax their lending standards? Evidence from the Federal Reserve’s LSAPs," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2018.08.009.
• Aramonte, Sirio & Lee, Seung Jung & Stebunovs, Viktors, 2022, "Risk taking and low longer-term interest rates: Evidence from the U.S. syndicated term loan market," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2019.02.010.
• Backwell, Alex & Hayes, Joshua, 2022, "Expected and Unexpected Jumps in the Overnight Rate: Consistent Management of the Libor Transition," Journal of Banking & Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jbankfin.2022.106669.
• Nasir, Muhammad Ali & Wu, Junjie & Howes, Cameron & Ripley, Helen, 2022, "Asymmetric nexus between wages and productivity in the context of the global financial crisis," Journal of Economic Behavior & Organization, Elsevier, volume 198, issue C, pages 164-175, DOI: 10.1016/j.jebo.2022.04.001.
• van Binsbergen, Jules H. & Diamond, William F. & Grotteria, Marco, 2022, "Risk-free interest rates," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 1-29, DOI: 10.1016/j.jfineco.2021.06.012.
• Dahlquist, Magnus & Pénasse, Julien, 2022, "The missing risk premium in exchange rates," Journal of Financial Economics, Elsevier, volume 143, issue 2, pages 697-715, DOI: 10.1016/j.jfineco.2021.07.001.
• Altavilla, Carlo & Burlon, Lorenzo & Giannetti, Mariassunta & Holton, Sarah, 2022, "Is there a zero lower bound? The effects of negative policy rates on banks and firms," Journal of Financial Economics, Elsevier, volume 144, issue 3, pages 885-907, DOI: 10.1016/j.jfineco.2021.06.032.
• Drechsler, Itamar & Savov, Alexi & Schnabl, Philipp, 2022, "How monetary policy shaped the housing boom," Journal of Financial Economics, Elsevier, volume 144, issue 3, pages 992-1021, DOI: 10.1016/j.jfineco.2021.06.039.
• Ermolov, Andrey, 2022, "Time-varying risk of nominal bonds: How important are macroeconomic shocks?," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 1-28, DOI: 10.1016/j.jfineco.2022.04.003.
• Karnaukh, Nina & Vokata, Petra, 2022, "Growth forecasts and news about monetary policy," Journal of Financial Economics, Elsevier, volume 146, issue 1, pages 55-70, DOI: 10.1016/j.jfineco.2022.07.001.
• Pflueger, Carolin & Rinaldi, Gianluca, 2022, "Why does the Fed move markets so much? A model of monetary policy and time-varying risk aversion," Journal of Financial Economics, Elsevier, volume 146, issue 1, pages 71-89, DOI: 10.1016/j.jfineco.2022.06.002.
• Moench, Emanuel & Soofi-Siavash, Soroosh, 2022, "What moves treasury yields?," Journal of Financial Economics, Elsevier, volume 146, issue 3, pages 1016-1043, DOI: 10.1016/j.jfineco.2022.04.001.
• Schmeling, Maik & Schrimpf, Andreas & Steffensen, Sigurd A.M., 2022, "Monetary policy expectation errors," Journal of Financial Economics, Elsevier, volume 146, issue 3, pages 841-858, DOI: 10.1016/j.jfineco.2022.09.005.
• El-Shagi, Makram & Tochkov, Kiril, 2022, "Shadow of the colossus: Euro area spillovers and monetary policy in Central and Eastern Europe," Journal of International Money and Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jimonfin.2021.102501.
• Brubakk, Leif & ter Ellen, Saskia & Robstad, Ørjan & Xu, Hong, 2022, "The macroeconomic effects of forward communication," Journal of International Money and Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jimonfin.2021.102536.
• Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2022, "The credit spread curve distribution and economic fluctuations in Japan," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102582.
• Murphy, Daniel & Walsh, Kieran James, 2022, "Government spending and interest rates," Journal of International Money and Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jimonfin.2022.102598.
