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

2021

• Ofori, Isaac Kwesi & Armah, Mark Kojo, 2021, "A re-examination of the exchange rate – interest rate differential relationship in Ghana," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 233954.
• Bratsiotis, George J. & Theodoridis, Konstantinos, 2021, "Precautionary Liquidity Shocks, Excess Reserves and Business Cycles," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 243121.
• Winkelmann, Lars & Yao, Wenying, 2021, "Tests for jumps in yield spreads," Discussion Papers, Free University Berlin, School of Business & Economics, number 2021/15, DOI: 10.17169/refubium-32211.
• Beyer, Robert & Milivojevic, Lazar, 2021, "Dynamics and synchronization of global equilibrium interest rates," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 146.
• Bauer, Michael D. & Swanson, Eric T., 2021, "The Fed's response to economic news explains the "Fed information effect"," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 155.
• Lengwiler, Yvan & Orphanides, Athanasios, 2021, "Collateral framework: Liquidity premia and multiple equilibria," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 157.
• Bauer, Michael & Chernov, Mikhail, 2021, "Interest rate skewness and biased beliefs," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 163.
• Friesendorf, Cordelia & Durai, S. Raja Sethu, 2021, "Fisher Effect in Post-Unification Germany - Insights for Firms, Central Banks and Governments," Research Journal for Applied Management (RJAM), International School of Management (ISM), Dortmund, volume 2, issue 1, pages 53-67.
• Cho, Duksang, 2021, "Social Distancing, Labor Supply, and Income Distribution," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 43, issue 2, pages 1-22, DOI: 10.23895/kdijep.2021.43.2.1.
• Schnabl, Gunther & Sepp, Tim, 2021, "Niedrigzinspolitik und Sparkultur in Japan: Implikationen für die Wirtschaftspolitik," Working Papers, University of Leipzig, Faculty of Economics and Management Science, number 174.
• Arce-Alfaro, Gabriel & Blagov, Boris, 2021, "Heterogeneity, co-movements and financial fragmentation within the euro area," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 927, DOI: 10.4419/96973085.
• Dilger, Alexander, 2021, "Kapitalwert bei Null- und Negativzinsen," Discussion Papers of the Institute for Organisational Economics, University of Münster, Institute for Organisational Economics, number 4/2021.
• Exler, Florian & Hansak, Alexander, 2021, "Naïve Consumers and Financial Mistakes," VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association, number 242359.
• Müller, Gernot & Dietrich, Alexander & Schoenle, Raphael, 2021, "The Expectations Channel of Climate Change:Implications for Monetary Policy," VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association, number 242446.
• Read, Oliver & Beißer, Jochen, 2021, "The End of LIBOR: On Interest Rate Benchmark Reform, Alternative Risk-Free Rates, IBOR Fallbacks, LIBOR Cessation and Transition," wifin Working Paper Series, RheinMain University of Applied Sciences, Wiesbaden Institute of Finance and Insurance (wifin), number 12/2021, DOI: 10.25716/pur-14.

2020

• Anupam Das & Tanweer Akram, 2020, "A Keynesian analysis of Canadian government securities yields," PSL Quarterly Review, Economia civile, volume 73, issue 294, pages 241-260.
• Ana Isabel Sá, 2020, "To change or not to change: the impact of the law on mortgage origination," Working Papers, Banco de Portugal, Economics and Research Department, number w202019.
• Leonardo N. Ferreira, 2020, "Forward Guidance Matters: Disentangling Monetary Policy Shocks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 912, Sep.
• Iryna Kaminska & Haroon Mumtaz & Roman Sustek, 2020, "Monetary policy surprises and their transmission through term premia and expected interest rates," Working Papers, Queen Mary University of London, School of Economics and Finance, number 917, Nov.
• Eduardo Loria & Raul Tirado & Javier Valdez, 2020, "Estimacion de la tasa de sacrificio para Mexico,1998Q1-2018Q4," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 17, issue 1, pages 47-67, Enero-Jun.
• Benjamin Beckers, 2020, "Credit Spreads, Monetary Policy and the Price Puzzle," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2020-01, Jan, DOI: 10.47688/rdp2020-01.
• Rossini, Renzo & Montoro, Carlos & Luna, Miriam, 2020, "Desarrollo del mercado financiero y política monetaria: la experiencia peruana," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 39, pages 9-20.