• Molyneux, Philip & Pancotto, Livia & Reghezza, Alessio & Rodriguez d'Acri, Costanza, 2022, "Interest rate risk and monetary policy normalisation in the euro area," Journal of International Money and Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jimonfin.2022.102624.
• Picault, Matthieu & Pinter, Julien & Renault, Thomas, 2022, "Media sentiment on monetary policy: Determinants and relevance for inflation expectations," Journal of International Money and Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jimonfin.2022.102626.
• Dufrénot, Gilles & Rhouzlane, Meryem & Vaccaro-Grange, Etienne, 2022, "Potential growth and natural yield curve in Japan," Journal of International Money and Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jimonfin.2022.102628.
• Neely, Christopher J., 2022, "How persistent are unconventional monetary policy effects?," Journal of International Money and Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jimonfin.2022.102653.
• Kilian, Lutz & Zhou, Xiaoqing, 2022, "Oil prices, exchange rates and interest rates," Journal of International Money and Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jimonfin.2022.102679.
• Moreno Badia, Marialuz & Medas, Paulo & Gupta, Pranav & Xiang, Yuan, 2022, "Debt is not free," Journal of International Money and Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jimonfin.2022.102654.
• Lee, Seungyoon & Bowdler, Christopher, 2022, "International spillovers from US monetary policy: Evidence from Asian bank-level data," Journal of International Money and Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jimonfin.2022.102677.
• Djeutem, Edouard & Dunbar, Geoffrey R., 2022, "Uncovered return parity: Equity returns and currency returns," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102706.
• Ferreira, Leonardo N., 2022, "Forward guidance matters: Disentangling monetary policy shocks," Journal of Macroeconomics, Elsevier, volume 73, issue C, DOI: 10.1016/j.jmacro.2022.103423.
• Gupta, Rangan & Pierdzioch, Christian & Salisu, Afees A., 2022, "Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102662.
• Valadkhani, Abbas & Nguyen, Jeremy & Chiah, Mardy, 2022, "When is gold an effective hedge against inflation?," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103009.
• Ampudia, Miguel & Van den Heuvel, Skander J., 2022, "Monetary Policy and Bank Equity Values in a Time of Low and Negative Interest Rates," Journal of Monetary Economics, Elsevier, volume 130, issue C, pages 49-67, DOI: 10.1016/j.jmoneco.2022.05.006.

2021

• Bent Jesper Christensen & Mads Markvart Kjær & Bezirgen Veliyev, 2021, "The incremental information in the yield curve about future interest rate risk," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-11, Jul.
• Salman Huseynov, 2021, "Long and short memory in dynamic term structure models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-15, Dec.
• Benedict, Arthur & Kinya Gitonga, Jackline & Serwaa Agyeman, Annette & Tutu Kyei, Baffour, 2021, "Financial determinants of SMEs performance. Evidence from Kenya leather industry," Small Business International Review, Asociación Española de Contabilidad y Administración de Empresas - AECA, volume 5, issue 2, pages 389-389, September, DOI: 10.26784/sbir.v5i2.389.
• Firmin Doko Tchatoka & Qazi Haque, 2021, "Revisiting the macroeconomic effects of monetary policy shocks," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2021-02 Classification-E3, Aug.
• Mauricio Ulate, 2021, "Going Negative at the Zero Lower Bound: The Effects of Negative Nominal Interest Rates," American Economic Review, American Economic Association, volume 111, issue 1, pages 1-40, January, DOI: 10.1257/aer.20190848.
• Thomas Winberry, 2021, "Lumpy Investment, Business Cycles, and Stimulus Policy," American Economic Review, American Economic Association, volume 111, issue 1, pages 364-396, January, DOI: 10.1257/aer.20161723.
• Markus Brunnermeier & Darius Palia & Karthik A. Sastry & Christopher A. Sims, 2021, "Feedbacks: Financial Markets and Economic Activity," American Economic Review, American Economic Association, volume 111, issue 6, pages 1845-1879, June, DOI: 10.1257/aer.20180733.
• Thomas M. Mertens & John C. Williams, 2021, "What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices," American Economic Review, American Economic Association, volume 111, issue 8, pages 2473-2505, August, DOI: 10.1257/aer.20181461.
• David Berger & Konstantin Milbradt & Fabrice Tourre & Joseph Vavra, 2021, "Mortgage Prepayment and Path-Dependent Effects of Monetary Policy," American Economic Review, American Economic Association, volume 111, issue 9, pages 2829-2878, September, DOI: 10.1257/aer.20181857.
• Wolfgang Keller & Carol H. Shiue & Xin Wang, 2021, "Capital Markets in China and Britain, 1770–1860: Evidence from Grain Prices," American Economic Journal: Applied Economics, American Economic Association, volume 13, issue 3, pages 31-64, July, DOI: 10.1257/app.20180299.
• Carlos Carvalho & Jae Won Lee & Woong Yong Park, 2021, "Sectoral Price Facts in a Sticky-Price Model," American Economic Journal: Macroeconomics, American Economic Association, volume 13, issue 1, pages 216-256, January, DOI: 10.1257/mac.20190205.
• Deepa D. Datta & Benjamin K. Johannsen & Hannah Kwon & Robert J. Vigfusson, 2021, "Oil, Equities, and the Zero Lower Bound," American Economic Journal: Macroeconomics, American Economic Association, volume 13, issue 2, pages 214-253, April, DOI: 10.1257/mac.20180488.
• Zheng Liu & Pengfei Wang & Zhiwei Xu, 2021, "Interest Rate Liberalization and Capital Misallocations," American Economic Journal: Macroeconomics, American Economic Association, volume 13, issue 2, pages 373-419, April, DOI: 10.1257/mac.20180045.
• Julio A. Carrillo & Enrique G. Mendoza & Victoria Nuguer & Jessica Roldán-Peña, 2021, "Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies," American Economic Journal: Macroeconomics, American Economic Association, volume 13, issue 3, pages 37-73, July, DOI: 10.1257/mac.20180321.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2021, "The Transmission of Monetary Policy Shocks," American Economic Journal: Macroeconomics, American Economic Association, volume 13, issue 3, pages 74-107, July, DOI: 10.1257/mac.20180124.
• Sebastian Di Tella & Pablo Kurlat, 2021, "Why Are Banks Exposed to Monetary Policy?," American Economic Journal: Macroeconomics, American Economic Association, volume 13, issue 4, pages 295-340, October, DOI: 10.1257/mac.20180379.
• Julian Kozlowski, 2021, "Long-Term Finance and Investment with Frictional Asset Markets," American Economic Journal: Macroeconomics, American Economic Association, volume 13, issue 4, pages 411-448, October, DOI: 10.1257/mac.20190353.
• Moritz Schularick & Lucas ter Steege & Felix Ward, 2021, "Leaning against the Wind and Crisis Risk," American Economic Review: Insights, American Economic Association, volume 3, issue 2, pages 199-214, June, DOI: 10.1257/aeri.20200310.
• Sergo Gadelia & Tamar Mdivnishvili & Shalva Mkhatrishvili, 2021, "Monetary policy transmission in Georgia: empirical evidence," NBG Working Papers, National Bank of Georgia, number 02/2021, Nov.
• Christian Ghymers, 2021, "The systemic instability of ballooning Global Liquidity as a symptom of the worsening of the Triffin Dilemma," Working Papers, Robert Triffin International, number n298, Nov.
• Abdullah Açık & Özhan Okutucu & Kamil Özden Efes & Sadık Özlen Başer, 2021, "Analyzing the Impact of Interest Rate on Dry Bulk Freight Market with Time-Varying Causality Method," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue 2, pages 403-417, DOI: 10.30784/epfad.798092.
• De Backer, Bruno & Dewachter, Hans & Iania, Leonardo, 2021, "Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021002, Feb.
• Vrins, Frédéric & Wang, Linqi, 2021, "Asymmetric short-rate model without lower bound," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021006, Aug.