• Huarancca, Mario & Alanya, Willy & Castellares, Castellares, 2020, "La Migración Interna en el Peru, 2012 - 2017," Working Papers, Banco Central de Reserva del Perú, number 2020-007, Nov.
• Alberto Coco & Nicola Viegi, 2020, "The monetary policy of the South African Reserve Bank stance communication and credibility," Working Papers, South African Reserve Bank, number 10024, Jun.
• Hao Jin & Hewei Shen, 2020, "Foreign Asset Accumulation among Emerging Market Economies: a Case for Coordination," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 35, pages 54-73, January, DOI: 10.1016/j.red.2019.04.006.
• Ocampo, José Antonio & Orbegozo, German D. & Villamizar-Villegas, Mauricio, 2020, "Post-graduation from the original sin problem The effects of market participation on sovereign debt markets," Working papers, Red Investigadores de Economía, number 39, Apr.
• Richard J. Cebula, 2020, "The Relative Tax Gap Hypothesis: An Exploratory Analysis and Application to U.S. Financial Markets," American Business Review, Pompea College of Business, University of New Haven, volume 23, issue 1, pages 35-52.
• Anna Pestova, 2020, "“Credit view” on monetary policy in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 57, pages 72-88.
• Viacheslav Kramkov & Andrey Maksimov, 2020, "Loan market markups and noncausal autoregressions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 60, pages 48-69.
• Rudra Pradhan & Mak Arvin & Neville Norman & Sahar Bahmani, 2020, "The dynamics of bondmarket development, stockmarket development and economic growth: Evidence from the G-20 countries," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 25, issue 49, pages 119-147.
• Tarek Eldomiaty & Yasmeen Saeed & Rasha Hammam & Salma AboulSoud, 2020, "The associations between stock prices, inflation rates, interest rates are still persistent: Empirical evidence from stock duration model," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 25, issue 49, pages 149-161.
• Reza Raie & Akbar Komijani & Mortaza Baky Haskuee & Hamidreza Jafari, 2020, "Simulating interbank money market interest rate using search models within a Nash-Equilibrium framework," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 3, pages 25-50.
• Bresser-Pereira, Luis Carlos & de Paula, Luiz Fernando & Bruno, Miguel, 2020, "Financialization, coalition of interests and interest rate in Brazil
  [Financiarisation, coalition d’intérêts et taux d’intérêt au Brésil]," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 27, DOI: 10.4000/regulation.16636.
• Oyakhilome Ibhagui, 2020, "Financial Reforms, Capital Investment and Financial Intermediation in China," South Asian Journal of Macroeconomics and Public Finance, , volume 9, issue 1, pages 58-86, June, DOI: 10.1177/2277978719875624.
• Jacopo Bonchi & Francesco Simone Lucidi, 2020, "How Low Interest Rates Discern the Bubbles Nature: Leveraged vs Unleveraged Bubble," Working Papers, Sapienza University of Rome, DISS, number 12/20, Jun.
• Muhammad Ejaz, 2020, "Response of Deposits to Fixation of Minimum Rate of Return: Evidence from Pakistan’s Banking System," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 105, Dec.
• Gábor Dávid Kiss & Mercédesz Mészáros, 2020, "Gravity Among Central Bank Balance Sheets: Monetary Policy Spill-Over on FX Volatility," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 5, issue 1, pages 33-57, June, DOI: 10.2478/erfin-2020-0003.
• Tomasz Piotr Kostyra & Michał Rubaszek, 2020, "Forecasting the Yield Curve for Poland," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 5, issue 2, pages 103-117, December, DOI: 10.2478/erfin-2020-0006.
• İsmet Göçer & Serdar Ongan, 2020, "Asymmetric Impacts of Inflation on the US Bond Rates and FED’s Pre-Emptive Policy," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 5, issue 2, pages 143-157, December, DOI: 10.2478/erfin-2020-0008.
• Isaac Azubuike Ogbuji & Ekundayo Peter Mesagan & Yasiru Olorunfemi Alimi, 2020, "The Dynamic Linkage between Money Market, Capital Market and Economic Growth in Ghana: New Lessons Relearned," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 5, issue 2, pages 59-78, December, DOI: 10.2478/erfin-2020-0004.
• Fabian Fink & Lukas Frei & Thomas Maag & Tanja Zehnder, 2020, "The impact of SNB monetary policy on the Swiss franc and longer-term interest rates," Working Papers, Swiss National Bank, number 2020-01.