• De Backer, Bruno & Dewachter, Hans & Iania, Leonardo, 2021, "Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021007, Jan, DOI: https://doi.org/10.1016/j.frl.2021..
• Nurdaulet Abilov, 2021, "Risk indeed matters: Uncertainty shocks in an oil-exporting economy," NAC Analytica Working Paper, NAC Analytica, Nazarbayev University, number 16, Dec, revised Feb 2022.
• Nirvana Mitra, 2021, "Political Constraints and Sovereign Default Premia," Working Papers, Shiv Nadar University, Department of Economics, number 2021-01, Jan.
• Joseph G. Haubrich, 2021, "Does the Yield Curve Predict Output?," Annual Review of Financial Economics, Annual Reviews, volume 13, issue 1, pages 341-362, November, DOI: 10.1146/annurev-financial-100620-06.
• Pavel Potužák, 2021, "The Optimum Allocation of Consumption of the Fisherian Shipwrecked Sailors," International Journal of Economic Sciences, European Research Center, volume 10, issue 2, pages 115-126, December.
• Francisco Roch & Francisco Roldán, 2021, "Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 47, Mar.
• Jose Pablo Barquero-Romero & Luis Alfredo Mendoza-Fernández & Kerry Loaiza-Marín, 2021, "Evidence of Incomplete Monetary Policy Transmission in a Non Competitive Banking Sector: The Case of Costa Rica," Documentos de Trabajo, Banco Central de Costa Rica, number 2104, Apr.
• Valerie Lankester-Campos & Róger Ortega-Oviedo, 2021, "Estimating the par sovereign yield curve for Costa Rica," Notas Técnicas, Banco Central de Costa Rica, number 2104, Jul.
• Karol Gellert & Erik Schlogl, 2021, "Short Rate Dynamics: A Fed Funds and SOFR perspective," Papers, arXiv.org, number 2101.04308, Jan.
• Sergio Consoli & Luca Tiozzo Pezzoli & Elisa Tosetti, 2021, "Emotions in Macroeconomic News and their Impact on the European Bond Market," Papers, arXiv.org, number 2106.15698, Jun.
• Lidiia Fedoryshyna & Nataliia Vilchynska, 2021, "Influence Of Economic Space Imbalances On The Functioning Of The Enterprise Financial Mechanism," Green, Blue & Digital Economy Journal, Publishing house "Baltija Publishing", volume 2, issue 1, DOI: 10.30525/2661-5169/2021-1-10.
• Bruno Feunou & Jean-Sébastien Fontaine, 2021, "Debt-Secular Economic Changes and Bond Yields," Staff Working Papers, Bank of Canada, number 21-14, Mar, DOI: 10.34989/swp-2021-14.
• Paul Beaudry & Césaire Meh, 2021, "Monetary Policy, Trends in Real Interest Rates and Depressed Demand," Staff Working Papers, Bank of Canada, number 21-27, Jun, DOI: 10.34989/swp-2021-27.
• Jin Cao & Valeriya Dinger & Tomás Gómez & Zuzana Gric & Martin Hodula & Alejandro Jara & Ragnar Juelsrud & Karolis Liaudinskas & Simona Malovaná & Yaz Terajima, 2021, "Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rates?," Staff Working Papers, Bank of Canada, number 21-62, Nov, DOI: 10.34989/swp-2021-62.
• Dany Brouillette & Guyllaume Faucher & Martin Kuncl & Austin McWhirter & Youngmin Park, 2021, "Potential output and the neutral rate in Canada: 2021 update," Staff Analytical Notes, Bank of Canada, number 2021-6, Apr, DOI: 10.34989/san-2021-6.
• Dany Brouillette & Guyllaume Faucher & Martin Kuncl & Austin McWhirter & Youngmin Park, 2021, "Production potentielle et taux neutre au Canada : mise à jour de 2021," Staff Analytical Notes, Bank of Canada, number 2021-6fr, Apr, DOI: 10.34989/san-2021-6.
• Louis-Philippe Rochon & Mario Seccareccia, 2021, "A Primer on Monetary Policy and Income Distribution: A Heterodox Perspective," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 76, pages 5-25, May.
• Luis Molinas Sosa, 2021, "Divisia Aggregates: A Literature Review and an Application to the Demand for Money in Paraguay," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 77, pages 33-49, August.
• Anna Burova & Irina Kozlovtseva & Natalia Makhankova & Alexander Morozov, 2021, "Dollarization, Financial Stability Risks and Monetary Policy Implementation: Exploring the Nexus," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 77, pages 50-71, August.
• Dmitry Khametshin, 2021, "High-yield bond markets during the COVID-19 crisis: the role of monetary policy," Occasional Papers, Banco de España, number 2110, Mar.
• Fructuoso Borrallo Egea & Pedro del Río López, 2021, "Estrategia de política monetaria e inflación en Japón," Occasional Papers, Banco de España, number 2116, Jun.
• Fructuoso Borrallo Egea & Pedro del Río López, 2021, "Monetary policy strategy and inflation in Japan," Occasional Papers, Banco de España, number 2116, Jun.
• Eduardo Gutiérrez & César Martín Machuca, 2021, "The effect of tariffs on Spanish goods exports," Working Papers, Banco de España, number 2121, May.
• Alejandro Buesa & Javier J. Pérez & Daniel Santabárbara, 2021, "Awareness of pandemics and the impact of COVID-19," Working Papers, Banco de España, number 2123, May.
• Beatriz González & Galo Nuño & Dominik Thaler & Silvia Albrizio, 2021, "Firm heterogeneity, capital misallocation and optimal monetary policy," Working Papers, Banco de España, number 2145, Dec.
• Ibarra-Ramírez Raúl, 2021, "The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium," Working Papers, Banco de México, number 2021-07, Jun.
• Carlos León & Javier Miguélez, 2021, "Interbank relationship lending revisited: Are the funds available at a similar price?," Borradores de Economia, Banco de la Republica de Colombia, number 1151, Jan, DOI: https://doi.org/10.32468/be.1151.
• Paola Morales & Daniel Osorio-Rodríguez & Juan S. Lemus-Esquivel & Miguel Sarmiento, 2021, "The internationalization of domestic banks and the credit channel of monetary policy," Borradores de Economia, Banco de la Republica de Colombia, number 1181, Nov, DOI: 10.32468/be.1181.
• Maria Sole Pagliari, 2021, "Does one (unconventional) size fit all? Effects of the ECB's unconventional monetary policies on the euro area economies," Working papers, Banque de France, number 829.
• Françoise Drumetz & Christian Pfister, 2021, "The Meaning of MMT," Working papers, Banque de France, number 833.
• Sarah Mouabbi & Jean-Paul Renne & Jean-Guillaume Sahuc, 2021, "Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective," Working papers, Banque de France, number 844.
• Martin Wolf & Luca Fornaro, 2021, "Monetary Policy in the Age of Automation," Working Papers, Barcelona School of Economics, number 1290, Sep.
• Carlos Cantú & Paolo Cavallino & Fiorella De Fiore & James Yetman, 2021, "A global database on central banks' monetary responses to Covid-19," BIS Working Papers, Bank for International Settlements, number 934, Mar.
• Phurichai Rungcharoenkitkul & Fabian Winkler, 2021, "The natural rate of interest through a hall of mirrors," BIS Working Papers, Bank for International Settlements, number 974, Nov.
• Claudio Borio, 2021, "Back to the future: intellectual challenges for monetary policy," BIS Working Papers, Bank for International Settlements, number 981, Nov.
• Claudio Borio, 2021, "Navigating by r*: safe or hazardous?," BIS Working Papers, Bank for International Settlements, number 982, Nov.