• Christian Grisse, 2020, "The effect of monetary policy on the Swiss franc: an SVAR approach," Working Papers, Swiss National Bank, number 2020-02.
• Sophie Altermatt & Simon Beyeler, 2020, "Shall we twist?," Working Papers, Swiss National Bank, number 2020-11.
• Christian Grisse, 2020, "Lower bound uncertainty and long-term interest rates," Working Papers, Swiss National Bank, number 2020-14.
• Federico José Camargo, 2020, "The effectiveness of distributed ledger technology to replicate the entropic behavior of nature," Evolutionary and Institutional Economics Review, Springer, volume 17, issue 2, pages 361-378, July, DOI: 10.1007/s40844-020-00178-x.
• Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2020, "Forecasting output growth using a DSGE-based decomposition of the South African yield curve," Empirical Economics, Springer, volume 58, issue 1, pages 351-378, January, DOI: 10.1007/s00181-018-1607-4.
• René Cabral & Francisco G. Carneiro & André Varella Mollick, 2020, "Inflation targeting and exchange rate volatility in emerging markets," Empirical Economics, Springer, volume 58, issue 2, pages 605-626, February, DOI: 10.1007/s00181-018-1478-8.
• Mustapha Olalekan Ojo & Luís Aguiar-Conraria & Maria Joana Soares, 2020, "A time–frequency analysis of the Canadian macroeconomy and the yield curve," Empirical Economics, Springer, volume 58, issue 5, pages 2333-2351, May, DOI: 10.1007/s00181-018-1580-y.
• João F. Caldeira, 2020, "Investigating the expectation hypothesis and the risk premium dynamics: new evidence for Brazil," Empirical Economics, Springer, volume 59, issue 1, pages 395-412, July, DOI: 10.1007/s00181-019-01629-0.
• Jose E. Gomez-Gonzalez & Santiago Gomez-Malagon & Luis F. Melo-Velandia & Daniel Ordoñez-Callamand, 2020, "A rank approach for studying cross-currency bases and the covered interest rate parity," Empirical Economics, Springer, volume 59, issue 1, pages 357-369, July, DOI: 10.1007/s00181-019-01633-4.
• Bente Castro Campos, 2020, "Are there asymmetric relations between real interest rates and agricultural commodity prices? Testing for threshold effects of US real interest rates and adjusted wheat, corn, and soybean prices," Empirical Economics, Springer, volume 59, issue 1, pages 371-394, July, DOI: 10.1007/s00181-019-01636-1.
• Anna Florio, 2020, "Term structure and interest rate stabilization policies in the Greenspan era," Empirical Economics, Springer, volume 59, issue 1, pages 345-355, July, DOI: 10.1007/s00181-019-01672-x.
• Jana Riedel, 2020, "On real interest rate convergence among G7 countries," Empirical Economics, Springer, volume 59, issue 2, pages 599-626, August, DOI: 10.1007/s00181-019-01681-w.
• Wali Ullah, 2020, "The arbitrage-free generalized Nelson–Siegel term structure model: Does a good in-sample fit imply better out-of-sample forecasts?," Empirical Economics, Springer, volume 59, issue 3, pages 1243-1284, September, DOI: 10.1007/s00181-019-01710-8.
• Dong-Yop Oh & Hyejin Lee & Karl David Boulware, 2020, "A comment on interest rate pass-through: a non-normal approach," Empirical Economics, Springer, volume 59, issue 4, pages 2017-2035, October, DOI: 10.1007/s00181-019-01696-3.
• Deng-Kui Si & Xiao-Lin Li & Xinyu Ge, 2020, "On the link between the exchange rates and interest rate differentials in China: evidence from an asymmetric wavelet analysis," Empirical Economics, Springer, volume 59, issue 6, pages 2925-2946, December, DOI: 10.1007/s00181-019-01803-4.
• Claudio Fontana & Zorana Grbac & Sandrine Gümbel & Thorsten Schmidt, 2020, "Term structure modelling for multiple curves with stochastic discontinuities," Finance and Stochastics, Springer, volume 24, issue 2, pages 465-511, April, DOI: 10.1007/s00780-020-00416-5.
• Janak Raj & Joice John, 2020, "Steering interest rates amidst large structural surplus liquidity: a tale of three central banks," Indian Economic Review, Springer, volume 55, issue 1, pages 93-116, June, DOI: 10.1007/s41775-020-00084-4.
• Nektarios Aslanidis & Selva Demiralp, 2020, "Has the Financial Crisis affected the Real Interest Rate Dynamics in Europe?," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 16, issue 1, pages 1-18, April, DOI: 10.1007/s41549-020-00041-3.
• Jan Priewe, 2020, "Europäische Wirtschafts- und Währungsunion: Grenzwerte für Defizite und Schulden in der Kritik
  [A Critique of the Caps on Deficits and Debt in the European Monetary Union]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 100, issue 7, pages 538-544, July, DOI: 10.1007/s10273-020-2701-8.
• Patrik Kupkovic, 2020, "R-star in Transition Economies: Evidence from Slovakia," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 3/2020, Feb.
• Dong, Mei & Huangfu, Stella & Sun, Hongfei, 2020, "A Macroeconomic Theory of Banking Oligopoly," Working Papers, University of Sydney, School of Economics, number 2020-12, Oct.
• Dirk Niepelt, 2020, "Monetary Policy with Reserves and CBDC: Optimality, Equivalence, and Politics," Working Papers, Swiss National Bank, Study Center Gerzensee, number 20.05, Nov.
• Viktors Ajevskis, 2020, "The natural rate of interest: information derived from a shadow rate model," Applied Economics, Taylor & Francis Journals, volume 52, issue 47, pages 5129-5138, October, DOI: 10.1080/00036846.2020.1757029.
• S. Borağan Aruoba, 2020, "Term Structures of Inflation Expectations and Real Interest Rates," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 3, pages 542-553, July, DOI: 10.1080/07350015.2018.1529599.
• Hatice Gokce Karasoy Can, 2020, "Corporate Debt Maturity, Repayment Structure and Monetary Policy Transmission," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2009.
• Joseph Kopecky & Alan M. Taylor, 2020, "The Murder-Suicide of the Rentier: Population Aging and the Risk Premium," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep1220, Mar.
• Hideaki Matsuoka, 2020, "Debt intolerance: Threshold level and composition," Working Papers, Tokyo Center for Economic Research, number e147, Jun.
• Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2020, "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Working Papers, Tokyo Center for Economic Research, number e154, Dec.
• Benigno Pierpaolo & Canofari Paolo & Di Bartolomeo Giovanni & Messori Marcello, 2020, "The ECB’s Asset Purchase Programme: Theory, effects, and risks," wp.comunite, Department of Communication, University of Teramo, number 00147, Dec.
• Benjamin Born & Gernot J. Müller & Johannes Pfeifer, 2020, "Does Austerity Pay Off?," The Review of Economics and Statistics, MIT Press, volume 102, issue 2, pages 323-338, May.
• Pascal Paul, 2020, "The Time-Varying Effect of Monetary Policy on Asset Prices," The Review of Economics and Statistics, MIT Press, volume 102, issue 4, pages 690-704, October.
• Fabio Canetg, 2020, "Monetary Policy Implementation and Pass-Through," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2004, Feb.
• Dirk Niepelt, 2020, "Monetary Policy with Reserves and CBDC: Optimality, Equivalence, and Politics," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2018, Nov.
• John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2020, "Macroeconomic Drivers of Bond and Equity Risks," Journal of Political Economy, University of Chicago Press, volume 128, issue 8, pages 3148-3185, DOI: 10.1086/707766.
• Luis Felipe Céspedes & Roberto Chang, 2020, "Optimal Foreign Reserves and Central Bank Policy Under Financial Stress," Working Papers, University of Chile, Department of Economics, number wp503, Sep.
• Adam Hashchyshyn & Kateryna Marushchak & Oleksandr Sukhomlyn & Andrii Tarasenko, 2020, "How Does the Interest Rate Influence the Exchange Rate?," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 250, pages 4-14, DOI: 10.26531/vnbu2020.250.01.
• Ritzen, Jo & Lopez, Javi & Knottnerus, Andre & Perez Moreno, Salvador & Papandreou, George & Zimmermann, Klaus F., 2020, "Taking the challenge: A joint European policy response to the corona crisis to strengthen the public sector and restart a more sustainable and social Europe," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2020-015, Apr.
• Ritzen, Jozef M., 2020, "Once the great lockdown is lifted: Post COVID-19 options for the economy," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2020-057, Dec.
• Angelo Ranaldo & Benedikt Ballensiefen & Hannah Winterberg, 2020, "Monetary policy disconnect," Working Papers on Finance, University of St. Gallen, School of Finance, number 2003, Sep.