• Andrei Shevelev & Maria Kvaktun & Kristina Virovets, 2021, "Effect of Monetary Policy on Investment in Russian Regions," Russian Journal of Money and Finance, Bank of Russia, volume 80, issue 4, pages 31-49, December, DOI: 10.31477/rjmf.202104.31.
• Tatiana Grishina & Alexey Ponomarenko, 2021, "Banks’ interest rate setting and transitions between liquidity surplus and deficit," Bank of Russia Working Paper Series, Bank of Russia, number wps79, Oct.
• Claudio Borio, 2021, "Back to the Future: Intellectual Challenges for Monetary Policy," Economic Papers, The Economic Society of Australia, volume 40, issue 4, pages 273-287, December, DOI: 10.1111/1759-3441.12331.
• Gunda‐Alexandra Detmers & Ozer Karagedikli & Richhild Moessner, 2021, "Quantitative or Qualitative Forward Guidance: Does it Matter?," The Economic Record, The Economic Society of Australia, volume 97, issue 319, pages 491-503, December, DOI: 10.1111/1475-4932.12637.
• Axel Möhlmann, 2021, "Interest rate risk of life insurers: Evidence from accounting data," Financial Management, Financial Management Association International, volume 50, issue 2, pages 587-612, June, DOI: 10.1111/fima.12305.
• Bronson Argyle & Taylor Nadauld & Christopher Palmer & Ryan Pratt, 2021, "The Capitalization of Consumer Financing into Durable Goods Prices," Journal of Finance, American Finance Association, volume 76, issue 1, pages 169-210, February, DOI: 10.1111/jofi.12977.
• Marcin Kacperczyk & Christophe Pérignon & Guillaume Vuillemey, 2021, "The Private Production of Safe Assets," Journal of Finance, American Finance Association, volume 76, issue 2, pages 495-535, April, DOI: 10.1111/jofi.12997.
• A. Bartocci & L. Burlon & A. Notarpietro & M. Pisani, 2021, "Macroeconomic Effects of Non‐Standard Monetary Policy Measures in the Euro Area: The Role of Corporate Bond Purchases," Manchester School, University of Manchester, volume 89, issue S1, pages 97-130, September, DOI: 10.1111/manc.12289.
• Jin Cao & Valeriya Dinger & Anna Grodecka‐Messi & Ragnar Juelsrud & Xin Zhang, 2021, "The interaction between macroprudential and monetary policies: The cases of Norway and Sweden," Review of International Economics, Wiley Blackwell, volume 29, issue 1, pages 87-116, February, DOI: 10.1111/roie.12507.
• Jin Cao & Valeriya Dinger & Tomás Gómez & Zuzana Gric & Martin Hondula & Alejandro Jara & Ragnar Juelsrud & Karolis Liaudinskas & Simona Malovaná & Yaz Terajima, 2021, "Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rate," Working Paper, Norges Bank, number 2021/12, Nov.
• Jon H. Findreng, 2021, "Peer Monitoring vs. Search Costs in the Interbank Market: Evidence from Payment Flow Data in Norway," Working Paper, Norges Bank, number 2021/2, May.
• Iryna Kaminska & Haroon Mumtaz & Roman Sustek, 2021, "Monetary policy surprises and their transmission through term premia and expected interest rates," Bank of England working papers, Bank of England, number 914, Mar.
• Alberto Polo, 2021, "Imperfect pass-through to deposit rates and monetary policy transmission," Bank of England working papers, Bank of England, number 933, Jul.
• Julia Giese & Michael Joyce & Jack Meaning & Jack Worlidge, 2021, "Preferred habitat investors in the UK government bond market," Bank of England working papers, Bank of England, number 939, Sep.
• Tim Munday & James Brookes, 2021, "Mark my words: the transmission of central bank communication to the general public via the print media," Bank of England working papers, Bank of England, number 944, Oct.
• Nimrod Segev & Sigal Ribon & Michael Kahn & Jakob De Haan, 2021, "Low Interest Rates and Banks' Interest Margins: Does Deposit Market Concentration Matter?," Bank of Israel Working Papers, Bank of Israel, number 2021.16, Oct.