• Ezeibekwe Obinna Franklin, 2020, "Monetary Policy and Domestic Investment in Nigeria: The Role of the Inflation Rate," Economics and Business, Sciendo, volume 34, issue 1, pages 139-155, February, DOI: 10.2478/eb-2020-0010.
• Ezeibekwe Obinna Franklin, 2020, "Monetary Policy and Domestic Investment in Nigeria: The Role of the Inflation Rate," Economics and Business, Sciendo, volume 34, issue 1, pages 139-155, February, DOI: 10.2478/eb-2020-0010.
• Djaballah Mustapha, 2020, "The Relationship Between the Financial Innovation and the Money Supply: Empirical Study on the Maghreb Countries," Economics and Business, Sciendo, volume 34, issue 1, pages 168-178, February, DOI: 10.2478/eb-2020-0012.
• Djaballah Mustapha, 2020, "The Relationship Between the Financial Innovation and the Money Supply: Empirical Study on the Maghreb Countries," Economics and Business, Sciendo, volume 34, issue 1, pages 168-178, February, DOI: 10.2478/eb-2020-0012.
• Stadtmann Georg & Moritz Karl-Heinz & Berthold Kristin & Stadtmann Tobias, 2020, "Passing on negative interest rates," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 56, issue 4, pages 283-290, December, DOI: 10.2478/ijme-2020-0022.
• Mészáros Mercédesz & Kiss Gábor Dávid, 2020, "Spillover effects of unconventional monetary policy on capital markets in the shadow of the Eurozone: A sample of non-Eurozone countries," Review of Economic Perspectives, Sciendo, volume 20, issue 2, pages 171-195, June, DOI: 10.2478/revecp-2020-0008.
• Matsuoka,Hideaki, 2020, "Debt Intolerance : Threshold Level and Composition," Policy Research Working Paper Series, The World Bank, number 9276, Jun.
• Beyer,Robert Carl Michael & Milivojevic,Lazar, 2020, "Dynamics and Synchronization of Global Equilibrium Interest Rates," Policy Research Working Paper Series, The World Bank, number 9489, Dec.
• Lorant Kaszab & Ales Marsal & Katrin Rabitsch, 2020, "Trend inflation meets macro-finance: the puzzling behavior of price dispersion," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp304, Oct.
• Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin, 2020, "Trend inflation meets macro-finance: the puzzling behavior of price dispersion," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 304, Oct.
• Jing Cynthia Wu & Fan Dora Xia, 2020, "Negative interest rate policy and the yield curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 6, pages 653-672, September, DOI: 10.1002/jae.2767.
• Edward Nelson, 2020, "Seven Fallacies Concerning Milton Friedman's “The Role of Monetary Policy”," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue 1, pages 145-164, February, DOI: 10.1111/jmcb.12591.
• Garth Baughman & Francesca Carapella, 2020, "Voluntary Reserve Targets," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue 2-3, pages 583-612, March, DOI: 10.1111/jmcb.12579.
• Peter Tillmann, 2020, "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue 4, pages 803-833, June, DOI: 10.1111/jmcb.12657.
• Johannes Bubeck & Angela Maddaloni & José‐Luis Peydró, 2020, "Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue S1, pages 197-231, October, DOI: 10.1111/jmcb.12740.
• Drew D. Creal & Jing Cynthia Wu, 2020, "Bond risk premia in consumption‐based models," Quantitative Economics, Econometric Society, volume 11, issue 4, pages 1461-1484, November, DOI: 10.3982/QE887.
• Jens H. E. Christensen & Jose A. Lopez & Patrick J. Shultz, 2020, "Is There an On-the-Run Premium in TIPS?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 02, pages 1-42, June, DOI: 10.1142/S201013922050007X.
• 洪智武 & 牛霖琳, 2020, "中国通货膨胀预期及其影响因素分析——基于混频无套利Nelson-Siegel利率期限结构扩展模型," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2020-09-28, Sep.
• Kortela, Tomi & Nelimarkka, Jaakko, 2020, "The effects of conventional and unconventional monetary policy: Identification through the yield curve," Bank of Finland Research Discussion Papers, Bank of Finland, number 3/2020.
• Granziera, Eleonora & Sihvonen, Markus, 2020, "Bonds, currencies and expectational errors," Bank of Finland Research Discussion Papers, Bank of Finland, number 7/2020.