• Ko Adachi & Kazuhiro Hiraki, 2021, "Recent Developments in Measuring Inflation Expectations: With a Focus on Market-based Inflation Expectations and the Term Structure of Inflation Expectations," Bank of Japan Research Laboratory Series, Bank of Japan, number 21-E-1, Jun.
• Luca Fanelli & Antonio Marsi, 2021, "Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1164, Sep.
• Latsos Sophia & Schnabl Gunther, 2021, "Determinants of Japanese Household Saving Behavior in the Low-Interest Rate Environment," The Economists' Voice, De Gruyter, volume 18, issue 1, pages 81-99, December, DOI: 10.1515/ev-2021-0005.
• Giménez Roche Gabriel A. & Janson Nathalie, 2021, "The Central Bank Shift to Market Maker of Last Resort: The Unintended Consequences of Unconventional Monetary Policies," Journal des Economistes et des Etudes Humaines, De Gruyter, volume 27, issue 1, pages 1-33, June, DOI: 10.1515/jeeh-2021-0037.
• Feunou Bruno & Fontaine Jean-Sébastien & Jin Jianjian, 2021, "What model for the target rate," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 1, pages 1-23, February, DOI: 10.1515/snde-2019-0005.
• Lengwiler, Yvan & Orphanides, Athanasios, 2021, "Collateral Framework: Liquidity Premia and Multiple Equilibria," Working papers, Faculty of Business and Economics - University of Basel, number 2021/06.
• Tian Xiong & Kaan Celebi & Paul J.J. Welfens, 2021, "OECD Countries' Twin Long-run Challenge: The Impact of Ageing Dynamics and Increasing Natural Disasters on Savings Ratios," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei309, Dec.
• Christophe Boucher & Patrick Kouontchou, 2021, "Quête de rendements et crise de la Covid-19 : la crise systémique fantôme," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 229-252.
• Laurent Clerc & Anne-Lise Bontemps-Chanel & Mohammed Ouriemchi, 2021, "Quel avenir pour l’assurance vie en France ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 253-270.
• Joshua Brault & Hashmat Khan, 2021, "Some International Evidence on Inequality, Demographics, and Long-term Interest Rates," Carleton Economic Papers, Carleton University, Department of Economics, number 21-10, Sep, revised 16 Dec 2021.
• Joshua Brault & Hashmat Khan, 2021, "Indebted Demand in a Two Period Consumption-Saving Model," Carleton Economic Papers, Carleton University, Department of Economics, number 21-13, Dec, revised 05 Jan 2022.
• Dimitrios Anastasiou, 2021, "Macroeconomic determinants of MIR interest rate margin in the euro area," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 10, issue 1, pages 39-53.
• Carlos Castro-Iragorri & Juan Felipe Peña & Cristhian Rodríguez, 2021, "A Segmented and Observable Yield Curve for Colombia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 10, issue 2, pages 179-200.
• Michaillat, Pascal & Saez, Emmanuel, 2021, "Resolving New Keynesian Anomalies with Wealth in the Utility Function," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt9wc7068w, May.
• Martin Werding, 2021, "Fiscal Sustainability and Low Interest Rates: A Note," CESifo Working Paper Series, CESifo, number 8861.
• Sophia Latsos & Gunther Schnabl, 2021, "Determinants of Japanese Household Saving Behavior in the Low-Interest Rate Environment," CESifo Working Paper Series, CESifo, number 8927.
• Michael D. Bauer & Mikhail Chernov, 2021, "Interest Rate Skewness and Biased Beliefs," CESifo Working Paper Series, CESifo, number 9150.
• Marcus Hagedorn, 2021, "An Equilibrium Theory of Nominal Exchange Rates," CESifo Working Paper Series, CESifo, number 9290.
• Christiane Baumeister, 2021, "Measuring Market Expectations," CESifo Working Paper Series, CESifo, number 9305.