• Klein, Melanie, 2020, "Implications of negative interest rates for the net interest margin and lending of euro area banks," Discussion Papers, Deutsche Bundesbank, number 10/2020.
• Hertrich, Markus, 2020, "Foreign exchange interventions under a one-sided target zone regime and the Swiss franc," Discussion Papers, Deutsche Bundesbank, number 21/2020.
• Schupp, Fabian, 2020, "The (ir)relevance of the nominal lower bound for real yield curve analysis," Discussion Papers, Deutsche Bundesbank, number 32/2020.
• Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020, "Negative monetary policy rates and systemic banks' risk-taking: Evidence from the euro area securities register," Discussion Papers, Deutsche Bundesbank, number 37/2020.
• Barbu, Alexandru & Fricke, Christoph & Mönch, Emanuel, 2020, "Procyclical asset management and bond risk premia," Discussion Papers, Deutsche Bundesbank, number 38/2020.
• Ruppert, Kilian & Stähler, Nikolai, 2020, "Household savings, capital investments and public policies: What drives the German current account?," Discussion Papers, Deutsche Bundesbank, number 41/2020.
• Heckmann, Lotta & Moertel, Julia, 2020, "Hampered interest rate pass-through: A supply side story?," Discussion Papers, Deutsche Bundesbank, number 59/2020.
• Gürkaynak, Refet S. & Kara, Ali Hakan & Kısacıkoğlu, Burçin & Lee, Sang Seok, 2020, "Monetary policy surprises and exchange rate behavior," CFS Working Paper Series, Center for Financial Studies (CFS), number 642, DOI: 10.2139/ssrn.3696063.
• Kilian, Lutz & Zhou, Xiaoqing, 2020, "Oil prices, exchange rates and interest rates," CFS Working Paper Series, Center for Financial Studies (CFS), number 646.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2020, "Hopf Bifurcation from New-Keynesian Taylor Rule to Ramsey Optimal Policy," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Forthcomi.
• Ezeibekwe, Obinna Franklin, 2020, "Monetary Policy and Domestic Investment in Nigeria: The Role of the Inflation Rate," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 34, issue 1, pages 139-155, DOI: 10.2478/eb-2020-0010.
• Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020, "Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 52, issue S1, pages 197-231, DOI: 10.1111/jmcb.12740.
• Salzmann, Leonard, 2020, "China's Economic Slowdown and International Inflation Dynamics," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 176757, revised 2020.
• Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020, "Negative Monetary Policy Rates and Systemic Banks’ Risk-Taking: Evidence from the Euro Area Securities Register," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 216806.
• Heidorn, Thomas & Schäfer, Niklas, 2020, "Euro-Benchmarkreform - Neue Referenzzinssätze in der Eurozone," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 228.
• Wontke, Christoph & Seitz, Franz, 2020, "Derivate im Zinsmanagement: Eine Analyse der Hedging-Qualität von Bund Future Kontrakten und deren Einsatzmöglichkeiten in Theorie und Praxis," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 74.
• Chen, Shi & Härdle, Wolfgang Karl & Wang, Weining, 2020, "The common and speci fic components of inflation expectation across European countries," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-023.
• Hastenteufel, Jessica & Fuchs, Lena, 2021, "Niedrigzinsen - Eine echte Gefahr für Banken oder Gejammer auf hohem Niveau!?," IU Discussion Papers - Business & Management, IU International University of Applied Sciences, number 1/2021.
• Stuart, Rebecca, 2020, "Monetary regimes, the term structure and business cycles in Ireland, 1972-2018," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 2020-03.
• Eser, Fabian & Lemke, Wolfgang & Nyholm, Ken & Vladu, Andreea, 2020, "Tracing the impact of the ECB's asset purchase programme on the yield curve," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224540.
• Brand, Claus & Goy, Gavin W & Lemke, Wolfgang, 2020, "Natural rate chimera and bond pricing reality," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224546.
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• Mabid Ali Al-Jarhi, 2020, "Reforming Islamic Finance إصلاح المالية الإسلامية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 33, issue 2, pages 101-107, July, DOI: 10.4197/Islec.33-2.7.
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• Ercan Özen & Letife Özdemir & Simon Grima, 2020, "The Relationship between the Exchange Rate, Interest Rate and Inflation: The Case of Turkey," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 67, issue 2, pages 259-275, June, DOI: 10.47743/saeb-2020-0014.
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