• Isabel Argimon & Jayson M. Danton & Jakob de Haan & Javier Rodriguez-Martin & Maria Rodriguez-Moreno, 2021, "Low Interest Rates and Banks' Interest Margins: Does Belonging to a Banking Group Matter?," CESifo Working Paper Series, CESifo, number 9340.
• Joan Costa-i-Font & Cristina Vilaplana-Prieto, 2021, "Biased Survival Expectations and Behaviours: Does Domain Specific Information Matter?," CESifo Working Paper Series, CESifo, number 9424.
• Beatriz González & Galo Nuño & Dominik Thaler & Silvia Albrizio, 2021, "Firm Heterogeneity, Capital Misallocation and Optimal Monetary Policy," CESifo Working Paper Series, CESifo, number 9465.
• António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2021, "International Transmission of Interest Rates: The Role of International Reserves and Sovereign Debt," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 54.
• Tsutomu Watanabe & Tomoyoshi Yabu, 2021, "Japan’s Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-508, Feb.
• Roman Sustek, 2021, "Yield curve and the business cycle in conventional times," Discussion Papers, Centre for Macroeconomics (CFM), number 2122, Oct.
• Rodrigo Alfaro & Marco Piña, 2021, "Estimates of the US Shadow-Rate," Working Papers Central Bank of Chile, Central Bank of Chile, number 923, Sep.
• Jorge Miranda-Pinto & Daniel Murphy & Kieran James Walsh & Eric R. Young, 2021, "Saving Constraints, Inequality, and the Credit Market Response to Fiscal Stimulus," Working Papers Central Bank of Chile, Central Bank of Chile, number 927, Oct.
• Antonio Mele, 2021, "A Theory of Debt Accumulation and Deficit Cycles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-38, Jul.
• Kjell G. Nyborg & Jiri Woschitz, 2021, "The Price of Money: How Collateral Policy Affects the Yield Curve," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-74, Nov.
• Jin Cao & Valeriya Dinger & Tomas Gomez & Zuzana Gric & Martin Hodula & Alejandro Jara & Ragnar Juelsrud & Karolis Liaudinskas & Simona Malovana & Yaz Terajima, 2021, "Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rates?," Working Papers, Czech National Bank, Research and Statistics Department, number 2021/6, Nov.
• David Augusto Montoya Ruiz, 2021, "Efecto de la pol√≠tica fiscal sobre la transmisi√≥n de la pol√≠tica monetaria a trav√©s de la desigualdad en el ingreso," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 19560, Sep.
• Luis Eduardo Castellanos Rodríguez & Juan David Diaz Ipuz & Cristian Camilo Due�as Ruiz & Andr�s Felipe Le�n Donato, 2021, "Efecto Fisher y modelo de corrección de errores en Colombia, 1991-2020," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 19244, May.
• Héctor Alonso Olivares-Aguayo & Maivelin M�ndez-Molina & Eduardo Madrigal-Castillo, 2021, "Salud financiera en créditos hipotecarios mexicanos," Revista CEA, Instituto Tecnológico Metropolitano, volume 7, issue 13, pages 1-31.
• Buss, Adrian & Breugem, Matthijs & Peress, Joël, 2021, "What do Interest Rates Reveal about the Stock Market? A Noisy Rational Expectations Model of Stock and Bond Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15766, Feb.
• Dietrich, Alexander & Müller, Gernot & Schoenle, Raphael, 2022, "The Expectations Channel of Climate Change: Implications for Monetary Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15866, Jan.
• Moench, Emanuel & Soofi Siavash, Soroosh, 2022, "What Moves Treasury Yields?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15978, Mar.
• Brandao-Marques, Luis & Casiraghi, Marco & Kamber, Gunes & Meeks, Roland & Gelos, Gaston, 2021, "Negative Interest Rate Policies: A Survey," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16016, Apr.
• Orphanides, Athanasios & Lengwiler, Yvan, 2021, "Collateral Framework: Liquidity Premia and Multiple Equilibria," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16047, Apr.